数字交易所永续合约爆仓怎么计算收益 数字交易所永续合约爆仓怎么计算的

⑴ 什么是数字货币合约爆仓

数字货币爆仓就是用户在投资数字货币时缴纳的保证金已经不能继续维持原有的合约,这时投资者不能及时追加保证金时会被强行平仓,这时保证金归零,这也就是数字货币爆仓,这样的爆仓会让投资者有较大的损失。

根据《关于防范代币发行融资风险的公告》,我国境内没有批准的数字货币交易平台。根据我国的数字货币监管规定,投资者在自担风险的前提下拥有参与数字货币交易的自由。

温馨提示:
1、以上信息仅供参考,不作任何建议;
2、在投资之前,建议您先去了解一下项目存在的风险,对项目的投资人、投资机构、链上活跃度等信息了解清楚,而非盲目投资或者误入资金盘。投资有风险,入市须谨慎。
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⑵ 请问高手,期货爆仓是怎么计算的

不太好回答的太详细,因为你叙述的也不是很详细。。。

每个期货公司的风控是不大一样的,有的在你的保证金接近120%的时候就会通知你补充资金,对于强行平仓的控制线,各期货公司也不同。
大体上讲,假设你10万的账户,用4万的保证金去交易一笔螺纹钢,价格反向波动,你被强行平仓了。那么大约还会余下1万5左右的余额,具体剩多少,主要看期货公司的爆仓比例设在哪里,以及强平仓时成价的交滑点等因素。
按你说的用4万去交易,那保证金是4万。
过去几年,不少商品期货的大神级人物,呼风唤雨过的人物,都死掉了——被强平了。他们就好像是韩信,很天才,很牛。但是其风险偏好,注定早晚要有被强平的一天。
我是不建议这样重仓去做交易的。爆仓还算好的,还能剩一点点零花钱,万一穿仓了,那就惨了,别说回本……那些跳楼的十有八九不是场外融资了,就是场内穿仓了。
好好设计一下资金管理系统,轻轻的仓去交易,慢慢复利,也是可以收益不菲的。

⑶ 请问,期货爆仓或者说被强行平仓是怎么算的

一、计算方法

1、假如你期货账号又1万,开了一手大豆需要4000保证金(期货保证金分维持按金和开仓按金,4000开仓按金,那么3150是维持按金),那么现在保证金占用是4000,你的可用资金是6000,当行情变动了,在计算盈亏的时候,都是先用你的可用资金计算的。

2、假设你的账户亏了6000,你现在账号内可用资金为0,保证金占用资金为4000,那么现在你还不会被强平。当行情再变坏,你又亏了850.总资金只有3150,要低于维持按金了,.那么你就要被强行平仓了。所以,到了最后你剩下的资金就变成3150了。

二、强行平仓原因

1、因未履行追加保证金义务而强行平仓。

2、因违规行为被强行平仓。会员或客户违反交易所交易规则,交易所有权依交易规则的规定,对其违规持仓部分实施强行平仓。主要包括:违反头寸限制超仓;违反大户报告制度未作报告,或报告不实;联手操纵市场;以及其他须强行平仓的违规行为。

3、因政策或交易规则临时变化而强行平仓。

三、交易所强行平仓权

当客户所持未平仓合约与当日交易结算价的价差亏损超过一定比率后,客户又未在规定期限内交纳追加保证金时,公司有权将客户在手合约强行平仓,以降低保证金水平和减小风险,保证客户免受更大的经济损失,强制平仓的后果由客户来承担。

(3)数字交易所永续合约爆仓怎么计算扩展阅读

处理方法

当会员结算准备金余额小于零,并未在规定时间内补足的强行平仓分三种情况:

第一、当只有自营账户违约时,对自营账户的持仓按合约总持仓量大小顺序进行强平。如果强行平仓后,结算准备金仍小于零,对其代理账户中的投资者进行移仓;

第二、当只有经纪账户违约时,首先动用自营账户的结算准备金余额和平仓金额进行补足,再对经纪账户中的持仓按一定原则进行强平;

第三、当自营账户和经纪账户都违约时,强行平仓顺序是先自营账户,后经纪账户。如果经纪账户头寸强行平仓后,结算准备金大于零,对投资者进行移仓。

持仓超过限仓规定的强行平仓:当只有一个会员出现此种情况时,先平自营账户持仓,再平经纪账户持仓,经纪账户持仓按会员超仓数量与会员持仓数量的比例确定有关投资者的平仓数量;当有多个会员出现此种情况时,优先选择超仓数量大的会员作为强行平仓的对象。

