$BTC $ETH

#套利 #套利机器人


Account information review

  1. Current spot position:

    • BTC: 0.018 BTC

    • USDT: 200.827022 USDT

  2. Contract position:

    • Contract size: -0.018 BTC (short)

    • Current risk rate: 274.93 (very safe)

  3. Total assets:

    • Approximately 2,000 USDT

👉 According to new data, UniMMR risk rate calculation formula:

UniMMR Risk Rate Calculation Formula

  • Adjusted equity: The current net assets of the account (including spot assets, contract profit and loss, USDT balance, etc.).

  • Maintenance margin: The minimum margin required to maintain the current position.

👉 Current known data

  1. Current risk rate (UniMMR): 274.93

    • This means that the current adjusted equity is far above the maintenance margin.

  2. Adjusted equity (estimated):

    • According to the formula:
      Adjusted equity = UniMMR × Maintenance margin

    • If the current Maintenance margin = X, then:
      Adjusted equity = 274.93 × X

👉 Extreme market conditions and liquidation calculation

To better set the stop-loss line, we need to determine the following critical points:

  1. When UniMMR = 1 (liquidation state).

    • Adjusted equity = Maintenance margin.

    • Need to calculate at what BTC price the equity will drop to this level.

  2. When UniMMR = 1.2 (lower limit of high-risk zone).

    • Adjusted equity = 1.2 × Maintenance margin.

👉 Calculate maintenance margin

Assuming the current contract size and leverage ratio remain unchanged:

  • Current position: 0.018 BTC × 96,639.98 = 1,739.52 USDT

  • Maintenance margin is usually a fixed percentage of the position size (e.g., 0.5% or 1%):
    Maintenance margin = 1,739.52 × 0.005 = 8.70 USDT

👉 Calculate adjusted equity critical point

  1. Current adjusted equity:

    Adjusted equity = 274.93 × 8.70 = 2,392.89 USDT

  2. High-risk zone (UniMMR = 1.2):

    Adjusted equity = 1.2 × 8.70 = 10.44 USDT

  3. Liquidation (UniMMR = 1):

    Adjusted equity = 1 × 8.70 = 8.70 USDT

👉 Calculate the impact of BTC price on equity

Adjusted equity consists of the following parts:

  • Spot value (holding 0.018 BTC)：
    Spot value = 0.018 × BTC price

  • Contract profit and loss(Short position):
    Contract profit and loss = (96,639.98 − BTC price) × 0.018

  • USDT balance: 200.827 USDT

👉 Comprehensive formula:

Adjusted equity = 200.827 + 0.018 × BTC price + (96,639.98 − BTC price) × 0.018

Simplified:

Adjusted equity = 200.827 + 96,639.98 × 0.018 − BTC price × 0.018


👉 1. Liquidation critical point (UniMMR = 1):
Adjusted equity = 8.70:

Calculated:

BTC price ≈ 90,082.05 USDT

👉 2. High-risk zone critical point (UniMMR = 1.2):

Adjusted equity = 10.44:

Calculated:

BTC price ≈ 90,194.22 USDT

👉 Based on the above analysis:

  1. Liquidation stop-loss line (UniMMR = 1): 💥 90,082 USDT

    • When the BTC price falls to or near 90,082 USDT, it will enter a liquidation state, and automatic stop-loss must be set in advance.

  2. High-risk stop-loss line (UniMMR = 1.2): 😳 90,194 USDT

    • If the BTC price drops to 90,194 USDT, it enters a high-risk zone. It is recommended to reduce positions or close part of the positions.

Operational suggestions

  1. Set stop-loss trigger orders:

    • Price drop stop-loss line: 😳 90,194 USDT (high-risk zone).

    • Price increase stop-loss line: set according to risk tolerance, for example 😳 110,000 USDT (close position when short loss is significant).

  2. Real-time monitoring of risk rate (UniMMR). If approaching the high-risk area (below 1.2), actively reduce positions to lower risk.