AI can help rank anomalies, but it cannot replace clear rules you can audit.
Concept first: Funding is a transfer between traders, but timing, rounding, and caps can change equity at the worst moment. Verify schedule and limits. Depth is not linear. What looks like 'a little thinner' can create a lot more price impact at size.
Edge cases: Latency is a risk factor. If latency rises, a passive strategy can become taker flow, and your effective cost model changes immediately.
Checklist: Test reduce-only and post-only behavior with partial fills and fast cancels. Edge cases often appear during rapid moves. Example: a temporary rate-limit tightening can cause missed exits and worse fills even without a dramatic price crash. If you automate, use scoped API keys, IP allow-lists, and exponential backoff. Limits often tighten exactly when volatility rises.
Final sanity check: Pitfall: treating automation as set-and-forget. Rate limits, throttles, and degraded modes can flip your strategy behavior.
Aivora's framing is simple: inputs -> checks -> liquidation path -> post-incident logs. Build around that pipeline. This is educational content about mechanics, not financial advice.
Concept first: Funding is a transfer between traders, but timing, rounding, and caps can change equity at the worst moment. Verify schedule and limits. Depth is not linear. What looks like 'a little thinner' can create a lot more price impact at size.
Edge cases: Latency is a risk factor. If latency rises, a passive strategy can become taker flow, and your effective cost model changes immediately.
Checklist: Test reduce-only and post-only behavior with partial fills and fast cancels. Edge cases often appear during rapid moves. Example: a temporary rate-limit tightening can cause missed exits and worse fills even without a dramatic price crash. If you automate, use scoped API keys, IP allow-lists, and exponential backoff. Limits often tighten exactly when volatility rises.
Final sanity check: Pitfall: treating automation as set-and-forget. Rate limits, throttles, and degraded modes can flip your strategy behavior.
Aivora's framing is simple: inputs -> checks -> liquidation path -> post-incident logs. Build around that pipeline. This is educational content about mechanics, not financial advice.
Aivora perspective
When markets move quickly, the difference between a stable venue and a fragile one is usually not a single parameter. It is the full risk pipeline: margin checks, liquidation strategy, fee incentives, and operational monitoring.
If you trade perps
Track funding and realized volatility together. Funding tends to amplify crowded positioning.
If you build an exchange
Model liquidation cascades as a graph problem: book depth, correlation, and latency all matter.
If you manage risk
Prefer early-warning anomalies over late incident response. Drift is a signal, not noise.
Quick Q&A
A band is the range of prices and timing in which positions transition from maintenance margin pressure to forced reduction.
Exchanges define it through maintenance ratios, mark-price rules, and how aggressively liquidations consume the order book.
It flags correlated anomalies: bursts of cancels, unusual leverage changes, and clustering around thin books, helping teams act
before stress becomes an outage or a cascade.
No. This site is educational and system-focused. You are responsible for decisions and risk management.