Mark Price
Satori implements a fair price marking methodology to prevent unnecessary forced liquidations. This system ensures that the latest traded price does not deviate excessively from the price index due to market manipulation or low liquidity.
Calculation Formula:
Mark price = Index Price + 30 Minute Moving Average
The 30 minute moving average is calculated as follows: 30 Minute Moving Average = Moving Average [(Bid Price + Ask Price) / 2 - Index Price] taken at 30 minute intervals, sampled every second.
Last updated