Contract Specifications

Technical specifications for Paragon perpetual futures contracts.

Key Specs

Parameter
Value

Contract Type

Perpetual futures (no expiry)

Quote Currency

USDC

Settlement

Cash-settled

Position Unit

USDC notional value

PnL Formula

(Exit Price - Entry Price) x Position Size

Example: A $1,000 position at 10x leverage requires $100 margin and yields $10 PnL per 1% index move.

Index Specifications

TOTAL2

Specification
Detail

Full Name

Total Crypto Market Cap ex-BTC

Constituents

Top 125 assets by market cap (excluding BTC)

Weighting

Market cap weighted

Rebalancing

Daily

Data Sources

Multiple CEX and DEX price feeds

Calculation

Sum (Price x Circulating Supply)

BTC.D

Specification
Detail

Full Name

Bitcoin Dominance Index

Calculation

BTC Market Cap / TOTAL Market Cap x 100

Range

0-100%

Precision

2 decimal places

Data Sources

Multiple CEX and DEX price feeds

OTHERS

Specification
Detail

Full Name

Total Crypto Market Cap ex-BTC-ETH

Constituents

Top 125 assets by market cap (excluding BTC, ETH)

Weighting

Market cap weighted

Rebalancing

Daily

Data Sources

Multiple CEX and DEX price feeds

Calculation

Sum (Price x Circulating Supply)

Mark Price

Mark price determines unrealized PnL, margin ratios, and liquidation triggers. It is derived from the Paragon oracle network using the index price (fair value), funding rate adjustments, and smoothing mechanisms to prevent manipulation.

Index Price vs Perpetual Price

The index price reflects the calculated value of the underlying index. The perpetual price is the current trading price of the futures contract. The difference between them (basis) drives funding rate payments, incentivizing convergence toward fair value.

For oracle methodology details, see Oracles.

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