ADL and Insurance Fund

Loss-absorption sequence for extreme liquidation events

Overview

OBSDN uses a layered solvency model:

  1. Normal liquidation execution
  2. Insurance/backstop resources
  3. Auto-deleveraging (ADL) only when required

Insurance Fund Role

The insurance fund absorbs negative-equity residuals from liquidations that close below the bankruptcy price.

Boundary:

  • Covers liquidation shortfalls where execution price is worse than bankruptcy price
  • Not sized to guarantee coverage in all extreme market scenarios

ADL Trigger

ADL is considered only if:

  • Liquidation + available backstop resources cannot fully absorb losses
  • Continuing without ADL would violate platform solvency constraints

ADL Counterparty Selection

When ADL is triggered, opposite-side positions are ranked by a composite priority score. Ranking factors:

  • Effective leverage (higher = higher priority)
  • Unrealized profit (larger = higher priority)

Positions at the top of the ranking are reduced first.

User Impact

If your position is ADL-selected:

  • A portion of your position is force-reduced against the liquidating counterparty
  • Execution occurs at the system-determined ADL price
  • Realized PnL from the reduction is credited immediately

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