PriceMonitoringTrigger

PriceMonitoringTrigger holds together price projection horizon τ, probability level p, and auction extension duration

type PriceMonitoringTrigger {
  horizonSecs: Int!
  probability: Float!
  auctionExtensionSecs: Int!
}

Fields

PriceMonitoringTrigger.horizonSecs ● Int! non-null scalar

Price monitoring projection horizon τ in seconds (> 0).

PriceMonitoringTrigger.probability ● Float! non-null scalar

Price monitoring probability level p. (>0 and < 1)

PriceMonitoringTrigger.auctionExtensionSecs ● Int! non-null scalar

Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level (> 0)

Member of

PriceMonitoringBounds object ● PriceMonitoringParameters object