投资者超仓的,对该投资者的超仓头寸进行强行平仓;投资者在多个会员处持仓的,按持仓数量由大到小的顺序选择会员强行平仓。会员和投资者同时超仓的,先对超仓的投资者进行平仓,再按会员超仓的方法平仓。

⑷ 永续合约的费用是怎么算的

数字货币交易所之间的竞争非常激烈,交易所纷纷将目光对准了期货市场,永续合约是其中最为火热的,永续合约是一种创新型金融衍生品,该合约与传统的期货合约类似,最大的区别在于永续合约没有到期日或结算日,用户可以无限期持有位。关于永续合约的费用是怎么算的?以下是我的看法。首先,永续合约计算方式是根据用户的持仓量、持仓时间来计算的,买的某个币越多,持仓越久,收费就越高。其次,资金费率和用户在当前这个交易所的会员等级息息相关,不同的平台收费方式是不同的,所以没有办法统一计算。最后,如果你是一个投资小白,可以去各大数字货币交易所了解一下最新价格标记价,未实现盈亏和已实现盈亏的概念区别。

一:永续合约通过资金费用机制,来使永续合约市场价格锚定现货价格。

永续合约计算方式是根据用户的持仓量、持仓时间来计算的,买的某个币越多,持仓越久,收费就越高。

关于永续合约的费用是怎么算的?大家还有什么想要补充的,欢迎在评论区下方进行留言。

⑸ 外汇爆仓比例是怎么算的

简单来说就是当可用保证金为0时,强制平仓,那么爆仓比例就是100%,如果在可用考证金是负数的时候,那么爆仓比例就是不足100%,有些平台是20%,有些是50%,还有些是80%。

举例来说,现在有10000美金。已用保证金为8000,可用保证金为2000,爆仓比例100%,那么在不设置止损的情况下,你最多亏损2000美金就被自动平仓了,剩下的8000美金不会有任何的损失。

但如果爆仓比例是50%的话,在不设置只算的情况话,你除了会亏损到你可用的2000美金,同时你还将亏损掉8000的一半,也就是4000美金。

(5)数字交易所永续合约爆仓怎么计算扩展阅读:

原因分析:

爆仓的出现一般都有几种情况:

1、经常重仓操作.

外汇交易的特点之一就是高杠杆,甚至可以高达几百倍.如果你选择了高杠杆操作的话,又加入了很重的仓位,虽然你可能会在短期内赚取更多的利润,但是同理的话。

一旦你操作不慎或者遇到了比较波动的行情波段,那么也可能在短时间内就爆仓了.对于这种情况,一般是由于交易者的急功近利造成的,我们可以采取轻仓操作,多次少量,将风险均摊,这样可以有效的避免爆仓.

2、执迷不悟.

由于个人性格的原因,很多的交易者在危险时刻也没有做到及时平仓,反而抱着侥幸的态度明知山有虎偏向虎山行.这种执迷不悟的态度在外汇市场中是愚蠢的,进行交易无非是想在汇市中赚钱,这次不行的话可以等到下一次,这样无疑是将资金白白浪费的行为.

3、不设止损.

在交易之前没有设置止损点位或者在交易的过程中没有严格的执行止损操作,都有爆仓的可能.这也是老生常谈的问题了,它的重要性是不言而喻的.你也可以将止损和头寸管理想结合,利用技术条件来进行止损.

⑹ 外汇爆仓比例怎么计算

一般外汇爆仓比例的计算公式是:唯携源用净值/已用预付款。
爆仓比例是外指态汇公司建议的安全比例,假设一个外汇公司规定的外汇安全比例是1000%,那么越小于这个比例,发生爆仓的危险就越大,直到比隐皮例趋近于0%,即无可用保证金,发生爆仓。在持仓的时候,外汇交易软件上会显示持仓比例。

⑺ 爆仓价的计算方法是什么

币币杠杆预计爆仓价格=(交易货币借入资产*爆仓风险率+交易货币未还银高薯利息-交易念茄货币锋者总资产)/(计价货币总资产-计价货币未还利息-计价货币借入资产*爆仓风险率)

⑻ 比特币做空如何算爆仓价

那要看你是多少倍杠杆了,比如是10倍杠杆,比特币价格是2500元,那么就是(2500/10)*0.75=187.5元,将价格变动在0.75倍的时候,就会反向交易,自动平仓,然后你就暴仓了。

⑼ 期货爆仓价位怎么计算

0%=净值/持仓保证金; 持仓保证金=5000元/kg*15kg/手*2手*8%=12000元, 代入公式:50%=净值/12000元,所以净值=6000元,也就是说当A的账户净值为6000元的时候,系统将会对A进行强行平仓,也就是常说的爆仓。

