/build/rpc / pricing / repo

pricing.repo.quote

pricing.repo.quote "source_type" ( "registry_id" {"principal_asset":"hex","principal_is_native":bool,"principal_units":n,"interest_asset":"hex","interest_is_native":bool,"interest_units":n,"collateral_asset":"hex","collateral_is_native":bool,"collateral_units":n,"maturity_height":n,"safety_k":n} "report_asset" report_is_native compute_greeks "source" include_inception_cashflows ) Compute mark-to-market valuation for a repo contract Supports both registry-backed contracts (via registry_id) and inline term specification. Arguments: 1. source_type (string, required) Contract source: 'registry' or 'inline' 2. registry_id (string, optional) Registry contract ID (required if source_type='registry') 3. inline_terms (json object, optional) Inline repo terms (required if source_type='inline') { "principal_asset": "hex", (string, required) Principal asset ID "principal_is_native": bool, (boolean, optional, default=false) Principal is native BTC "principal_units": n, (numeric, required) Principal amount "interest_asset": "hex", (string, required) Interest asset ID "interest_is_native": bool, (boolean, optional, default=false) Interest is native BTC "interest_units": n, (numeric, required) Interest amount "collateral_asset": "hex", (string, required) Collateral asset ID "collateral_is_native": bool, (boolean, optional, default=false) Collateral is native BTC "collateral_units": n, (numeric, required) Collateral amount "maturity_height": n, (numeric, required) Maturity block height "safety_k": n, (numeric, optional, default=144) Safety window (blocks before maturity) } 4. report_asset (string, optional, default="") Reporting currency (empty for TSC) 5. report_is_native (boolean, optional, default=false) Reporting currency is native BTC 6. compute_greeks (boolean, optional, default=true) Compute option Greeks 7. source (string, optional, default="mark") Price source: 'mark' (manual) or 'market' (calibrated) 8. include_inception_cashflows (boolean, optional, default=false) Include principal cashflow at t=0 in MTM (for pre-execution views) Result: { (json object) "principal_pv" : n, (numeric) Present value of principal leg (in reporting currency) "interest_pv" : n, (numeric) Present value of interest leg "collateral_pv" : n, (numeric) Present value of collateral leg "collateral_option" : n, (numeric) Value of borrower walkaway (put) option "lender_mtm" : n, (numeric) Lender mark-to-market (principal + interest - option) "borrower_mtm" : n, (numeric) Borrower mark-to-market (-lender_mtm) "coverage_ratio" : n, (numeric) Collateral coverage ratio (collateral / (principal + interest)) "ltv_pct" : n, (numeric) Loan-to-value percentage (100 / coverage_ratio) "over_collat_pct" : n, (numeric) Over-collateralization percentage ((coverage_ratio - 1) * 100) "collateral_greeks" : { (json object, optional) Option Greeks "delta" : n, (numeric) Delta (∂V/∂S) "gamma" : n, (numeric) Gamma (∂²V/∂S²) "vega" : n, (numeric) Vega (∂V/∂σ) "theta" : n, (numeric) Theta (-∂V/∂t) "rho" : n (numeric) Rho (∂V/∂r) }, "warnings" : [ (json array) Diagnostic warnings { (json object) "severity" : "str", (string) WARNING, CRITICAL, INFO "category" : "str", (string) coverage, deadline, market_data, model "message" : "str", (string) Human-readable message "threshold" : n (numeric, optional) Threshold value if applicable }, ... ] } Examples: > bitcoin-cli pricing.repo.quote "registry" "CONTRACT_ID" > bitcoin-cli pricing.repo.quote "inline" "" '{"principal_asset":"BTC", "principal_is_native":true, ...}' > curl --user myusername --data-binary '{"jsonrpc": "2.0", "id": "curltest", "method": "pricing.repo.quote", "params": ["registry", "CONTRACT_ID"]}' -H 'content-type: application/json' http://127.0.0.1:8332/

Signature

pricing.repo.quote(source_type: string, registry_id?: string, inline_terms?: object, report_asset?: string, report_is_native?: boolean, compute_greeks?: boolean, source?: string, include_inception_cashflows?: boolean) → any

Code samples

curl --user "$RPC_USER:$RPC_PASS" \
  --data-binary '{"jsonrpc":"1.0","id":"docs","method":"pricing.repo.quote","params":["\"<source_type>\"","\"<registry_id>\"",{},"",false,true,"mark",false]}' \
  -H 'content-type: text/plain;' \
  http://127.0.0.1:8332/

bitcoin-cli pricing.repo.quote "registry" "CONTRACT_ID"

bitcoin-cli pricing.repo.quote "inline" "" '{"principal_asset":"BTC", "principal_is_native":true, ...}'

curl --user myusername --data-binary '{"jsonrpc": "2.0", "id": "curltest", "method": "pricing.repo.quote", "params": ["registry", "CONTRACT_ID"]}' -H 'content-type: application/json' http://127.0.0.1:8332/

import requests
r = requests.post(
    "http://127.0.0.1:8332/",
    auth=("$RPC_USER", "$RPC_PASS"),
    json={
        "jsonrpc": "1.0",
        "id": "docs",
        "method": "pricing.repo.quote",
        "params": ["\"<source_type>\"", "\"<registry_id>\"", {}, "", false, true, "mark", false],
    },
    timeout=30,
)
print(r.json())

const res = await fetch("http://127.0.0.1:8332/", {
  method: "POST",
  headers: {
    "content-type": "application/json",
    "authorization": "Basic " + btoa(`${process.env.RPC_USER}:${process.env.RPC_PASS}`),
  },
  body: JSON.stringify({
    jsonrpc: "1.0",
    id: "docs",
    method: "pricing.repo.quote",
    params: ["\"<source_type>\"","\"<registry_id>\"",{},"",false,true,"mark",false],
  }),
});
console.log(await res.json());

