top of page
Search
Writer's pictureAnton Golub

The Role of Liquidation Algorithms in Crypto Margin Trading


Traders often use leverage to increase the potential profit of trade, hence those transactions are done on a margin.


Traders open a margin account by signing a "margin agreement" under which the crypto in the account is pledged to the crypto exchange or brokerage firm.


In return for the pledge, the crypto broker loans the portion of funds to the trader in order to establish those trades.


When the prices move against the trader, in addition to putting an initial margin payment for establishing his trade, the trader is also required to deposit additional funds in the margin account to maintain his positions - thus the term "margin call".


If the trader's account value falls below the required minimum maintenance level, a broker has the legal right to liquidate those positions in order to cover the margin call.


Crypto traders today use sophisticated algorithms to make trading decisions and the ability to make consistent profits largely depends on speed.


This paradigm shift has also changed the way brokers handle the liquidations of their client's positions.


The brokers use real-time liquidation procedures, the so-called liquidation algorithms, and automated trading strategies that immediately alleviate clients' margin deficiency.


The broker tracks cash funds in real-time and if at any point the cash balance falls below the margin balance, the algorithm automatically liquidates positions by sending off-setting transactions to close the open positions and decrease margin deficiency.


In general, broker's clients have little to no control over the liquidation algorithms, but they are held responsible for any losses resulting from this process.


Liquidation provides clear benefits to both client and broker, as it monitors losses in real-time and prevents unexpected margin deficits.


On the other hand, complete automation has its own challenges because a trading algorithm can go awry and cause huge damage.


For instance, clients' positions could be automatically liquidated if the broker has received wrong market data from exchanges if network connections are unavailable, if there is failed, incomplete, or delayed computer transmissions, entry error, technical malfunction or disturbance, or if liquidating orders execute at well-off market prices.


Finally, intra-day market volatility could cause clients' positions to be liquidated on relatively short or no notice.


9 views0 comments

Comments


bottom of page