Liquidation Cluster Buffer Calculator
Plan an isolated liquidation boundary beyond an estimated liquidation cluster for BTC, ETH or SOL. Select a distinct band and an extra buffer to solve a generic leverage and collateral constraint.
Generic model constraint. Bands are estimates derived from recorded open interest, not observed account liquidation prices. Maintenance and closing-fee rates are your assumptions. This model does not include exchange risk tiers, funding, cross-margin or portfolio protection.
1. Choose market and side
2. Plan the buffer
ETH · longModel constraint
Isolated · linearSelected long band: $1,871.011591–$1,911.248399 · rank 1, estimated cluster USD: $126,589,177.9. Map range: 24h, all leverage. Source build: 12 Nov 13:35 UTC.
Entry notional: $10000; assumed entry: $2011.84042. Assumed maintenance rate: 0.005; closing-fee rate: 0 (fractions). Extra buffer: 1%.
- Maximum entry leverage
- Minimum isolated collateral
- Band far edge
- Buffered target T
- Forward liquidation boundary
Equality places the modelled boundary at the buffered target. A lower entry leverage (more isolated collateral for the same notional) moves it further away. Displayed numbers are rounded; use the formulas below for the equality constraint.
The band can move or disappear as recorded OI changes. Recheck the source time and your venue's actual liquidation boundary. This is not a prediction of price direction or a guarantee against losses.
Boundary and forward check
E is assumed entry price, N is entry notional, m is maintenance rate and f is closing-fee rate. Both rates apply at the liquidation price, with 0 ≤ m + f < 1. Buffer b is a percentage from 0 to 10.
Long T = band lo × (1 − b / 100); L = E / (E − T × (1 − m − f)).
Short T = band hi × (1 + b / 100); L = E / (T × (1 + m + f) − E).
Minimum collateral = N / L. T must be positive and below entry for a long, or above entry for a short. Some short targets require collateral greater than the notional (L below 1×).
Long LP = max(0, E × (1 − 1/L) / (1 − m − f)).
Short LP = E × (1 + 1/L) / (1 + m + f).
Forward substitution (rounded display): LP = 2,011.84042 × (1 − 1 / 11.91845394) / (1 − 0.005 − 0) ≈ $1,852.301475.
Example: long E = $100, lo = $90, b = 0%, m = 0.005 and f = 0 gives L = 100 / (100 − 90 × 0.995) ≈ 9.569378×. Substituting that leverage into the forward formula returns LP = $90.