Binance Futures Calculator comes with three tabs, which are: PnL Tab: bitmexcalculator.com; Next are the links below you can further educate yourself on how to calculate your profits from FIAT to BTC and even ALT coins. The ROE or Return on Equity is how much you make compared to … Why can't I input both wallet balance and leverage? You can find the “Maintenance Margin Rate” from the table below with the position value in USDT. This position is worth 0.1 BTC and has a liquidation price of $4,686. previously open positions are taken into account to calculate Binance Smart Chain DeFi Project Hacked for $31 Million. This formula is kinda hard to understand. You can calculate values before you decide to open a long or a short position, plus you can also adjust the leverage slider according to your wishes. One of them is the position size. I manually calculated the result using the formula in the script and I came to: 6292,24577 so it seems there is a slight diff (if I did no error in my calculation), See, those numbers I've got I'm unable to find. If the price of BTC drops, then so does the value of my collateral. Meaning the first 50k would have a 0.4% value, the next 50k to 250k would have a 0.5% value, and so on. (cumL) Maintenance amount of LONG position (hedge mode) = 0. The Binance Futures Calculator. You signed in with another tab or window. Result : 235.31, Can you explain the difference? How can I remove the rounding though? Allowing very rapid gains but also equally rapid losses, Binance Futures leverage should be used sparingly and knowing the risk of liquidation of your position.. Binance is a global cryptocurrency exchange that offers a varied range of crypto trading pairs with world-low fees. liquidation price. At the time of liquidation, the asset may o Yes thanks, I removed round. For example, if the position of USDT-margined BTCUSDT Contract is 264,000 USDT, then the maintenance margin rate would be 1% (or 0.01). Under isolated mode, each isolated position will have different liquidation prices depending on the margin allocated to the positions. positions, where you can just weight the newly opened position in It means that the liquidation price of your position will be very close. The main component of the market price is the index, which is a basket of prices of a number of spot exchanges, weighted by their relative volume (Binance, Huobi, OKEx, Bittrex, HitBTC, Bitfinex). You can find the “Maintenance Amount” from the table below with the position value in USDT. The Binance Futures Calculator is an absolute necessity for all traders. May I ask what the 3rd parameter of the lookup table is for and where you get it? Binance Futures liquidation calculator You can also calculate the liquidation price using the calculator on Binance Futures. As stated by Binance, your open positions will also be considered when you calculate the liquidation price. This eventually results in … For example, if the position of USDT-margined BTC/USDT Contract is 500,000 USDT, then the maintenance amount would be 1,300 USDT. Calculation cumulative liquidation price for different leverage Under cross margin, same ticker/symbol, both long and short position share the same liquidation price except isolated mode. In the top left, you will see the various categories of trading pairs that are offered by Binance. It allows you to open Long positions (upward bets) and Short positions (downward bets).. Buy and Sell European-style Vanilla Options. In this formula, we assume that the recovery rate of Intangible Assets is 0%. Reverse engineer the code above or use the formula. Below are all of the relevant equations for each type of possible contract. My guess is that they made the doc in an incremental disconnected fashion and the formula is wrong. you look at the javascript under the hood on their side, you find how Get detailed statistics for your Binance trading. Account size (USDT) Pair. It's correct that How to File ... using specialized crypto tax software to calculate users’ final returns. Available balance is relevant to liquidation price though in cross mode and in isolated mode you can add or remove margin to your position changing your liquidation price, how would you calculate that? Good planning is a sign of a winner, you can’t beat a man with a plan! Attention to detail is important. Live support doesn’t know how to explain that and I have an open ticket on the topic which hasn’t been answered yet. As far as I understand from the script I assume it refers to the maintenance margin. the unrealized pnl takes the mark price but the main formula seems to consider