Why Does the Number of Available Openings Follow the Latest Price Changes?

The available margin for opening positions will change with the latest transaction price. The specific formula is as follows:

Calculate the amount of margin required for buying and selling orders:

The amount of sales required to be charged = min (c-abs (current position quantity), abs (number of selling orders))

The amount of purchase required to be charged = c-abs (current position quantity)-The quantity of sales that need to be collected.

In this formula:

c = MAX (a, b) (the number of buying orders> 0, the number of selling orders <0)

a = MAX (abs (current position quantity), abs (current position quantity + number of buying orders))

b = MAX (abs (current position quantity), abs (current position quantity + number of selling orders))

Example: holding 10 long positions, selling 100 with a need to freeze an additional of selling order of 80.

a = max (ads (10), abs (10 + 0)) = 10

b = max (ads (10), abs (10-100)) = 90

c = max (a, b) = max (10, 90) = 90

The amount of sales required to be charged = min (90-abs (10), abs (0)) = 80

The amount of purchase required to be charged = 90-abs (10)-80 = 0