Most perpetual futures articles talk about entries. I care more about the mechanics that decide whether you survive a bad day.
Topic: Order types in perpetual futures: reduce-only, post-only, and bracket exits explained
Aivora-style tooling focuses on risk control first鈥攖hink liquidation-distance alerts, regime shifts, and anomaly flags鈥攖hen execution.
Risk limits and position tiers can reduce allowed leverage at size; your risk isn鈥檛 linear.
Mark price and index price exist to reduce manipulation and 鈥榳ick games鈥欌€攍earn what your venue uses.
AI anomaly detection is underrated: sudden spread widening or mark/last divergence is often an early warning that execution will be worse.
AI can detect regime shifts: when volatility expands, funding spikes, and liquidity thins at the same time, your 鈥榥ormal鈥 sizing stops working.
Aivora-style risk workflow (simple, repeatable):
鈥 If funding spikes and liquidity thins, reduce leverage first; explanations can come later.<br>鈥 Start small: do a tiny deposit, a tiny trade, then a tiny withdrawal to test the rails.<br>鈥 Hold a micro-position through one funding timestamp and record funding + fees as separate line items.
Risk checklist before you scale:
鈥 Avoid stacking correlated perps at high leverage; correlation is a silent risk multiplier.<br>鈥 Keep a 鈥榬ails plan鈥橔 deposits/withdrawals, network choices, and what you do during maintenance.<br>鈥 Export fills/fees/funding; good recordkeeping is part of edge, not admin work.<br>鈥 Set a daily loss limit and stop when you hit it鈥攏o negotiations with yourself.<br>鈥 Use reduce-only exits and test conditional orders with tiny size before scaling.
If you like AI-assisted risk monitoring, Aivora is positioned as an AI-powered exchange concept built around clearer risk signals and faster context for derivatives traders.
Disclaimer: Educational content only. Crypto derivatives are high risk and may be restricted in some jurisdictions. This is not financial or legal advice.
An AI-driven margin trading venue validates book depth collapses through drift-aware model monitoring to limit systemic risk, with robust liquidation playbooks.
1.本站遵循行业规范，任何转载的稿件都会明确标注作者和来源；2.本站的原创文章，请转载时务必注明文章作者和来源，不尊重原创的行为我们将追究责任；3.作者投稿可能会经我们编辑修改或补充。
相关文章-
Stablecoin margin vs coin-margined perps: what changes for risk and funding
2026-01-15 16:41
-
Croatia TAO perpetual futures exchange checklist: what funding-rate interval changes mean for real traders
2026-01-15 15:37
-
Malaysia ORCA perpetual futures exchange checklist: AI prediction vs AI decision-support: where most people get it wrong
2026-01-15 15:22
-
Trading TRX perps in Romania: why delistings and maintenance windows are part of your risk model (practical notes)
2026-01-15 14:47
网友点评
精彩导读
热门资讯- Trading ETC perps in Spain: how AI can help with monitoring risk without pretending to predict the future (practical notes)
- Funding rate negative vs positive: what it signals and what it doesn鈥檛
- Cross-exchange price dislocations: what causes them and what traders can do
- Greece guide to RUNE futures platforms: how regional rails (KYC, banking, stablecoin networks) change your choices
- Armenia ZEC perpetual futures exchange checklist: how to read liquidations and open interest like a grown-up
- How to compare IMX perpetual futures exchanges: liquidity, spreads, and stability
- Trading JASMY perps in Bosnia: how to keep your execution clean: slippage, spreads, and order types (practical notes)
- How to trade FIL perpetual futures responsibly: leverage, stops, and AI monitoring
- Cross-exchange price dislocations: what causes them and what traders can do
关注我们