that only for the other positions than the one you are calculating the liquidation price for. comparison to the previously opened position weighted average. Enjoy increased leverage without risk of liquidation, Mine more rewards by connecting to the pool, Get an instant loan secured by crypto assets, Become a liquidity provider & earn double, In Cross margin mode， WB is crossWalletBalance. @thomasd3 that field is not present in their calculator, and unfortunately I no longer remember the details of my reverse engineering six months ago. You need to enter your entry price and quantity, and set leverage and other variables. It can easily be calculated, if you look at rows 1-3 the diff in amount and percent can be calculated like so: Look at where the variable maint_amount is used. They mean "margin balance." You may find your maintenance margin rates and amounts through the tables above, as highlighted in the following image. Thank you @highfestiva,i was able to understamd the broken down pieces u explained,I need one more explanation and thats all.... On line 41,that is assert (options.leverage is None) != (options.wallet_balance is None).Please break it down for me,I know assert() but how u used it here is a bit advanced,I will be much grateful if you help me break here down too,thanks. But I doubt that.). There is no need to calculate the mark manually — the exchange will calculate everything for you. How to calculate the liquidation price https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93. The formula on their site spans 3 pages: there is the main formula, tables for je different maintenance margins and another page that explains how to calculate the unrealized pnl. 1760,result_liquid from 1.deposit ;5;2. Could someone provide the formula used to calculate liquidation price for COIN-Futures? You'll need Microsoft Excel to use this calculator. https://binance.zendesk.com/hc/en-us/articles/360033162192-Leverage-and-Margin, https://gist.github.com/b71e76f51eed84d56c1be8ebbcc286b5#gistcomment-3469594, https://github.com/notifications/unsubscribe-auth/AABHEL5MLNPNPZN443RRB33SIBGUNANCNFSM4M2NDGMA, I try calculation with your program and I got from binance different result, Binance's calculator only cares for "wallet balance," which must a legacy nomenclature from when they only had cross margin trading. How to determine the USDT-Margined Futures Liquidation Price in Binance You can measure the benefit you can gain when you close your spot at a certain price by using the calculator before opening long or short positions on Binance Futures. Please note that your Initial Margin will vary depending on whether you use Cross Margin or Isolated Margin. Head over to the top navigation bar of the Binance interface and select “Spot”. @zaidanali028 write it out as a for loop unless you understand it: @highfestiva can you please drop the liquidation price formula for USDT FUTURES? Cumulative Maintenance Margin = (Range Start - Range Start[-1])*Maintenance Margin Rate[-1]+Cumulative Maintenance Margin[-1] Lets say you buy the token right at this breakout before DOT hit ATH at ~$19.40 within hours, but you didnt sell right away before it peaked and steeply dropped. In hedge mode can be open two position(long and sell) concurrently. In order to avoid market manipulations and ensure that the perpetual contract matches the spot price, Binance uses the mark price to calculate unrealized profit and loss for all traders. Summing those up as cumulative maintenance margin would lead to the following table: Each row would be: If not feel free to add the code and send it to me, and I'll update here as well. I.e. Binance Futures is the leading cryptocurrency futures trading platform with leverage up to x125. All traders will be subject to the same liquidation protocols referred to as “Smart Liquidation.” Forced liquidation value is defined as “liquidation value at which the asset or assets are sold as quickly as possible, such as at an auction”. Tried to find the source the other day myself, but perhaps Binance has taken it down. In the example above, your 20x leveraged long 1 BTC position entered at 10,000 USDT will get automatically liquidated if the price falls to 9,540 USDT. to calculate at the liquidation price) the maintenance margin rate and the maintenance margin amount of the position level, to recalculate the liquidation price. If your margin balance drops to zero - the Binance will liquidate your position and all your futures balance on your account. To avoid market manipulation andto ensure that the perpetual contract matches the spot price, Binance uses