Key takeaways
Model isolated margin and a simplified cross-margin buffer
This is a simplified estimate, not an exchange liquidation quote
Fees, other positions, and risk tiers still change the outcome
Why the result is only an estimate
Liquidation depends on mark price, maintenance margin, risk tier, fees, side, and margin balance. Formulas differ across platforms and contracts. This calculator explains distance with simplified inputs and cannot replace the live position quote.
Last trade price may not match the mark price used by the platform. Risk controls commonly use mark price to reduce liquidation from isolated abnormal trades, so identify which price the interface displays.
Isolated and cross-margin boundaries
Isolated margin mainly uses the margin assigned to the position and additions, making the boundary easier to contain. Cross margin shares available equity and is affected by other positions, unrealized PnL, orders, and borrowing. One balance input cannot reproduce the full account.
Treat a cross-margin result as a scenario. New positions, funding deductions, and price changes can move the live liquidation price.
How to create a risk buffer
Do not place a stop next to the estimated liquidation price. Build an exit before the liquidation zone from maximum loss, normal volatility, and slippage, accounting for poor fills during extreme markets.
Higher leverage narrows the price buffer and makes notional-based fees larger relative to margin. Adding margin can move liquidation farther away but increases capital at risk rather than removing the loss.
Where this estimate differs from the exchange figure
This estimate treats the maintenance margin rate as a constant and derives the price from entry, leverage, and margin. The exchange figure also accounts for the risk tier of your position size, unrealized PnL, and, in cross mode, every other position in the account.
Treat the estimate as the upper edge of a risk zone rather than an exact threshold. The gap widens with larger positions, higher leverage, and proximity to a risk-tier boundary.
FAQ
Why can this differ materially from the exchange?
Common causes include maintenance tiers, mark price, fees, other cross positions, or coin-margined formulas excluded from the simplified model. Use the position page.
Does adding margin prevent liquidation?
No. It may widen the buffer, but continued adverse movement, other position losses, and fees still consume margin.
Why do isolated and cross liquidation prices differ so much?
Isolated margin uses only that position’s margin as a buffer, so the liquidation price sits closer to entry. Cross margin counts your available balance too, giving more room. The trade-off is that a cross liquidation consumes the whole account balance, not just that position’s margin.
Will I definitely be liquidated at the estimated price?
Not necessarily, and it can also happen earlier. Liquidation triggers on the exchange’s mark price rather than the last traded price, and the two diverge briefly in fast markets. Using the liquidation price as a stop is dangerous; place stops with clear distance from it.
Sources and verification
Sources prioritize protocol, network, and exchange documentation. External pages can change; signed-in confirmation screens remain authoritative for fees and account status.