重仓操作导致的爆仓,重仓操作,比如持仓比达到90%以上,未占用资金就少,可抵御反向变动的空间就小。重仓操作是一种盈利快且亏损小的方式,因为反向变动的话;

追加保证金不足,就爆仓了,这是软件系统自动给止损平仓。爆仓后帐户资金并没有亏损多少,更不会是负数,而是所持仓合约的价值,这是一笔很大的资金。

(9)数字交易所永续合约爆仓怎么计算扩展阅读

目前国内基本上不可会出现爆仓现象,国内有涨跌停限制,在维持保证金以下时,期货公司即自动平仓了。在香港的恒生指数期货中,恒指是4小时交易制,第二天可能出现大幅跳空或跳高现象,导致仓位做反,一开市即爆仓,甚至为负数。

负数即是欠期货公司的钱,因为期货经纪公司是贴了钱给期交所,替客户平的仓。 举例说明一:资料如例4,8月11日开盘前,客户没有将应该追加的保证金交给期货公司,而9月股指期货合约又以跳空下跌90点以1060点开盘并继续下跌。

⑽ Gate.io永续合约价值和盈亏怎么算

仓位的价值和盈亏的计算方式,根据上述合约类型而不同。
普通正向合约,类似现货交易:
价值:仓位大小 * 价格
盈亏:仓位大小 * (平仓价 - 开仓价)
双币种合约,类似普通正向合约,但需要乘以计价货币和结算货币间兑换系数:
价值:仓位大小 * 价格 * 兑换系数
盈亏:仓位大小 * (平仓价 - 开仓价) * 兑换系数
反向合约:
价值:仓位大小 / 价格
盈亏:仓位大小 * (1/开仓价 - 1/平仓价)


⑴ What is digital currency contract liquidation

Digital currency liquidation means that the deposit paid by the user when investing in digital currency can no longer maintain the original contract. At this time, investors cannot timely The position will be forcibly closed when the margin is called. At this time, the margin will return to zero, which is the digital currency liquidation. Such liquidation will cause investors to suffer large losses.

According to the "Announcement on Preventing Token Issuance Financing Risks", there is no approved digital currency trading platform in my country. According to my country's digital currency regulatory regulations, investors have the freedom to participate in digital currency transactions at their own risk.

Warm reminder:
1. The above information is for reference only and does not make any suggestions;
2. Before investing, it is recommended that you first understand the risks of the project and evaluate the project. Understand the investors, investment institutions, on-chain activity and other information clearly, instead of blindly investing or entering the fund market by mistake. Investment involves risks, so be cautious when entering the market.
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⑵ May I ask the experts, how does the futures liquidation happen? Calculation

It’s not easy to answer too detailedly, because your description is not very detailed. . .

The risk control of each futures company is different. Some will notify you to replenish funds when your margin is close to 120%. Regarding the control line for forced liquidation, each futures company Also different.
Roughly speaking, suppose you have an account of 100,000 yuan and use a margin of 40,000 yuan to trade a rebar. The price fluctuates in the opposite direction and you are forcibly closed. Then there will be a balance of about 15,000 yuan. The specific amount left depends mainly on factors such as where the futures company's liquidation ratio is set, and the slippage point of the price when liquidating the position.
If you use 40,000 to trade as you said, then the margin is 40,000.
In the past few years, many of the great figures in commodity futures and those who had made all the difference have died - been liquidated. They are like Han Xin, very talented and awesome. But its risk appetite is destined to be liquidated sooner or later.
I don’t recommend trading with such heavy positions. It’s okay to liquidate the position, and you can still have a little pocket money left. If the position is liquidated, it will be miserable, let alone getting back the original investment... Those who jumped out of the building most likely either raised funds off-site or liquidated the position on the market. .
If you design a capital management system well, trade lightly, and compound interest slowly, you can also earn a lot of money.

⑶ Please tell me, how is the futures liquidation or forced liquidation calculated?

1. Calculation method

1. If your futures account number is 10,000 , opened a big handBean requires 4,000 margin (futures margin is divided into maintenance margin and opening deposit, 4,000 opening deposit, then 3,150 is the maintenance deposit), then the margin occupation is 4,000 now, and your available funds are 6,000. When the market changes, When calculating profit and loss, it is always calculated using your available funds.

2. Suppose your account has lost 6,000, the available funds in your account are 0, and the margin occupied is 4,000, then you will not be liquidated yet. When the market gets worse again and you lose another 850. The total capital is only 3150, which is lower than the maintenance deposit, then your position will be forcibly closed. So, at the end of the day, your remaining funds will be 3,150.