the mark price to calculate unrealized profit and loss for all traders. So instead do. Do you have any plan to support for hedge mode liquidation? Sama sama! The BitMEX Calculator lets you calculate your profit/loss, liquidation price and your ROE (Return on Equity).. We will breakdown each section so you can calculate and understand each section of the calculator. they take open positions into account. Nope, but I suppose they're treated as two isolated positions? All of them will help you calculate and plan your trade risk/reward ahead of time. Not supported, you have to figure it out yourself. There are two issues: Hi, Balance account; entry_price; contract_qty; options.leverage, deposit add 1. deposit: (Position1BOTH) Absolute value of BOTH position size (one-way mode) = 109.488, (EP1BOTH) Entry Price of BOTH position (one-way mode) =32,481.980, (MMB) Maintenance margin rate of BOTH position (one-way mode) = 2.50%, With this information and by inputting the appropriate information in the formula we can see that the Liquidation Price for the ETHUSDT contract = 1,153.225 and for BTCUSDT = 26,310.23. Clone with Git or checkout with SVN using the repository’s web address. Please note that there may be a slight variation due to decimals. Instantly share code, notes, and snippets. intuitive implementation is correct. Below is the liquidation price formula for USDT-Ⓜ futures contract (LP1) under cross margin mode: Maintenance Margin of all other contracts, excluding Contract 1, If it is an isolated margin mode, then TMM=0，UPNL=0, Unrealized PNL of all other contracts, excluding Contract 1, If it is an isolated margin mode, then UPNL=0. I discarded those parts to simplify the code, but if The first one will be used to calculate the initial margin, profit and loss, and return according to the entry and exit prices. Also I am wondering why the maintenance margin is calculated out of the wallet balance and not the position size in the script? The bottom line on Binance Coin leverage trading on Binance Futures Can confirm they are correct 👍, a real example: Then, select “Advanced” from the drop-down menu. 1.5 Bitcoin was ist eine emission börse Price Bitcoin’s price is extremely volatile and thus can’t be predicted. How to use the Binance Calculator? Isolated and CROSS Liquidation Value Formula = Liquidation Value of Assets – Book Value of Liabilities Now coming to the calculation of Liquidation Value of Assets = SUM (recovery rate of each asset x book value of assets). They are correct, but I think Binance have scrapped them from the public eye. There are three tabs that would help you handle the Binance Futures Calculator, including the PNL tab, the Target Price tab and the Liquidation Price tab. You should monitor the margin level and if needed deposit more funds, or decrease open … https://binance.zendesk.com/hc/en-us/articles/360033162192-Leverage-and-Margin. They call the position "wallet" in their documentation. = [ Floor of Position Bracket on Level n * difference between Maintenance Margin Rate on Level n and Maintenance Margin Rate on Level n-1) ] + Maintenance Amount on Level n-1, For example, the Maintenance Amount on Level 5, * ADAUSDT, BNBUSDT, DOTUSDT, EOSUSDT, ETCUSDT, LINKUSDT, LTCUSDT, TRXUSDT, XLMUSDT, XMRUSDT, XRPUSDT, XTZUSDT, BCHUSDT, Fast and secure decentralized digital asset exchange, USDⓈ margined with no expiration and up to 125x leverage, Token margined with or without expiry dates and up to 125x leverage. Unfortunately I would come to different numbers following the documentation here: bitcoin liquidation calculator. Btw. Doesn’t Binance use the mark price for this calculation? The liquidation price differs depending on leverage. Balance account 2000 and I will no longer add, Input parameters: @highfestiva the formula/method that you are using to calculate the liquidation price. Contract Specifications of USDⓈ-M Futures, Cost Required to Open a Position in Perpetual Futures Contracts, Maintenance Amount of BOTH position (one-way mode), Maintenance amount of LONG position (hedge mode), Maintenance amount of SHORT position (hedge mode), Direction of BOTH position, 1 as long position, -1 as short position, Absolute value of BOTH position size (one-way mode), Entry Price of BOTH position (one-way mode), Absolute value of LONG position size (hedge mode), Entry Price of LONG position (hedge mode), Absolute value of SHORT position size (hedge mode), Entry Price of SHORT position (hedge mode), Maintenance margin rate of BOTH position (one-way mode), Maintenance margin rate of LONG position (hedge mode), Maintenance margin rate of SHORT