@somnia-chain/markets-sdk / index / BinaryCrossingParams
Interface: BinaryCrossingParams
Defined in: packages/sdk/src/derivedReads.ts:514
The price/quantity grid a BinaryPool enforces on orders, plus the slippage
policy the stake/sell builders pad their protective limit with. tickSize
and lotSize come from the pool's on-chain order-book parameters
(client.getBinaryBookParams) — the pool rejects any price off the tick
grid and any quantity off the lot grid (InvalidQuantity).
Properties
tickSize
tickSize:
bigint
Defined in: packages/sdk/src/derivedReads.ts:516
Price increment (raw collateral units) — limits must be a multiple.
lotSize
lotSize:
bigint
Defined in: packages/sdk/src/derivedReads.ts:518
Quantity increment (raw outcome-token units) — sizes must be a multiple.
minQuantity?
optionalminQuantity?:bigint
Defined in: packages/sdk/src/derivedReads.ts:525
Smallest order size the pool accepts (raw outcome-token units) — a lot
multiple that may exceed a single lot; the pool rejects anything smaller
(QuantityBelowMinimum). Quotes that land below it return null.
Default Value
0n (no floor beyond the lot grid)
slippageBps?
optionalslippageBps?:bigint
Defined in: packages/sdk/src/derivedReads.ts:530
Slippage cushion in bps of the crossing price.
Default Value
DEFAULT_SLIPPAGE_BPS (300 = 3%)
slippageMinTicks?
optionalslippageMinTicks?:bigint
Defined in: packages/sdk/src/derivedReads.ts:535
Minimum slippage cushion in ticks.