HaoskiOnChain Crypto Derivatives Risk Oracle

x402

HaoskiOnChain Crypto Derivatives Risk Oracle is a paid API for AI agents from haoskionchain.xyz, paid per call via x402, $0.2/call, status unknown (last checked 2026-09-15).

Answers specialized questions about crypto derivatives risk, margin mechanics, liquidation logic, collateral management, LTV ratios, oracle pricing, and exchange architecture via a retrieval-augmented knowledge base.

Price / call$0.2

Seller volume →—

Success—

StatusUnknown

How this service works

Crypto derivatives risk, margin, liquidation, collateral, and exchange architecture specialist.

Output

Returns a synthesized answer to the derivatives/risk question, grounded in up to top_k retrieved knowledge passages covering topics like margin formulas, liquidation thresholds, collateral rules, oracle mechanics, and exchange architecture.

Example use cases

Example prompt

“Can you explain how liquidation price is calculated for a cross-margin BTC perpetual position, including how the oracle price feed and maintenance margin rate interact — pull from the top 8 most relevant knowledge chunks?”

Technical details

Endpoint

POSThttps://haoskionchain.xyz/query

When to prefer

Choose this endpoint when an AI agent needs deep, specialized knowledge about crypto derivatives risk management — including margin mechanics, liquidation cascades, LTV collateral rules, oracle price feed design, or exchange-specific risk architecture — rather than general crypto price data or portfolio tracking.

Side effects

HTTP 422 if top_k is outside the 1–20 range
Vague or unanswerable query may return low-confidence or generic passages
Payment not included or insufficient results in HTTP 402 rejection
Highly novel or product-specific exchange mechanics may not be covered in the knowledge base

Input

{
  "query": "How is the liquidation price calculated for a cross-margin BTC perpetual position, and how do the oracle price feed and maintenance margin rate interact in this calculation?",
  "top_k": 8,
  "caller": "qa-agent"
}

Schema · Request body

Field	Type	Description
buyer	string	Optional buyer/caller identifier for pass purchases.
query	string	Exchange-risk, margin, liquidation, collateral, LTV, oracle, venue formula, or product-risk question.
top_k	integer	Number of retrieved knowledge chunks/passages used as answer context. Optional; defaults to 5. Min 1, max 20. Values outside 1-20 are rejected with HTTP 422 after request validation. Does not change the per-query price.
caller	string	Optional caller or agent identifier.

Output

{
  "answer": "I'll walk you through cross-margin BTC perp liquidation pricing, which is fundamentally different from isolated margin because your entire account equity backs every position.\n\n**The liquidation price formula for cross-margin:**\n\nFor a long position, liquidation triggers when:\n```\nAccount Equity ≤ Total Maintenance Margin Across All Positions\n```\n\nWhere Account Equity = Wallet Balance + Unrealized PnL from all positions\n\nThe liquidation price for your BTC position specifically is:\n```\nLiq Price = (Wallet Balance + Unrealized PnL from other positions - Total MM from other positions) / (Position Size × MM Rate - Position Size)\n```\n\n**Oracle interaction mechanics:**\n\nThe oracle price (mark price) drives two critical components:\n1. **Unrealized PnL calculation** - Your BTC position's unrealized PnL uses mark price, not last trade price\n2. **Maintenance margin assessment** - MM is calculated using position value at mark price\n\nThis creates a feedback loop. When BTC mark price moves against you, it simultaneously increases your maintenance margin requirement AND reduces your account equity through unrealized losses. Cross-margin amplifies this because a single position can drain equity that supports your entire portfolio.\n\n**The real operational challenge** is mark price manipulation during liquidation cascades. When large positions get liquidated, they can drive the underlying spot price away from the perpetual price, causing the oracle to adjust mark price, which triggers more liquidations. I've seen this create multi-block liquidation events where the mark price keeps chasing the spot price down while positions cascade.\n\n**Maintenance margin rate interaction:**\n\nYour MM rate isn't fixed - it steps up with position size. So as BTC price moves against you, not only does your equity shrink, but if you're near a tier boundary, your MM rate can jump higher, accelerating liquidation. The formula becomes path-dependent because the MM rate itself depends on the position value at current mark price.\n\nCross-margin means one bad position can liquidate your entire account, but it also means profitable positions can absorb losses from losing ones. The tradeoff is between capital efficiency and liquidation risk concentration.\n\nWhat size BTC position are you looking at, and are you trying to calculate safe entry levels or understand why a liquidation happened faster than expected?",
  "timestamp": 1781758494.5031412,
  "request_id": "99eb45db",
  "receipt_hash": "05ee657a34f7582db5a6febec86b9c73",
  "payment_method": "x402",
  "chunks_searched": 33
}