Parameters

Name	Type	Req.	Description
source_type	`string`	yes	Contract source: 'registry' or 'inline'
registry_id	`string`	—	Registry contract ID (required if source_type='registry')
inline_terms	`object`	—	Inline repo terms (required if source_type='inline') { "principal_asset": "hex", (string, required) Principal asset ID "principal_is_native": bool, (boolean, optional, default=false) Principal is native BTC "principal_units": n, (numeric, required) Principal amount "interest_asset": "hex", (string, required) Interest asset ID "interest_is_native": bool, (boolean, optional, default=false) Interest is native BTC "interest_units": n, (numeric, required) Interest amount "collateral_asset": "hex", (string, required) Collateral asset ID "collateral_is_native": bool, (boolean, optional, default=false) Collateral is native BTC "collateral_units": n, (numeric, required) Collateral amount "maturity_height": n, (numeric, required) Maturity block height "safety_k": n, (numeric, optional, default=144) Safety window (blocks before maturity) }
report_asset	`string`	—	Reporting currency (empty for TSC)
report_is_native	`boolean`	—	Reporting currency is native BTC
compute_greeks	`boolean`	—	Compute option Greeks
source	`string`	—	Price source: 'mark' (manual) or 'market' (calibrated)
include_inception_cashflows	`boolean`	—	Include principal cashflow at t=0 in MTM (for pre-execution views)

Result

Type: any

{ "principal_pv" : n, "interest_pv" : n, "collateral_pv" : n, "collateral_option" : n, "lender_mtm" : n, "borrower_mtm" : n, "coverage_ratio" : n, "ltv_pct" : n, "over_collat_pct" : n, "collateral_greeks" : { "delta" : n, "gamma" : n, "vega" : n, "theta" : n, "rho" : n }, "warnings" : [ { "severity" "category" "message" "threshold" : n }, ... ] } (json object) (numeric) Present value of principal leg (in reporting currency) (numeric) Present value of interest leg (numeric) Present value of collateral leg (numeric) Value of borrower walkaway (put) option (numeric) Lender mark-to-market (principal + interest - option) (numeric) Borrower mark-to-market (-lender_mtm) (numeric) Collateral coverage ratio (collateral / (principal + interest)) (numeric) Loan-to-value percentage (100 / coverage_ratio) (numeric) Over-collateralization percentage ((coverage_ratio - 1) * 100) (json object, optional) Option Greeks (numeric) Delta (∂V/∂S) (numeric) Gamma (∂²V/∂S²) (numeric) Vega (∂V/∂σ) (numeric) Theta (-∂V/∂t) (numeric) Rho (∂V/∂r) (json array) Diagnostic warnings (json object) : "str", (string) WARNING, CRITICAL, INFO : "str", (string) coverage, deadline, market_data, model : "str", (string) Human-readable message (numeric, optional) Threshold value if applicable

Source: services/core-node/bcore/src/wallet/pricing/rpc/pricing_repo.cpp:46

C++ symbol: pricing_repo_quote

Code samples

curl --user "$RPC_USER:$RPC_PASS" \
  --data-binary '{"jsonrpc":"1.0","id":"docs","method":"pricing.repo.quote","params":["\"<source_type>\"","\"<registry_id>\"",{},"",false,true,"mark",false]}' \
  -H 'content-type: text/plain;' \
  http://127.0.0.1:8332/

bitcoin-cli pricing.repo.quote "registry" "CONTRACT_ID"

bitcoin-cli pricing.repo.quote "inline" "" '{"principal_asset":"BTC", "principal_is_native":true, ...}'

curl --user myusername --data-binary '{"jsonrpc": "2.0", "id": "curltest", "method": "pricing.repo.quote", "params": ["registry", "CONTRACT_ID"]}' -H 'content-type: application/json' http://127.0.0.1:8332/

import requests
r = requests.post(
    "http://127.0.0.1:8332/",
    auth=("$RPC_USER", "$RPC_PASS"),
    json={
        "jsonrpc": "1.0",
        "id": "docs",
        "method": "pricing.repo.quote",
        "params": ["\"<source_type>\"", "\"<registry_id>\"", {}, "", false, true, "mark", false],
    },
    timeout=30,
)
print(r.json())

const res = await fetch("http://127.0.0.1:8332/", {
  method: "POST",
  headers: {
    "content-type": "application/json",
    "authorization": "Basic " + btoa(`${process.env.RPC_USER}:${process.env.RPC_PASS}`),
  },
  body: JSON.stringify({
    jsonrpc: "1.0",
    id: "docs",
    method: "pricing.repo.quote",
    params: ["\"<source_type>\"","\"<registry_id>\"",{},"",false,true,"mark",false],
  }),
});
console.log(await res.json());