Initial margin
The collateral assigned when the position opens. More leverage means less initial margin and less room for price to move against you.
Estimate where a leveraged long or short could be liquidated using labeled mark prices, tiered maintenance rules, and account-level cross inputs.
Live tiers come from public exchange risk endpoints when available. Binance uses a clearly labeled base-tier preset because its leverage-bracket endpoint requires an authenticated account request.
It is the estimated mark-price level where your position equity can no longer cover the exchange's required maintenance margin and closing costs.
The collateral assigned when the position opens. More leverage means less initial margin and less room for price to move against you.
The minimum equity required to keep the position open. This can increase in tiers as position size grows.
Exchanges usually trigger liquidation from a fair-value mark price, not the last traded price shown on the chart.
Calcoring models USDT- or USDC-margined linear contracts. It selects the risk tier from position notional, applies the tier maintenance deduction, and solves the point where remaining equity equals maintenance margin plus the selected closing fee. Bybit uses its published entry-notional convention; the other presets solve maintenance at the estimated liquidation notional.
Equity at price = Collateral + Quantity × (Price − Entry)Maintenance = Notional × Tier MMR − Maintenance deductionThe calculator keeps price data and risk rules separate. A live mark price can succeed while a risk-tier endpoint falls back to a labeled preset, so the result never silently presents spot data or a flat rate as exchange-perfect.
Base-tier preset; manual override supported
Public premium indexPublic position tiers converted from contracts to notional
Public mark + tier APIsRisk limit, MMR, max leverage, and deduction
Public ticker + risk limit APIsMargin table, max leverage, and continuous deduction
Public meta + asset contextsYes. Higher leverage reduces the initial margin supporting the same notional position, so liquidation is generally closer to the entry price.
Extra collateral absorbs more unrealized loss before position equity falls to the maintenance requirement.
Not automatically. Cross margin can use more account collateral, but it also exposes that shared collateral to the position and to other open positions in the same risk pool.
This version is designed for USDT-margined linear perpetuals. Inverse coin-margined contracts use different PnL and liquidation math.