position (hedge mode), If the liquidation price is less than 0, the UI display would be “--”. /Jonas, ------ Originalmeddelande ------ So Binance Leveraged Tokens (BLVTs) are tradable assets on the Binance spot market. As your position size will be 5,000 USDT with 5x leverage, you can calculate the fee you’ll pay by dividing 5,000 by 100 … Binance's calculator only cares for "wallet balance," which must a legacy nomenclature from when they only had cross margin trading. Risk management and position sizing go hand in hand.Like most novice traders, as a new trader I used to trade with the same size in every trade I made. (Either that, or they're deep inside one of their blog posts or something of that sort. Never both nor neither. Select “ETF” and find the BTCUP/USDT trading pair. So instead do ./binance-liquidation-calc.py --contract-quantity 150 --entry-price 239.7 --wallet-balance 637 (and use the same balance as you're previously entered in Binance's own calculator, which is 637 USDT). See how your trading pairs perform and how much profit you have made, all Binance fees are deducted in this calculator. Let’s say you’ve transferred 1,000 USDT to your USDT-M futures wallet and will open a long or short position with 5x leverage. BitMEX ROE. Skickat: 2020-09-28 11:05:10 A liquidation is triggered when: Collateral = Initial Collateral + Realized PnL + Unrealized PnL < Maintenance Margin On liquidation, all open orders are immediately cancelled. Risk management covers a wide range of different things. In case of price drop you must be sure that you have enough margin balance on your futures account. Binance Futures platform uses your available balance as a margin for your opened position. Today, Binance has executed its first margin trading liquidation as it continues to test its new feature. Or where does this calculation come from? 'contract quantity in BTC, negative for shorts', 'leverage to use instead of wallet balance'. @zaidanali028 either balance should be used OR leverage. the calculator on the site is not using the full formula, there is actually a small text about it at the bottom right of the window where they say that actual calculations take other things in consideration. Use this to calculate your risk % based on number of contracts or maximum number of contracts based on risk %. Perhaps because they're Chinese, perhaps because they don't care or possibly they've missed it. Step 1: Enter your fee rate (0.1% is the default maker & taker fee) Step 2: Enter the size of your trade (BTC) Step 3: Enter the current Bitcoin price (USD) Step 4: The calculator will provide you with the total fee in BTC & USD Its CEO Changpeng Zhao (CZ) has posted on social media June 24 that the test pilot executed its first liquidation on Bitcoin $10857 with a 3 -0.07% short position. the calculations on BitMEX is much easier with regard to open Ämne: Re: highfestiva/binance-liquidation-calculator.py. Bitcoin Liquidation Calculator. But somehow using those numbers I was not able to get the same results as the binance calculator, whereas the calculation in the script does give the correct numbers. The process of calculating your Liquidation Price varies based on the type of contract you hold. Taking into account that Maintenance margin=Notional value*Maintenance Margin rate-cum. Till: "highfestiva" The coin then moved down … Edit 1: But for 125x leverage, the margin of error is thinner: your buy/long position will be liquidated if the price falls at 9,950 USDT. Their nomenclature is a bit weird, since they introduced isolated wallets after the cross margin. I think it's called "maintenance amount" or something like that. If you open 10 BTC, SHORT position at $10,000 in BTCUSDT futures contracts, later the market goes up and the Mark Price becomes $11,000, you close your position and take a loss, then your Realized PnL will be: Realized PnL = ($10,000 - $11,000) * 10 = $-10,000 6. Kopia: "Jonas Byström" ; "Author" Free profit calculator for Binance. 