2. Reasons for forced liquidation

1. Forced liquidation due to failure to fulfill margin call obligations.

2. The position was forcibly closed due to violations. If a member or customer violates the trading rules of the exchange, the exchange has the right to forcibly liquidate the illegal position in accordance with the provisions of the trading rules. These mainly include: violating position limits and overtaking positions; violating the large account reporting system by failing to report or making false reports; collaborating to manipulate the market; and other violations that require forced liquidation.

3. Forced liquidation of positions due to temporary changes in policies or trading rules.

3. The exchange’s right to force liquidation

When the loss in the price difference between the customer’s open position and the day’s transaction settlement price exceeds a certain ratio, the customer fails to pay within the specified period. When making a margin call, the company has the right to forcefully close the customer's current contract to reduce the margin level and risk, and protect the customer from greater economic losses. The consequences of the forced liquidation will be borne by the customer.

(3) How to calculate liquidation of perpetual contracts on digital exchanges Extended reading

Processing method

When members settle reserves There are three situations where the balance is less than zero and the position is not replenished within the specified time. There are three situations:

First, when only the self-operated account defaults, the position of the self-operated account will be based on the total contract position size. Forced liquidation in sequence. If the settlement reserve is still less than zero after forced liquidation, the positions of investors in their agency accounts will be transferred;

Second, when only the brokerage account defaults, the settlement reserve of the self-operated account will be used first The gold balance and the liquidation amount will be replenished, and then the positions in the brokerage account will be liquidated according to certain principles;

Third, when both the self-operated account and the brokerage account default, the order of forced liquidation is first Self-operated account, then brokerage account. If the settlement reserve is greater than zero after the brokerage account position is forcibly closed, the investor's position will be moved.

Forced liquidation if the position exceeds the limit: When only one member has this situation, the position of the self-operated account will be closed first, and then the position of the brokerage account. The proportion of the number of positions held determines the number of positions liquidated by the relevant investors; when this happens to multiple members, the member with the largest excess position will be given priority as the object of forced liquidation.

VoteIf an investor has over-positioned, the investor's over-positioned position will be forcibly liquidated; if the investor holds positions with multiple members, the member will be selected for forced liquidation in order of the number of positions held from large to small. If a member and an investor exceed the position at the same time, the investor with the overposition will be closed first, and then the member's position will be closed according to the member's overposition method.

⑷ How is the fee of the perpetual contract calculated?

The competition among digital currency exchanges is very fierce, and the exchanges have set their sights on the futures market. The perpetual contract is The most popular one, the perpetual contract is an innovative financial derivative. The contract is similar to a traditional futures contract. The biggest difference is that the perpetual contract has no expiration date or settlement date, and users can hold positions indefinitely. How are the fees for perpetual contracts calculated? Here's what I think. First of all, the perpetual contract calculation method is based on the user's position volume and holding time. The more a certain currency is purchased and the longer the position is held, the higher the fee will be. Secondly, the funding rate is closely related to the user's membership level in the current exchange. Different platforms charge different methods, so there is no way to calculate them uniformly. Finally, if you are an investment novice, you can go to major digital currency exchanges to learn about the latest price marks and the conceptual differences between unrealized profits and losses and realized profits and losses.

1: The perpetual contract uses a capital fee mechanism to anchor the perpetual contract market price to the spot price.

The calculation method of the perpetual contract is based on the user's position volume and holding time. The more a certain currency is purchased and the longer the position is held, the higher the fee will be.

How are the fees for perpetual contracts calculated? If you have anything else you want to add, please leave a message below in the comment area.

⑸ How is the liquidation ratio of foreign exchange positions calculated?

To put it simply, when the available margin is 0, the position is forced to be liquidated, then the liquidation ratio is 100%. If verification is available When the gold is a negative number, then the liquidation ratio is less than 100%. Some platforms are 20%, some are 50%, and some are 80%.

For example, there are now 10,000 US dollars. The used margin is 8,000, the available margin is 2,000, and the liquidation ratio is 100%. If you do not set a stop loss, your position will be automatically closed if you lose up to 2,000 US dollars, and you will not suffer any losses on the remaining 8,000 US dollars. .

But if the liquidation ratio is 50%, without setting up the calculation-only situation, you will not only lose the 2,000 US dollars you have available, but you will also lose half of the 8,000, which is 4,000. US dollars.

