Futures Account Data: Margin, Balances, and Position Fields

Summary

The document describes a data model for parsing a futures account response into account-level totals, per-asset records, and per-position records. Account-level fields include trading permissions, wallet and margin balances, initial and maintenance margin, unrealized profit, withdrawal capacity, fee tier, and update time. Asset records capture margin and balance information by currency, while position records include symbol, leverage, margin allocation, isolation status, side, and unrealized profit.

This structure can help a trading system monitor exposure and available capital or build account dashboards and risk checks. The code only maps response fields into objects; it does not define how to interpret the values, calculate liquidation risk, or manage positions. It also provides no market observations or performance evidence, so users would need to validate field meanings and freshness against the exchange's current API behavior.

Key ideas

• Account-level fields summarize balances, margin requirements, permissions, and unrealized profit.
• Asset records separate margin and balance information by asset.
• Position records include leverage, margin allocation, side, and isolation status.
• The data model parses fields but does not prescribe risk rules or position management.

Tags

From a private course collection; the original is not published.