1.200,00 = (250.000,00-50.000,00)*0,05+200. The formula to calculate your margin level is: Equity / Initial Margin = Margin Level & When the margin ratio decreases, your account bears more risk of liquidation/stop out. Not so much at Binance Futures. You could always try and compare to reality. python binance-liquidation-calculator.py --contract-quantity 150 --entry-price 239.7 --leverage 45 If your position (calculated at the liquidation price) and the current position (calculated at the opening price) are of different levels, then you must substitute (i.e. In the picture below, you can see an example of an order that has been filled successfully. In Isolated margin mode, WB is isolatedWalletBalance of the isolated position, TMM=0, UPNL=0, substitute the position quantity, MMR, cum into the formula to calculate. It occurs when the account of company reaches the under-margin level, and if the company owner is not taking measures to meet the required margin levels, the broker has the right to sell out the positions. Each BLVT represents a basket of open positions on the perpetual futures market. CLI Binance liquidation calculation formula, It says "open positions," not "other things." That's what lost them >$40M... Ah thank you for your feedback :) I was able to reproduce the numbers and countercheck them by debugging the javascript in the Chrome Developertools while executing the calculator on their page. If the price of BTC drops, then so does the value of my collateral. If you try Binance's liquidator calculator, you'll notice that leverage is irrelevant to liquidation. Remove the round call? Markets Mar ... sinks too low, then a margin call or liquidation will be triggered. Maintenance Margin of BTCUSDT = 71200.81144 (3500032.458 * 2.50%% - 16300). Maintenance Margin of ETHUSDT = 356,512.508 (4918775.081 * 10.00% - 135365). Navigate to the BTCUP/USDT trading pair. My source parameters: In Isolated margin mode, WB is isolatedWalletBalance of the isolated position, TMM=0, UPNL=0, substitute the position quantity, MMR, cum into the formula to calculate. We have to admit that Binance Futures platform is popping off just compare this real quick, ByBit at the 24-hour turnover of approximately 60,000 BTC BitMEX, which is still obviously the number one 205,000 BTC Binance already although this platform is quite new already 80,5650 Bitcoin turnover in the last 24 hours. The main component of the market price is the index, which is a basket of prices of a number of spot exchanges, weighted by their relative volume ( Binance , Huobi , OKEx , Bittrex, HitBTC, Bitfinex). FrÃ¥n: "Thomas" How correctly calculate cumulative result_liquid after 2.deposit ? Under cross margin, same ticker/symbol, both long and short position share the same liquidation price except isolated mode. The IRS will treat this as if a user had sold the funds, generating another capital gains or losses event. If you involve 100% of your Futures balance in the deal - no margin left on your balance. The more higher balance you have, the lower the liquidation price. Shouldn't it be maint_margin_rate,maint_amount = lookup_maint(contract_qty*entry_price)? On the right side of the tab, the position can be closed with either a market order or limit order. I am making a chrome extension for risk management and I want to show the real-time liquidation price when opening the position on Binance future. Binance Futures risk and position size calculator. hello highfestiva,am currently working on a nodejs version of your script but unfortunately,am having some issues, Great tool, thanks for sharing! Good question, on BitMEX it's just as easy as lerping between the two positions with respect to their sizes, but I assume it's more complicated on Binance. Below is a Calculators for you to use. (TMM1) Maintenance Margin of all other contracts, excluding Contract 1 = 356,512.508, (UPNL1) Unrealized PNL of all other contracts, excluding Contract 1 = -447,482.100, (cumB) Maintenance Amount of BOTH position (one-way mode) = 16,300.000. There it is stated that the maintenance margin follows a tax bracket system. They mean "margin balance." They don't define it the same way BitMEX does. How It Works? (TMM1) Maintenance Margin of all other contracts, excluding Contract 1 = 71200.81144, (UPNL1) Unrealized PNL of all other contracts, excluding Contract 1 = -56,249.35, (cumB) Maintenance Amount of BOTH position (one-way mode) = 135,365.00, (cumL) Maintenance amount of LONG position (hedge mode) = 0, (cumS) Maintenance amount of SHORT position (hedge mode) = 0, (Side1BOTH) Direction of BOTH position, 1 as long position, -1 as short position = 1, (Position1BOTH) Absolute value of BOTH position size (one-way mode) = 3,683.79, (EP1BOTH) Entry Price of BOTH position (one-way mode) =1,456.84, (Position1LONG) Absolute value of LONG position size (hedge mode) = 0, (EP1LONG) Entry Price of LONG position (hedge mode) = 0, (Position1SHORT) Absolute value of SHORT position size (hedge mode) = 0, (EP1SHORT) Entry Price of SHORT position (hedge mode) = 0, (MMB) Maintenance margin rate of BOTH position (one-way mode) = 10%, (MML) Maintenance margin rate of LONG position (hedge mode) = 0, (MMS) Maintenance margin rate of SHORT position (hedge mode)= 0.