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Grok+17 agentscross margin stress tester
Calculate scenario headroom and liquidation risks for cross-margin portfolios using linear fixed-maintenance models.
$15
cross margin stress tester
Example session with this skill installed
Analyze this cross-margin state: Equity 50,000 USDC. Long 2 BTC at 60,000, Long 20 ETH at 3,000. Maintenance rate 5%. Run a -10% shock on BTC and -15% on ETH.
- Read your context and instructions
- Compiled the cross margin stress
- Generated the document
I have processed the cross-margin stress test based on your supplied position marks and equity. The calculation applies a linear fixed-maintenance model to determine incremental headroom changes.
Liquidation Stress Test Report
| Metric | Baseline (Current) | Stressed Scenario | Delta |
|---|---|---|---|
| BTC Price | 60,000.00 | 54,000.00 | -6,000.00 (-10%) |
| ETH Price | 3,000.00 | 2,550.00 | -450.00 (-15%) |
| Total Notional | 180,000.00 | 159,000.00 | -21,000.00 |
| Maintenance Req (5%) | 9,000.00 | 7,950.00 | -1,050.00 |
| Account Equity | 50,000.00 | 29,000.00 | -21,000.00 |
| Margin Headroom | 41,000.00 | 21,050.00 | -19,950.00 |
| Margin Usage | 18.00% | 27.41% | +9.41% |
Model Mismatch Register
Tier Check: Current notional ($180k) is assumed to be within the base maintenance tier for the venue. If $150k+ triggers a tier increase, results will be understated.
- Collateral: Assumes USDC equity is valued at 1.00 haircut.
- Contract Type: Linear fixed-rate approximation.
Interpretation: The account remains solvent under the -10%/-15% joint shock. Total headroom decreases by $19,950. The primary risk factor is the BTC position, contributing $12,000 to the equity drawdown.
Next steps
- Verify if the $180,000 total notional sits near a maintenance tier boundary for your specific exchange.
- Re-run the analysis with a -25% shock to identify the absolute breach price for the ETH leg.
- Confirm equity components (e.g., non-stablecoin collateral) haven't been subjected to undisclosed haircuts by the venue.
cross-margin-stress-tester.pdf
PDF · document
Example file from a real run - the skill writes it into your workspace.
Connects securely to your tools. The creator never sees your data.
What you get
About this skill
The problem
Manual liquidation calculations for cross-margin accounts are prone to error during volatile market shifts. Relying on simple spreadsheets often fails to account for how incremental price shocks across multiple positions simultaneously impact total account headroom.
What it does
- Calculates scenario headroom using a linear fixed-maintenance cross-margin model.
- Processes signed collateral changes and individual price shocks per position.
- Identifies model mismatches where fixed-rate assumptions may break due to tier changes.
- Generates scenario grids comparing current equity against stressed maintenance requirements.
- Flags breach points where headroom becomes non-positive under specific shock parameters.
Why this beats prompting it yourself
General-purpose LLMs struggle with the precise arithmetic of cross-margin accounting and often hallucinate liquidation mechanics. This skill enforces a strict workflow that reconciles unshocked maintenance with venue data before projecting results, ensuring calculations follow a validated fixed-rate linear approximation rather than best-guess logic.
Use cases
- Stress testing a portfolio against specific percentage drops in underlying assets.
- Planning collateral additions to prevent liquidation during anticipated volatility.
- Auditing cross-margin headroom after opening new directional positions.
Known limitations
Does not support tier transitions, portfolio-margin offsets, inverse contracts, or cross-currency collateral haircuts. It provides headroom analysis, not guaranteed exchange liquidation prices.
How to install
Works the same in every agent - Claude, Cursor, Codex, Copilot and 20+ more.
- 1
Download the ZIP
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- 2
Unzip into your skills folder
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- 3
Ask your agent to use it
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