
1. What Is Hedge Mode?
2. Full Hedge vs. Partial Hedge
2.1 Full Hedge
1. Price fluctuations do not increase the liquidation risk of the current trading pair;
2. Price fluctuations do not affect the account balance.
The user's initial account balance is 10,000 USDT. In cross margin mode, a long position is opened for 2 BTC with 10x leverage when the BTC/USDT price is 10,000 USDT. The user's position and account conditions at this time are as follows (assuming the maintenance margin rate is 0.4%, and the taker fee rate is 0.05%).
Available margin = balance - total position margin - frozen assets + total unrealized PnL of cross margin positions = 10,000 - 2,000 - 0 + 0 = 8,000 USDT
Cross margin risk = (total maintenance margin of cross margin positions + total close fees of cross margin positions) ÷ (account balance - total margin occupied by isolated margin positions - frozen assets + total unrealized PnL of cross margin positions) = (10,000 × 2 × 0.4% + 10,000 × 2 × 0.05%) ÷ (10,000 - 0 - 0 + 0) = 0.9%
Unrealized PnL (long) = (current price - average position price) × position size = (9,000 - 10,000) × 2 = -2,000
Available margin = balance - total position margin - frozen assets + total unrealized PnL of cross margin positions = 10,000 - 2,000 - 0 - 2,000 = 6,000
Cross margin risk = (total maintenance margin of cross margin positions + total close fees of cross margin positions) ÷ (balance - total margin occupied by isolated margin positions - frozen assets + total unrealized PnL of cross margin positions) = (9,000 × 2 × 0.4% + 9,000 × 2 × 0.05%) ÷ (10,000 - 0 - 0 - 2,000) = 1.01%
Long position initial margin = average position price × position size ÷ leverage = 10,000 × 2 ÷ 10 = 2,000
Short position initial margin = average position price × position size ÷ leverage = 9,000 × 2 ÷ 10 = 1,800
Available margin = balance - total position margin - frozen assets + total unrealized PnL of cross margin positions = 10,000 - 3,800 - 0 - 2,000 = 4,200
Cross margin risk = (total maintenance margin of cross margin positions + total close fees of cross margin positions) ÷ (balance - total margin of isolated margin positions - frozen assets + total unrealized PnL of cross margin positions) = [(2 × 9,000 × 0.4% + 2 × 9,000 × 0.4%) + (2 × 9,000 × 0.05% + 2 × 9,000 × 0.05%)] ÷ (10,000 - 0 - 0 - 2,000) = 2.03%
Long position unrealized PnL = (current price - average position price) × position size = (8,000 - 10,000) × 2 = -4,000
Short position unrealized PnL = (current price - average position price) × position size = (9,000 - 8,000) × 2 = 2,000
Available margin = balance - total position margin - frozen assets + total unrealized PnL of cross margin positions = 10,000 - 3,800 - 0 + (-4,000 + 2,000) = 4,200
Cross margin risk = (total maintenance margin of cross margin positions + total close fees of cross margin positions) ÷ (balance - total margin occupied by isolated margin positions - frozen assets + total unrealized PnL of cross margin positions) = [(2 × 8,000 × 0.4% + 2 × 8,000 × 0.4%) + (2 × 8,000 × 0.05% + 2 × 8,000 × 0.05%)] ÷ [10,000 - 0 - 0 + (-4,000 + 2,000)] = 1.8%
Note: The risk decreases here because the BTC price drop reduces the required maintenance margin and trading fees for the positions.
2.2 Partial Hedge
The user's initial account balance is 10,000 USDT. In cross margin mode, a long position and a short position are opened for 4 BTC and 2 BTC respectively, both with 10x leverage when the BTC/USDT price is 10,000 USDT. The user's position and account conditions at this time are as follows (assuming the maintenance margin rate is 0.4%, and the taker fee rate is 0.05%)
Long position initial margin = average position price × position size ÷ leverage = 10,000 × 4 ÷ 10 = 4,000
Short position initial margin = average position price × position size ÷ leverage = 10,000 × 2 ÷ 10 = 2,000
Available margin = balance - total position margin - frozen assets + total unrealized PnL of cross margin positions= 10,000 - (4,000 + 2,000) - 0 + 0 = 4,000
Cross margin risk = (total maintenance margin of cross margin positions + total close fees of cross margin positions) ÷ (balance - total margin occupied by isolated margin positions - frozen assets + total unrealized PnL of cross margin positions) =[(4 × 10,000 × 0.4% + 2 × 10,000 × 0.4%) + (4 × 10,000 × 0.05% + 2 × 10,000 × 0.05%)] ÷ (10,000 - 0 - 0 + 0) = 2.7%
Long position unrealized PnL = (current price - average position price) × position size = (9,000 - 10,000) × 4 = -4,000
Short position unrealized PnL = (current price - average position price) × position size = (10,000 - 9,000) × 2 = 2,000
Available margin= balance - total position margin - frozen assets + total unrealized PnL of cross margin positions = 10,000 - (4,000 + 2,000) - 0 + (-4,000 + 2,000) = 2,000
Cross margin risk = (total maintenance margin of cross margin positions + total close fees of cross margin positions) ÷ (balance - total margin occupied by isolated margin positions - frozen assets + total unrealized PnL of cross margin positions) = [(4 × 9,000 × 0.4% + 2 × 9,000 × 0.4%) + (4 × 9,000 × 0.05% + 2 × 8,000 × 0.05%)] ÷ [10,000 - 0 - 0 + (-4,000 + 2,000)] = 3.04%
3. What Is Self-Trading?
Self-Trading is an automated risk management mechanism designed to prevent cross margin positions from forced liquidation. When a user's risk reaches the liquidation threshold, the system will automatically match and offset long and short positions under the same trading pair. This reduces the total required maintenance margin and lowers liquidation risk.
Example:
In cross margin mode, the user holds BTC/USDT positions as follows.
10 BTC long position at an average position price of 60,000;
5 BTC short position at an average position price of 59,500.
When market volatility causes the risk ratio to approach the liquidation threshold, the system triggers the Self-Trading mechanism. It automatically offsets 5 BTC long and 5 BTC short positions, closing them out. This reduces the overall position size and lowers the maintenance margin requirement, helping to avoid liquidation.
The remaining unhedged 5 BTC long position remains open and continues to be held.