I have calculated liquidation price using future liquidation price calculation

the problem: only when I use `cumB = 0`

i get the correct liquidation price (checked using web platform)

This must be incorrect. `cumB`

should not be 0 with open position. expectation is that `cumB`

is maintenance margin calculated using current notional cap and the tax bracket method using the leverage brackets.

here is my python script used to calculate.

- this assumes one position open at a time. hence: tmm & upnl = 0
- this assumes i am using one way instead of hedge mode long&short = 0

```
def get_liquidation_price(self):
# this method ignores the hedge mode
# wallet balance
wb = self.get_wallet_balance()
# @TODO this needs to use other position maintenance margin
# maintenance margin of all other contracts, excluding current contract.
# if it is an isolated margin mode, then TMM=0
tmm = 0
# @TODO this needs to use other position upnl
# unrealized pnl of all other contracts, excluding current contract
# if it is an isolated margin mode, then UPNL=0
upnl = 0
# maintenance amount of both position (one-way mode)
# unsure what this number is, but its not maintenance margin before liquidation.
# perhaps this is the number after liquidation.
cumb = 0
# direction of BOTH position, 1 as long position, -1 as short position
side1both = 1 if self.__current_trade_side == OrderSide.BUY else -1
# absolute value of BOTH position size (one-way mode)
position1both = self.get_current_futures_position_amount()
# entry price of BOTH position (one-way mode)
ep1both = self.__get_current_futures_position_entry_price()
# Maintenance margin rate of BOTH position (one-way mode)
mmb = self.__get_maintenance_margin_rate()
return (wb - tmm + upnl + cumb - side1both * position1both * ep1both) /\
(position1both * mmb - side1both * position1both)
```

is there fault in my calculations? this does give correct calculations only when `cumb = 0`

. any explainations on why `cumb`

must be 0?