Perpetual leg
The short perpetual is explicitly mapped to the same economic underlying and sized by quantity rather than ticker coincidence.
Perpetual leg
The short perpetual is explicitly mapped to the same economic underlying and sized by quantity rather than ticker coincidence.
The implementation uses deterministic shared functions so the market page, simulation API, strategy builder, and vault preview apply the same allocation and funding rules.
Operational controls
Require explicit canonical instrument mapping. Reject missing spot or perp prices. Propagate null and stale states instead of substituting values.
Limits and risk
Cross-venue legs cannot be atomic today. The simulator models target construction, not guaranteed execution.
Missing, stale, or contract-dependent values remain unavailable. Hinge does not insert demo values to complete a calculation.