Methodology & Exchange Data
What the calculators apply, where the numbers come from, and how far each result can be taken.
How the numbers are calculated
- Liquidation boundary
- Solved numerically as the price where account equity equals the maintenance requirement plus the closing fee, rather than by applying one exchange's closed-form formula. Every tool on this site calls the same solver, so two tools cannot disagree about the same position.
- Maintenance margin
- A single flat rate, editable per calculation. Exchanges tier this rate by position size — larger positions carry a higher rate, which brings liquidation closer. On a position near a tier boundary, set the rate to the tier that applies.
- Fees
- The standard published rate for each exchange, applied to both legs at the taker rate by default. VIP tiers, maker rebates and promotional rates all differ; set your own in the assumptions.
- Arithmetic
- All money and price arithmetic runs on fixed-point decimals, never floating point, so results are exact and repeatable rather than accumulating rounding drift. Displayed liquidation prices round toward the conservative side.
- Cross margin
- Solved from wallet balance, other positions' maintenance margin and unrealised PnL, and margin locked by open orders. Those positions are held constant while the priced symbol moves, which holds for uncorrelated positions.
Fee rates by exchange
Loading the rates the calculators apply…
| Exchange | Maker / Taker | Maintenance margin | Leverage cap | Fee schedule |
|---|
Rates are the standard published tier. Set your own in any calculator's assumptions.
Precision levels
Every result carries one. It states how far the figure can be taken — not whether the trade is a good one.
| Level | Meaning | When it applies | What you get |
|---|---|---|---|
| E1 | Exchange rules reproduced | The exchange's own rule set, contract specification and your account state are all applied, and results match known-good samples. | A single figure with its margin of error. |
| E2 | High-confidence simulation | The exchange rule set is applied, with rounding inside the exchange, live prices or small differences in account state still outstanding. | A single figure with an error band. |
| E3 | Modelled estimate | The shared model is applied: one flat maintenance margin rate and the exchange's standard published fee rate. | A figure with its assumptions listed, all of them editable. |
| E4 | Not calculated | Required account state is missing, or the inputs contradict each other. | What is missing and what to do about it. |
Every result on this site is E3.