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Documentation Index

Fetch the complete documentation index at: https://docs.astaria.trade/llms.txt

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Astaria uses margin tiers to calibrate risk requirements across different event-linked perpetual markets. Margin requirements may depend on:
  • Market depth
  • Volatility
  • Event class
  • Time to resolution
  • Distance of the Index Price from 0.5
  • Proximity to the probability boundaries of 0 and 1

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Dynamic Risk Profiles

As market conditions change, a market’s effective leverage limits and margin requirements may also change. This is especially relevant:
  • Near event resolution
  • During periods of thin liquidity
  • When jump risk increases
  • When the market enters boundary regions

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Purpose

Margin tiers are designed to ensure that capital efficiency remains aligned with market risk rather than being fixed across all event types.