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Glossary

  1. Perpetual Future.
  2. Taker.
  3. Maker.
  4. Creator.
  5. Data Source (ss).
  6. Query Strategy.
  7. Data Stream ((dt)t0(d_{t})_{t \ge 0}).
  8. Sensor (fsensef_{\mathsf{sense}}).
  9. Measurement Stream ((mt)t0(m_{t})_{t \ge 0}).
  10. Index Function (fidxf_{\mathsf{idx}}).
  11. Verifiable Index.
  12. AMM Perp Market.
  13. Index Value (xidxx_{\mathsf{idx}}) .
  14. Mark Price (xmkx_{\mathsf{mk}}).
  15. Time-Weighted Average Price (TWAPw(x)\mathsf{TWAP}_{w}(x)).
  16. Position Size.
  17. Margin.
  18. Profit-and-Loss (PnL\mathsf{PnL}).
  19. Open Interest.
  20. Open Interest Imbalance.
  21. Open Interest Skew.
  22. Funding.
  23. Margin Ratio (rmr_{m}).
  24. Liquidation.
  25. Insurance.
  26. Insolvency Risk.
  27. Autodeleveraging (ADL).