(5) How to calculate liquidation of perpetual contract on digital exchanges Extended reading:

Cause analysis:

How to liquidate liquidation There are generally several situations:

1. Frequent heavy position operations.

One of the characteristics of foreign exchange trading is high leverage, which can even be as high as hundreds of times. If you choose high leverage, If you use leverage, a heavy position will be added, although you may be inEarn more profits in the short term, but by the same token.

Once you operate carelessly or encounter a relatively volatile market band, your position may be liquidated in a short period of time. For this situation, it is usually caused by traders' eagerness for quick success. We can Take light position operations, use small amounts many times, and spread the risks evenly, which can effectively avoid liquidation.

2. Obsession.

Due to personal personality reasons, many traders In times of danger, I did not close my position in time. Instead, I took a lucky attitude and knew that there was a tiger in the mountain. This stubborn attitude is stupid in the foreign exchange market. The purpose of trading is nothing more than to make money in the foreign exchange market. This time it will not work. If so, you can wait until next time, which is undoubtedly a waste of funds.

3. No stop loss.

No stop loss is set before the transaction or at the end of the transaction. If stop loss operations are not strictly implemented during the process, there is a possibility of liquidation. This is also a commonplace problem, and its importance is self-evident. You can also combine stop loss with position management and use technical conditions to stop loss.

⑹ How to calculate the foreign exchange liquidation ratio

The general formula for calculating the foreign exchange liquidation ratio is: Weixiyuan’s net worth/used advance payment.
The liquidation ratio is the safety ratio recommended by the foreign exchange company. Assume that the foreign exchange safety ratio stipulated by a foreign exchange company is 1000%. Then the smaller the ratio is, the greater the risk of liquidation. Until it is higher than Yinpi For example, it is close to 0%, that is, there is no available margin, and a liquidation occurs. When a position is held, the position ratio will be displayed on the foreign exchange trading software.

⑺ What is the calculation method for the liquidation price?

The estimated liquidation price of Bibi Leverage = (borrowed assets in transaction currency * liquidation risk rate + outstanding balance in transaction currency High interest rate - total assets of trading Nianqie currency pioneers) / (total assets of quoted currency - unpaid interest of quoted currency - borrowed assets of quoted currency * liquidation risk rate)

⑻ How to calculate the liquidation of Bitcoin short selling Position price

It depends on how much leverage you have. For example, if it is 10 times leverage and the Bitcoin price is 2,500 yuan, then it is (2500/10) * 0.75 = 187.5 yuan. Change the price to 0.75 When it doubles, the trade will be reversed and the position will be automatically closed, and then you will be out of position.

⑼ How to calculate the futures liquidation price

0%=net value/position margin; position margin=5,000 yuan/kg*15kg/lot*2 lots*8%=12,000 yuan, Substitute the formula: 50% = net value / 12,000 yuan, so net value = 6,000 yuan. That is to say, when the net value of A’s account is 6,000 yuan, the system will forcefully close A’s position, which is often called liquidation.

A position liquidation caused by a heavy position operation, such as a position ratio of more than 90%, will result in less unoccupied funds and less room to resist reverse changes. Heavy position operation is a way to make quick profits and reduce losses.Because if there is a reverse movement;

If the margin call is insufficient, the position will be liquidated. This is because the software system automatically stops the loss and closes the position. After the liquidation, the account funds did not lose much, let alone a negative number, but the value of the contract held, which was a large amount of money.

(9) How to calculate liquidation of perpetual contracts on digital exchanges? Further reading

At present, liquidation is basically impossible to occur in China. There are domestic price limit restrictions. When maintaining margins, When the following happens, the futures company will automatically close the position. In the Hang Seng Index futures in Hong Kong, the Hang Seng Index is a 4-hour trading system. There may be a large short jump or high jump the next day, resulting in reverse positioning, liquidation as soon as the market opens, or even a negative number.

The negative number is the money owed to the futures company, because the futures brokerage company paid money to the futures exchange to close the position for the customer. Example 1: The data is as shown in Example 4. Before the market opened on August 11, the customer did not hand over the additional margin to the futures company, and the September stock index futures contract gapped down by 90 points and opened at 1060 points and continued to fall.

⑽ How to calculate the value and profit and loss of Gate.io perpetual contract

The calculation method of position value and profit and loss differs according to the above contract types.
Ordinary forward contract, similar to spot trading:
Value: position size* price
Profit and loss: position size* (closing price-opening price)
Dual-currency contract, Similar to an ordinary forward contract, but it needs to be multiplied by the exchange coefficient between the pricing currency and the settlement currency:
Value: position size * price * exchange coefficient
Profit and loss: position size * (closing price - opening price) * Exchange coefficient
Inverse contract:
Value: position size/price
Profit and loss: position size* (1/opening price - 1/closing price)

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