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How this service works

Crypto derivatives risk, margin, liquidation, collateral, and exchange architecture specialist.

Output

Technical details

Endpoint

POSThttps://haoskionchain.xyz/query

When to prefer

Side effects

HTTP 422 if top_k is outside the 1–20 range
Vague or unanswerable query may return low-confidence or generic passages
Payment not included or insufficient results in HTTP 402 rejection
Highly novel or product-specific exchange mechanics may not be covered in the knowledge base

Input

{
  "query": "How is the liquidation price calculated for a cross-margin BTC perpetual position, and how do the oracle price feed and maintenance margin rate interact in this calculation?",
  "top_k": 8,
  "caller": "qa-agent"
}

Schema · Request body

Field	Type	Description
buyer	string	Optional buyer/caller identifier for pass purchases.
query	string	Exchange-risk, margin, liquidation, collateral, LTV, oracle, venue formula, or product-risk question.
top_k	integer	Number of retrieved knowledge chunks/passages used as answer context. Optional; defaults to 5. Min 1, max 20. Values outside 1-20 are rejected with HTTP 422 after request validation. Does not change the per-query price.
caller	string	Optional caller or agent identifier.

Output

{
  "answer": "I'll walk you through cross-margin BTC perp liquidation pricing, which is fundamentally different from isolated margin because your entire account equity backs every position.\n\n**The liquidation price formula for cross-margin:**\n\nFor a long position, liquidation triggers when:\n```\nAccount Equity ≤ Total Maintenance Margin Across All Positions\n```\n\nWhere Account Equity = Wallet Balance + Unrealized PnL from all positions\n\nThe liquidation price for your BTC position specifically is:\n```\nLiq Price = (Wallet Balance + Unrealized PnL from other positions - Total MM from other positions) / (Position Size × MM Rate - Position Size)\n```\n\n**Oracle interaction mechanics:**\n\nThe oracle price (mark price) drives two critical components:\n1. **Unrealized PnL calculation** - Your BTC position's unrealized PnL uses mark price, not last trade price\n2. **Maintenance margin assessment** - MM is calculated using position value at mark price\n\nThis creates a feedback loop. When BTC mark price moves against you, it simultaneously increases your maintenance margin requirement AND reduces your account equity through unrealized losses. Cross-margin amplifies this because a single position can drain equity that supports your entire portfolio.\n\n**The real operational challenge** is mark price manipulation during liquidation cascades. When large positions get liquidated, they can drive the underlying spot price away from the perpetual price, causing the oracle to adjust mark price, which triggers more liquidations. I've seen this create multi-block liquidation events where the mark price keeps chasing the spot price down while positions cascade.\n\n**Maintenance margin rate interaction:**\n\nYour MM rate isn't fixed - it steps up with position size. So as BTC price moves against you, not only does your equity shrink, but if you're near a tier boundary, your MM rate can jump higher, accelerating liquidation. The formula becomes path-dependent because the MM rate itself depends on the position value at current mark price.\n\nCross-margin means one bad position can liquidate your entire account, but it also means profitable positions can absorb losses from losing ones. The tradeoff is between capital efficiency and liquidation risk concentration.\n\nWhat size BTC position are you looking at, and are you trying to calculate safe entry levels or understand why a liquidation happened faster than expected?",
  "timestamp": 1781758494.5031412,
  "request_id": "99eb45db",
  "receipt_hash": "05ee657a34f7582db5a6febec86b9c73",
  "payment_method": "x402",
  "chunks_searched": 33
}