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Move one price, revalue every book it touches, and test each account against its maintenance requirement.Note 16
| Shock | PUMP price | Liquidated | Equity that goes | Share of measured |
|---|---|---|---|---|
| As PUMP rises | ||||
| 50% | 0.007083 | 0 | — | — |
| 40% | 0.0066108 | 0 | — | — |
| 30% | 0.0061386 | 0 | — | — |
| 20% | 0.0056664 | 0 | — | — |
| 15% | 0.0054303 | 0 | — | — |
| 10% | 0.0051942 | 0 | — | — |
| 5% | 0.0049581 | 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.
| — |
| — |
| now | 0.004722 spot | 0 | — | — |
| As PUMP falls | ||||
| -5% | 0.0044859 | 0 | — | — |
| -10% | 0.0042498 | 0 | — | — |
| -15% | 0.0040137 | 0 | — | — |
| -20% | 0.0037776 | 0 | — | — |
| -30% | 0.0033054 | 0 | — | — |
| -40% | 0.0028332 | 0 | — | — |
| -50% | 0.002361 | 0 | — | — |