Cryptio's Derivatives Module provides complete visibility and control over your derivatives positions and profit & loss (P&L). It supports treasury management, hedging, and accurate accounting for derivatives across multiple exchanges and instruments.
Built for exchanges, asset managers, and crypto companies, the module streamlines complex derivatives workflows. It handles daily mark-to-market reconciliation, calculates unrealized and realized gains and losses, and manages derivatives reporting to your general ledger. By automating tracking, reconciliation, and reporting processes, it enhances accuracy while reducing operational workload.
What the Derivatives Module offers
- Open Positions View: Real-time visibility into your open positions, with valuation (daily mark-to-market) and P&L data.
- Position Filtering: Quickly locate positions using filters for asset, instrument type, venue, ROI, expiry date, and more.
- Transaction Drill-Down: Access a full transaction history behind each position.
- P&L Analysis: Evaluate realized and unrealized gains with a dedicated P&L table.
- Reporting: Generate audit-ready reports for compliance, accounting, and internal analysis.
Supported Exchanges and Instruments (v1)
The module currently supports importing positions and transactions from:
- Deribit
- Binance
- Coinbase
- Gemini
- OKX
- Gate.io
- Bitget
- Bybit
- KuCoin
Supported Instruments:
- Options (Calls and Puts)
- Futures
- Perpetuals
Module Deep Dive
Import derivatives position
- Navigate to the Imports
- Click "+ Import" and select your derivatives trading exchange. Follow the exchange-specific connector instructions to find the API key and API secret.
- Select "Create"
Find the Derivatives Module
- In the left side navigation bar, select "Positions".
- Click on Derivatives in the top tab.
How to use the Derivatives module
💡Click "Refresh data" to view the latest data.
Open Positions Screen Displays open positions with the following details:
- Instrument type, asset, quantity
- Venue, expiration date (if applicable)
- Value in native and USD currency
- Average and current market price
- Unrealized P&L and ROI
- Maintenance margin (if applicable)
- Timestamp of last update
Filtering Options
Filter positions by:
- Asset
- Instrument type
- Venue
- Unrealized P&L (USD)
- ROI
- Expiry date
Transaction View
From each position, view the full transaction history. Columns include:
- Date, venue/counterparty
- Asset, incoming/outgoing
- Fees, cost basis
- Gains/losses, label, status
P&L Analysis Table
View realized and unrealized P&L:
- Buy/sell quantity and average prices
- Remaining amount
- Realized and floating P&L in USD
- Quick link to related transactions
Reporting functionality will be available soon.
FAQs
Q: What types of derivatives are supported? A: Options, futures, and perpetual swaps.
Q: Which exchanges are integrated? A: Deribit, Binance, Coinbase, Gemini, OKX, Gate.io, Bitget, Bybit, and KuCoin.
Q: How are contracts uniquely identified? A: Each contract is treated as a unique asset based on metadata like contract type and expiration.
Q: Where does pricing come from? A: Primarily from exchanges. If unavailable, fall back to workspace-level underlying asset pricing (provided by Kaiko).
Q: How is P&L calculated? A: Unrealized P&L = (Market Price - Average Price) x Quantity. Realized P&L is based on exchange-sourced gains/losses.
Q: Can I filter positions? A: Yes — by asset, instrument type, venue, P&L, ROI, and expiry date.
Q: Can I view transactions for a position? A: Yes — each position links to its transaction history.
Q: How does accounting classification work? A: All derivative transactions automatically receive labels.
Need Help?
For additional assistance, contact our support team.