I am using the API in my application to handle futures orders successfully. However, I am being liquidated because a very small maintenance ratio of the orders.
- Context example: future LONG order, with shares calculated based on 100$. My account has 500$ with available isolated leaverage x10.
> var resultPlaceOrder = privateClient.FuturesUsdt.Order.PlaceOrderAsync("AVAXUSDT", OrderSide.Buy, OrderType.Market, newClientOrderId: DateTimeEntry, quantity: shares).Result;
The order is executed successfully.
- Problem: the margin is set to only about 2$, and the liquidation price is consequently 98$. Why?
If I add some margin, 100$, with following method, it works too:
`var result = privateClient.FuturesUsdt.ModifyPositionMarginAsync("AVAXUSDT", 100m, FuturesMarginChangeDirectionType.Add).Result;`
Then my liquidation price is calculated and set as expected, so I assume that it is not a matter of margin funds. But, this is obviously not a solution, because it’s too risky, so between the order execution event and the execution of margin increase, there are a few ms that can liquidate the future.
I am then stacked trying to know why the default maintenance ratio is so low… How could I increase it?