How to use the full currency contract insurance/contract burst insurance?

How to use the full currency contract insurance/contract burst insurance?

3 thoughts on “How to use the full currency contract insurance/contract burst insurance?”

  1. After the liquidation position, the double compensation is doubled. The payment formula is: payment amount = 2*compensation ratio*min {The actual profit and loss of the liquidation, the number of initial margin*the number of burst positions/the number of open warehouses, the number of initial insurance amount*number of burst positions/number of open warehouses Essence
    has made important developments in related theories and practices since the concept of digital currency was proposed in 1983. After nearly forty years of development. Realize the evolution from completely anonymous to controllable anonymous, from online to offline, from single bank digital currency system to multi -bank digital currency systems, from centralization to decentralization. In 1983, David Chaum proposed that the use of blind signature technology to achieve completely anonymous digital currencies. This digital currency is aimed at online trading scenarios, which are continuously developed and developed based on digital currency forms and systems based on different technical models. In 1988, Chaum, FIAT, and Noar proposed anonymous digital currency system that supported offline transactions, and realized the detection of "double flowers" through public payment. In 1992, Chaum and PDEERESN proposed to use the "electronic wallet with observer" to achieve completely anonymous off -line digital currency system.
    Among them, the cumulative amount of insurance is the cumulative purchase amount of insurance orders after all the insurance orders. The amount of insurance orders that have not been built or reviewed by the purchase insurance are not calculated.
    . The formula for compensation is:
    Feding the amount of compensation = 2*Compensation ratio*min Number of warehouses
    . Precautions:
    1. When the insurance order that the user has burst out of the position has a cumulative cross -gear, the order pays in accordance with the new gear payment ratio. For the first time, the user has exploded the order insurance amount of 80U, the gear is 1, the payment ratio is 85%, the amount of order insurance for the second time the position is 50U, and the cumulative amount of insurance is 130U, which has reached the second gear. The proportion of order compensation is 80%;
    2, the contract insurance has been purchased before the implementation of the new plan, but if the position does not explode the position does not involve insurance compensation, the position will be paid in accordance with the new plan after the implementation of the new plan; If the contract insurance has been purchased before the implementation of the new plan and involved in compensation, the payment plan is still paid in accordance with the original compensation plan;
    3, the amount of everyone will be reset after the implementation of the plan. The cumulative purchase quota is 5000U. The proportion of all users will be implemented in accordance with the new plan.

  2. As long as the spot is considering what points to enter, the contract can be admitted at any time, but the direction is wrong, and hard work.
    is a common thing for tens of seconds to float 100%for tens of seconds, and it may be possible in just a few seconds. When we choose a trader, we can focus on two data:
    1. The cumulative yield and the transaction win rate in the past 3 weeks. In addition to watching these two data alone, we must also depend on the comparison of these two items. The former The low latter is low, indicating that although he is not sure about the recent market, it is generally a great god. The trader is worth observing and can be collected to long -term observation;
    2. It may be good luck. In this case, I will follow first, but not necessarily follow up for a long time, ready to adjust at any time.
    The expansion information:
    The contract transaction refers to the transaction between the buyer and the seller to receive a certain number of assets at a specified price at a specified price in the future. Standardized contracts, exchanges stipulate standardized information such as its types, trading time, and quantity.
    The contract represents the rights and obligations of the buyers and sellers. To put it simply, it is a certain number of products that will be traded at a certain time and location in the future. At the same time, contract transactions are also a financial derivative. Compared with the trading of the spot market, users can judge the rise and fall through the futures contract transaction. Choose to buy more or sell short contracts to obtain the income brought about by rising prices or declines. We are the most common is digital asset contract transactions represented by mainstream cryptocurrencies such as Bitcoin and Ethereum. They usually adopt the price difference. When the contract expires, the system will settle and settle in the digital currency trading market without liquidation. In stock, contracts can be leveraged, low investment, high income, and the revenue of the spot. The contract can be achieved in just a few hours; the long two -way operation, the bear market can also obtain the income. Because of its obvious advantages, contract trading users have gradually increased. This actually increases the high volatility of digital currency itself, but the profit in fluctuations also meets the preferences of most transaction users. The changes in the needs of transaction users will inevitably promote the development of the contract market. It is not difficult to find that the scale of contract transactions is growing rapidly.

  3. They are double payments, which are quite suitable. Basically, they can receive the money to pay the compensation start the next day. Full currency is good, and they have not passed the opportunity for three years. They are downtime and pins on the platform, and they will pay in full.

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