◈ Labs
Liquidation risk
v1.0How likely is my leveraged position to be liquidated, and what leverage keeps that risk low?Review: researchSign in to run Labs models
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Sign in →How it works and its limits
- Inputs
- Instrument, side, entry, leverage, maintenance margin, closing fee and an optional stop.
- Outputs
- Liquidation price, probability of reaching it within 1h to 7d, stop-touch probability and the largest leverage with under 1% and 5% liquidation risk.
- Evidence
- Touch probabilities include intrabar highs and lows. On 30 perpetuals the predicted probability differed from the observed touch frequency by 1.8 points on average at 1h, 1.0 at 4h and 2.5 at 24h.
- Limits
- Isolated-margin formula; last price stands in for mark price. Tiered margin and cross-margin collateral are not modelled.
- Minimum data
- Two days of 5m bars.
- API
- POST /labs/risk/liquidation {symbol, side, entry, leverage, maintenance_margin, closing_fee, stop, horizons}