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Move one price, revalue every book it touches, and test each account against its maintenance requirement.Note 16
| Shock | BTC price | Liquidated | Equity that goes | Share of measured |
|---|---|---|---|---|
| As BTC rises | ||||
| 50% | 118,092 | 3 | $222.6k | 0.4% |
| 40% | 110,219.2 | 3 | $222.6k | 0.4% |
| 30% | 102,346.4 | 3 | $222.6k | 0.4% |
| 20% | 94,473.6 | 3 | $222.6k | 0.4% |
| 15% | 90,537.2 | 3 | $222.6k | 0.4% |
| 10% | 86,600.8 | 2 | $13.2k | 0.0% |
| 5% | 82,664.4 | 0 | — | — |
| now | 78,728 spot | 0 | — | — |
| As BTC falls | ||||
| -5% | 74,791.6 | 0 | — | — |
| -10% | 70,855.2 | 1 | $846.0k | 1.4% |
| -15% | 66,918.8 | 1 | $846.0k | 1.4% |
| -20% | 62,982.4 | 1 | $846.0k | 1.4% |
| -30% | 55,109.6 | 1 | $846.0k | 1.4% |
| -40% | 47,236.8 | 3 | $3.19M | 5.5% |
| -50% | 39,364 | 4 | $3.64M | 6.2% |
Only the named instrument moves. A market-wide fall takes the correlated book with it, so these are a floor on the damage rather than an estimate of it.
The same computation is at GET /api/v1/stress, where ?scale=sigma places the rungs by how far out they are rather than at round numbers. The API also has the cascade — what the forced selling from these liquidations does to everyone else.