Productivity Boost: Live margin monitoring, improved asset pricing and new venue support

16 March 2023
Insights Product Updates
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    We are excited to share our latest Haruko platform enhancements, which we have been busy building for you.

    These new features and improvements will make it even easier to stay on top of your digital asset exposure and risk, accessed in real-time and all in one place.

    The latest upgrades include:

    1. Improved P&L and risk reporting

    • Margin balance, initial margin and maintenance margin ratios are now available per account and at the summary level.
    • Live alerts over Telegram, Slack and Websockets.
    • Initial supported venues include OKX, Binance, Bybit, Deribit, dYdX and Huobi Futures.

    2. Price waterfall control

    • The Venue Pricing waterfall and Stable Coin Rank waterfall are now configurable on the Dashboard.
    • Changes to these waterfalls will immediately reflect in your real-time pricing and historical P&L pricing.
    • Live asset pricing is visible on the pricing configuration screen.
    • Historical asset pricing is also visible up to 60 days.
    • Live and historical prices from Coinbase are now available.

    3. Custom asset pricing

    • Support for formula in price mappings.
    • Arguments can include numerical constants and other assets.

    4. Streaming custom prices

    • You can now configure your own Asset and Instrument Prices timeseries on the Haruko Dashboard or via the API.
    • This will take precedence over the configured pricing waterfall.

    5. Derivatives pricing dashboard

    • Futures curve: marked directly or linked to another future curve.
    • Volatility surface: SVI and SABR volatility surfaces. Marked directly or linked to another surface.
    • Auto-calibrated futures and volatility surfaces are available for BTC and ETH.
    • Alt-coin surfaces and options pricing support.
    • Multi-currency and multi-leg pricer.
    • Scenario analysis which can include multiple portfolios and combine the risk with the pricing sheet on the pricer.
    • Spot-, vol- and time-varying scenarios.

    6. General UI enhancements

    • Transfers can now be omitted from the Equity Curve.
    • Risk Pivot can now select both accounts and groups to include in the view.

    7. New integrations

    CeFi venues

    • Binance Options
    • Bitrue
    • Bittrex
    • FalconX OTC

    Blockchains

    • Aurora
    • Osmosis

    DeFi protocols

    • Biconomy Staking/Vesting
    • Conic Finance
    • Graph Staking/Vesting
    • Osmosis Staking/SuperFluid/Pools