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Why have futures always been liquid below the disproportionate liquidation price?
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Dear user, the liquidation price calculation method for ordinary forward and dual-currency contracts: liquidation price = (average opening price ± margin / contract multiplier / position) / [1 ± (maintenance margin ratio + Taker fee Rate)] The addition and subtraction in the formula depends on whether the direction of the contract is long or short, long is subtracted, and short is added. Reverse contract forced liquidation price = position * average opening price * (1 ± maintenance margin ratio ± Taker fee rate) / (position ± margin * average opening price) The addition and subtraction in the formula depends on whether the direction of the contract is long or Short, long plus, short, minus. The maintenance margin ratio and contract multiplier can be viewed in the contract information, Taker rate = 0.075%. How to view contract information: APP contract page - three dots in the upper right corner - contract information. If you have other questions, you can contact online customer service for you to verify and deal with.: