ATLAX Risk Engine

Position Notional   = Position Size * Mark Price
Initial Margin      = Position Notional / Leverage
Maintenance Margin  = Position Notional * Maintenance Margin Ratio
Margin Ratio        = Account Equity / Position Notional
Liquidation Trigger = Margin Ratio <= Maintenance Margin Ratio
Funding Payment     = Position Notional * Funding Rate
Open Interest       = Sum(Long Notional + Short Notional)

Funding Rate = Clamp(Premium Index + Interest Rate Component,
                    Min Funding, Max Funding)

Longs pay shorts when funding is positive.
Shorts pay longs when funding is negative.

If Account Equity < Maintenance Margin:
    Position becomes liquidatable

Liquidation Penalty = Position Notional * Penalty Rate
Remaining Collateral = Collateral - Loss - Penalty