Investigation and Handling of Abnormal Liquidation in BTC Contracts

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On July 31, 2018, at 20:17:14, an abnormal liquidation event occurred in the BTC0928 contract, resulting in a massive 4,168,515 sell-to-close long positions. This incident triggered significant risk exposure and could have led to a high loss-sharing ratio among users. Loss sharing—commonly known as "auto-deleveraging" or "AD"—is an inherent mechanism across all derivatives platforms designed to maintain market integrity when liquidations fail to execute at expected prices. It ensures that profitable traders are not unfairly impacted by system shortfalls.

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It's important to clarify that OKX does not profit from loss sharing. To illustrate this principle simply: imagine two traders, A and B, each depositing 1 BTC as margin (valued at $1 per BTC), trading contracts worth $1 each. Trader A opens a 10x leveraged long position on 10 contracts, while Trader B takes a 10x leveraged short on the same volume—creating a balanced market. If the spot price drops from $1 to $0.10, Trader B would theoretically gain $9, while Trader A loses $9. However, since A only has $1 in margin, they can’t cover the full loss. As a result, B only receives up to $1 in realized profit; the remaining $8 is absorbed through risk-sharing mechanisms funded by system insurance pools or distributed among highly profitable positions.

OKX has long prioritized minimizing such events through proactive risk management: including early liquidation triggers, price capping during forced liquidations (e.g., setting liquidation orders at ±1% of market price), and real-time monitoring systems.

Incident Overview: Unusual Trading Behavior and Risk Escalation

An account with User ID 2051247 began aggressively accumulating large long positions starting at 2:00 AM on July 31. Our risk control team detected this abnormal activity and immediately reached out multiple times, urging the user to reduce their position size for market stability. Despite repeated warnings, the user refused to comply. Consequently, OKX froze the account preemptively. However, due to a sharp decline in BTC’s market price, the position eventually triggered automatic liquidation.

This case falls under violations outlined in the OKX Derivatives User Agreement:

Immediate Response and Compensation Measures

To safeguard user interests and minimize impact:

  1. OKX allocated 2,500 BTC from its own reserves into the insurance fund, significantly reducing potential loss-sharing burdens for users.
  2. Market manipulation prevention during settlement: If any attempt to manipulate the settlement price is detected before the August 3 settlement, OKX will delay finalization by 10 minutes, manually adjust the settlement price to a fair value, and freeze the offending account’s trading and withdrawal privileges.

Frequently Asked Questions (FAQ)

Q: What is a "non-normal liquidation" or "abnormal deleveraging"?
A: It refers to a forced position closure caused by extreme market conditions or manipulative behaviors that lead to insufficient liquidity, causing losses beyond normal expectations.

Q: Does OKX benefit financially from user losses or insurance fund usage?
A: No. The insurance fund exists solely to protect traders and ensure orderly settlements. OKX does not profit from liquidations or shared losses.

Q: How can I protect my account from being affected by large traders?
A: Use stop-loss orders wisely, avoid over-leveraging, and monitor open interest trends. Additionally, OKX’s upcoming upgrades aim to reduce systemic risks significantly.

Q: Why wasn’t the account blocked earlier?
A: While proactive measures were taken, complete restriction before actual harm occurs must balance regulatory compliance and user rights. Post-event analysis has led to stronger preventive protocols.

Q: Will there be future compensation for affected users?
A: The 2,500 BTC injection serves as direct mitigation. Further adjustments depend on final settlement outcomes and fairness across all participants.

Q: How do I report suspicious trading activity?
A: Contact OKX Support directly via official channels. Your input helps improve platform security.


Upcoming Risk Control Enhancements

1. Launch of Anti-Manipulation Strategy (Scheduled: August 4)

To deter malicious control attempts:

Additionally, margin rate calculation formulas will be simplified by removing adjustment coefficients:

Old Formula – Cross-Margin:
Margin Rate = Account Equity / (Required Position Margin + Frozen Order Margin) – Adjustment Coefficient
(10% for 10x; 20% for 20x)

New Formula – Cross-Margin:
Margin Rate = Account Equity / (Required Position Margin + Frozen Order Margin)
Liquidation triggers:

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While conceptually clearer, this change doesn’t alter actual liquidation timing—it improves transparency without affecting system behavior.

2. Introduction of Mark Price (Testing Phase – Launch by End of August)

To prevent flash crashes caused by short-term price manipulation:

3. Tiered Risk Limits & Liquidation Flow Optimization (Development Started August 7 – Launch in September)

a) Tiered Risk Thresholds

Positions will be classified into tiers; larger positions require higher maintenance margins, ensuring sufficient buffer for orderly unwinding.

b) Smart Partial Liquidation

Instead of full forced closures, the system will reduce positions incrementally:

4. Insurance Fund Optimization (Development Begins Mid-August – Launch in September)

When unexecuted liquidation orders cause growing deficits:

This limits cascading damage and stabilizes settlement accuracy.


OKX remains committed to building one of the most secure and transparent derivatives ecosystems. These upcoming upgrades reflect our dedication to user protection, market fairness, and technological excellence.

We welcome ongoing feedback from the community to further strengthen our platform—because trust is earned through action.

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