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Perpetuals Futures
Expected Changes in Accounts
Multi-position liquidation price calculation
Multi-positions bankruptcy price calculation
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Expected Changes in Accounts
Equity:
a
2
=
a
1
−
a
b
s
(
S
open
∗
P
open
∗
feerate
)
+
(
P
o
−
P
open
)
∗
S
open
a_{2}=a_{1}-\mathrm{abs}\left(S_{\text {open }} * P_{\text {open }} * \text { feerate }\right)+\left(P^{o}-P_{\text {open }}\right) * S_{\text {open }} \\
a
2
=
a
1
−
abs
(
S
open
∗
P
open
∗
feerate
)
+
(
P
o
−
P
open
)
∗
S
open
Maintenance:
c
2
=
otTMM
+
abs
(
e
2
)
∗
P
o
∗
MaintenanceRate
c_{2}=\text { otTMM }+\operatorname{abs}\left(e_{2}\right) * P^{o} * \text { MaintenanceRate } \\
c
2
=
otTMM
+
abs
(
e
2
)
∗
P
o
∗
MaintenanceRate
Margin Ratio:
d
2
=
c
2
a
2
(
0
≤
d
2
≤
1
)
d_{2}=\frac{c_{2}}{a_{2}}\left(0 \leq d_{2} \leq 1\right)
d
2
=
a
2
c
2
(
0
≤
d
2
≤
1
)
Position:
e
2
=
S
hold
+
S
open
e_{2}=S_{\text {hold }}+S_{\text {open }} \\
e
2
=
S
hold
+
S
open
Fee:
b
1
=
abs
(
S
open
∗
feerate
∗
P
open
)
\mathrm{b} 1=\operatorname{abs}\left(S_{\text {open }} * \text { feerate } * P_{\text {open }}\right)
b
1
=
abs
(
S
open
∗
feerate
∗
P
open
)
Position Size:
S
hold
S_{\text {hold}}
S
hold
Average Position Price:
P
hold
P_{\text {hold}}
P
hold
Oracle Price:
P
o
P^{o}
P
o
Open Size:
S
open
S_{\text {open}}
S
open
Open Price:
P
open
P_{\text {open}}
P
open
otTMM: Sum of maintenance margins for other contracts
L
ong: + short: -
Implementation - Previous
Perpetuals Futures
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Multi-position liquidation price calculation
Last modified
1yr ago