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Move one price, revalue every book it touches, and test each account against its maintenance requirement.Note 16
| Shock | ETH price | Liquidated | Equity that goes | Share of measured |
|---|---|---|---|---|
| As ETH rises | ||||
| 50% | 3,717.9 | 2 | $1.65M | 2.5% |
| 40% | 3,470.04 | 2 | $1.65M | 2.5% |
| 30% | 3,222.18 | 0 | — | — |
| 20% | 2,974.32 | 0 | — | — |
| 15% | 2,850.39 | 0 | — | — |
| 10% | 2,726.46 | 0 | — | — |
| 5% | 2,602.53 | 0 | — | — |
| now | 2,478.6 spot | 0 | — | — |
| As ETH falls | ||||
| -5% | 2,354.67 | 0 | — | — |
| -10% | 2,230.74 | 0 | — | — |
| -15% | 2,106.81 | 0 | — | — |
| -20% | 1,982.88 | 0 | — | — |
| -30% | 1,735.02 | 0 | — | — |
| -40% | 1,487.16 | 0 | — | — |
| -50% | 1,239.3 | 0 | — | — |
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.