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QuantOracle Crypto Leverage Check
x402
QuantOracle Crypto Leverage Check is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.015/call, status unknown (last checked 2026-09-15).
Analyzes a leveraged crypto position to compute VaR, CVaR, Kelly criterion leverage, liquidation price, and risk flags given returns history and position parameters
Price / call$0.015
Success—
StatusUnknown
How this service works
QuantOracle: /v1/crypto/leverage-check
Output
Returns a structured object with: per-confidence-level VaR and CVaR in both percentage and USD; annualized volatility; liquidation price and distance percentage; max loss before liquidation in USD; current leverage ratio; full and half Kelly optimal leverage values; and a list of risk flags (e.g. 'liquidation_distance_elevated', 'paying_funding') indicating actionable warnings about the position.
Example use cases
Pre-trade leverage safety check
“Before I open a 5x long on ETH at $2,800 entry with $1,000 collateral and $5,000 position size, can you check my liquidation distance and whether the Kelly criterion supports this leverage? Use these recent daily returns: [0.018, -0.012, 0.022, -0.008, 0.015, 0.009, -0.017, 0.021] and a 0.5% maintenance margin at 95% and 99% confidence over 1 day.”
Portfolio risk report for active trade
“I have an open short on BTC at $44,000 entry with $3,000 collateral and an $18,000 position size. What is my VaR and CVaR at 99% confidence over 1 day, and am I close to liquidation? Maintenance margin is 0.5% and here are my recent returns: [-0.02, 0.01, -0.015, 0.005, -0.03, -0.01, 0.02, -0.025, -0.005, 0.015].”
Optimal leverage sizing for new strategy
“I'm sizing a new long BTC strategy and want to know the full Kelly and half Kelly optimal leverage given these 11 daily returns: [0.025, -0.008, 0.013, -0.006, 0.031, 0.011, -0.019, 0.027, 0.006, -0.014, 0.011], with an entry price of $50,000, $5,000 collateral, $25,000 position size, 0.5% maintenance margin, and 1-day holding period at 95% and 99% confidence.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/crypto/leverage-checkWhen to prefer
Choose this endpoint when you need a comprehensive, single-call risk assessment of a leveraged crypto position covering VaR, CVaR, liquidation proximity, and Kelly sizing simultaneously. It is ideal for pre-trade checks, portfolio monitoring, and risk reporting workflows where both statistical risk metrics and practical liquidation thresholds are required. Prefer this over a generic VaR calculator when you also need Kelly criterion leverage guidance and liquidation price specific to crypto perpetual or margin positions.
Side effects
- Insufficient returns array length may produce unreliable VaR estimates
- Position size smaller than collateral may return invalid leverage values
- Unsupported asset symbol returns a 400 or empty asset field
- Confidence levels outside [0,1) may cause computation errors
- Zero or negative entry_price or collateral triggers validation failure
- Truncated or malformed JSON body returns 422 unprocessable entity
Input
{
"input": {
"body": {
"asset": "BTC",
"returns": [
0.02,
-0.01,
0.015,
-0.005,
0.03,
0.01,
-0.02,
0.025,
0.005,
-0.015,
0.012
],
"direction": "long",
"collateral": 2000,
"entry_price": 45000,
"position_size": 10000,
"confidence_levels": [
0.95,
0.99
],
"holding_period_days": 1,
"maintenance_margin_rate": 0.005
},
"type": "http",
"method": "POST",
"bodyType": "json"
}
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
Output
{
"ms": 306.84,
"var": {
"levels": {
"95": {
"var_pct": 2.1246,
"var_usd": 212.46,
"cvar_pct": 2.8163,
"cvar_usd": 281.63
},
"99": {
"var_pct": 3.2571,
"var_usd": 325.71,
"cvar_pct": 3.8149,
"cvar_usd": 381.49
}
},
"volatility_annual": 0.2638,
"holding_period_days": 1
},
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"asset": "BTC",
"flags": [
"liquidation_distance_elevated",
"paying_funding"
],
"kelly": {
"current_leverage": 5,
"full_kelly_leverage": 22.0612,
"half_kelly_leverage": 11.0306
},
"direction": "long",
"mark_price": 45000,
"liquidation": {
"distance_pct": 19.5,
"liquidation_price": 36225,
"max_loss_before_liq_usd": 1950
},
"live_funding": {
"stale": false,
"regime": "NEUTRAL",
"source": "okx",
"funding_rate": 0.000029,
"annualized_rate": 0.0318,
"as_of_age_seconds": 0,
"carry_cost_annual_usd": 318
}
}Tags
x402
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