Liquidation price calculator
The same entry price and leverage do not produce the same liquidation price across venues: the maintenance-margin bands differ, Binance additionally deducts a maintenance amount, and Bybit folds the closing taker fee into the requirement. On a 1 BTC long at 60,000 USDT and 10x, the three venues sit about 80 USDT apart — and the gap widens with position size.
Assumes isolated margin, one-way mode, and excludes accrued funding and any other open positions. The venue's own order preview is authoritative.
Most room
- Contract
- BTC/USDT
- Notional
- 60,000.00 USDT
- Initial margin
- 6,000.00 USDT
Liquidation price calculator
| Exchange | Liquidation price | Distance | Tier | MMR | Maint. margin | Model |
|---|---|---|---|---|---|---|
| Binance | 54,216.87 | 9.64% | 1 | 0.400% | 240.00 | Tiered MMR + maintenance amount |
| Bybit Most room | 54,208.70 | 9.65% | 1 | 0.330% | 198.00 | Mark price + tiered MMR (closing fee included) |
| OKX | 54,216.87 | 9.64% | 1 | 0.400% | 240.00 | Mark price + tiered MMR |
Tier ladders are synced periodically from each venue's API and retain their update time. Last updated:
Frequently asked
These answers explain how to read the result and where the model stops. The venue's mark price, account equity and order preview remain authoritative for an actual position.
Why do venues report different liquidation prices?
Three reasons: the maintenance-margin bands are drawn at different notional thresholds; Binance uses a cumulative maintenance amount to keep its ladder continuous while OKX and Bybit apply the tier rate to the whole position; and Bybit additionally folds the closing taker fee into the maintenance requirement.
Does this include funding rates?
No. It estimates the liquidation price for an isolated, one-way position, excluding accrued funding and any effect from other positions in the same account.
Why does a larger position liquidate closer to entry?
Once notional crosses into a higher tier the maintenance-margin rate rises, which shrinks the loss the position can absorb. This is also where the venues differ most.
Does liquidation use the last traded price or the mark price?
Most perpetual contracts trigger liquidation from the mark price rather than the latest trade. The mark usually combines an index price with a funding basis to reduce liquidations caused by a brief wick on one venue. The mark can therefore approach the estimated liquidation level even when the last-price candle has not; check the live mark in the venue's order interface before trading.
Can I use this result for cross margin or after adding collateral?
Not directly. This page assumes an isolated, one-way position whose margin supports only that position. In cross margin, other assets, unrealised P&L and positions in the same account all change available equity. Adding margin usually moves liquidation farther away and withdrawing it does the opposite, so use this result as a same-input venue comparison rather than a live account liquidation alert.