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      • DBOE Options Basics
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      • How to calculate Premium with Black Scholes
    • ⁉️General FAQs
      • 1. What is the max loss for DBOE Option Sellers?
      • 2. What is the max loss for DBOE Option Buyers?
      • 3. What are order types currently supported by DBOE?
      • 4. Does DBOE support “Fill Or Kill” order attribute?
      • 5. How to amend an order?
      • 6. What is DBOE daily maintenance time window?
      • 7. Do I need to register and deposit on DBOE?
      • 8. How is DBOE Options different from Futures, Spot and Options?
      • 9. Why say DBOE Options helps protect Portfolio Investment?
      • 10. How does the final settlement of DBOE Options work?
      • Other questions?
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      • What Is The Difference Between European and American Style Options?
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        • What is Proof of Stake?
        • What is a Smart Contract?
        • What is Gas?
      • What is Custody?
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  • Algo Trading
    • 🛡️Algo Trading on DBOE
      • High level architecture
      • End-to-end integration steps
      • Sample Codes
      • DBOE On-Chain CLOB logic
    • ⁉️FAQs on DBOE On-Chain CLOB logic
      • 1. What is the methodology to calculate the mark price (or reference price)?
      • 2. Can we have some illustrations on the mark price methodology?
      • 3. Noticed the first spread level is 0, how does it help?
      • 4. Any constraints when submitting an order?
      • 5. How to query all the configurations of on-chain CLOB?
      • 6. Would LMT order trigger matching?
      • 7. What would happen if a MKT order is submitted?
      • 8. Who is going to pay for the gas fee when submitting orders?
      • 9. Any suggestion to adjust gas fee when the network is unable to predict it?
      • 10. What is the rough estimation of gas fee so far?
      • 11. What are the order submission steps and the Min. Allowance in DBOE?
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Was this helpful?

  1. Algo Trading
  2. FAQs on DBOE On-Chain CLOB logic

2. Can we have some illustrations on the mark price methodology?

Previous1. What is the methodology to calculate the mark price (or reference price)?Next3. Noticed the first spread level is 0, how does it help?

Last updated 1 year ago

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Mark price will be calculated using with current settings as below:

  • Interest rate of 0.0.

  • Volatility surface is updated by the exchange periodically referencing Deribit marked IV.

  • Spot price will taken *near real-time from ChainLink price-oracle.

⁉️
Blackscholes formula