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Addonv6.1.8

Futures Trading for Bicrypto

Name: Futures Trading for Bicrypto
Brand: MashDiv
SKU: futures
Price: 329.00 USD
Availability: InStock

Perpetual futures on your own order book: you set the leverage rungs, keep the fees, and carry the risk.

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You'll also need Bicrypto and Ecosystem for Bicrypto

On its own, Futures Trading for Bicrypto won't work — it only runs if you already own these products. Open the Requirements tab to see exactly what you need and add them to your order.

See it working Live demo Documentation View on CodeCanyon

Perpetual contracts — no expiry, no roll, no settlement date to manage
Isolated margin: a position can never lose more than the margin it posted
Hedge mode — a long and a short on one symbol are two separate positions
Server-side stop-loss and take-profit, enforced by the engine, not a browser
Two-stage liquidation: a trim at 70% of margin lost, a close at 90%
Liquidations trade out as reduce-only orders at the bankruptcy price
Shortfalls logged with their size, so you can see what a rung really costs
Per-market leverage rungs the order route enforces — no 1000x by accident
Maker or taker decided by the resting book, so a limit order is not overcharged
Fees land in your platform wallet as TRADE entries, refunded on a cancel
A risk console with open interest, side skew and the at-risk queue
13 chart timeframes from 1 minute to 1 week, built off your own candles

Inside Futures Trading

Your own perpetuals book, and your own risk

Perpetual contracts, leverage rungs you publish, isolated margin, hedge-mode positions and server-side stops — all matched on your own order book, with a liquidation engine that trades positions out against real depth rather than settling them off a price.

In detail

Futures Trading turns your Bicrypto install into a perpetual futures venue. Traders go long or short with leverage on markets you define, and every position settles against your own order book — not a broker's, not an exchange's. You are the counterparty to the whole book. That is where the fee revenue comes from, and it is where the risk sits: if the engine liquidates late, the shortfall is yours.

How it works

A trader picks a leverage rung, an amount and a price, and posts isolated margin — entry price × amount ÷ leverage — from a dedicated FUTURES wallet in the quote currency, which is fundable from an ECO wallet and from nothing else. A market order is priced by walking your own resting book at placement; there is no external price feed and no index. Every open position is re-marked against your market's own last traded price on a two-second sweep, which enforces the trader's stop-loss and take-profit first and only then evaluates liquidation. A liquidation is a real reduce-only order placed at the bankruptcy price, so the exposure passes to whoever takes it instead of being settled off a number.

What you configure, per market

Field	What it decides
Leverage rungs	The exact list the ticket renders and the order route enforces
Amount and cost limits	Contract size, and the notional a single order may reach
Price precision	Decimal places — and the rounding applied to every margin
Maker and taker	Charged on the notional, credited to your platform wallet
Status, trending, hot	Whether the market takes orders, and where it surfaces

What operators control

A three-step wizard builds a market from two active Ecosystem tokens. A risk console shows open interest, side skew, the positions closest to liquidation and where leverage is concentrated, over a 24h, 7d or 30d window. Seven permission keys split market, order and position access across staff. Switching a market off stops new entries while cancels, closes, stops and liquidations all keep working, so winding a contract down never traps a trader's money. Every wallet leg carries a deterministic idempotency key, and two reconcilers replay anything a crash interrupted.

Futures needs Bicrypto core, the Ecosystem addon and a reachable ScyllaDB: without Ecosystem the order routes answer 503 and the matching engine never starts. Two operational facts to plan for. The two-second sweep is the only thing that liquidates, and it runs solely in the process holding the `futures-matching` lease — a dedicated cron process is structurally refused that lease, so if your web process never boots the engine, nothing is ever liquidated. And the transfer matrix allows ECO ⇄ FUTURES and nothing else, so a trader holding SPOT or FIAT moves to ECO first.

Know the gaps before you promise them — this desk settles no funding, has no insurance fund, no cross margin, no self-trade prevention and no admin force-close. You can disable a market and watch a position, but you cannot end one for a trader.

A trim is not a close, and the row tells you which happened

The engine computes return on margin for every open position on a two-second sweep and acts twice. At 70% of the posted margin lost it trims 80% of the size and leaves the row OPEN — there is no PARTIALLY_LIQUIDATED status, and a trimmed position is left alone for sixty seconds so a flat maintenance requirement cannot grind it away at a mark that never reached the liquidation price. At 90% it closes the position, writes LIQUIDATED and zeroes the amount. A position a trader closed keeps its size, which is the fastest way to read the admin table: size zero means the engine ended it.

The trader's own stop-loss and take-profit are checked first on every pass. If one price reaches both a stop and the liquidation level, the stop wins. The sweep runs only in the process holding the futures-matching lease — a dedicated cron process is refused that lease, so check the boot log for the engine claiming it or nothing is ever liquidated.

Liquidation trades out against your book — and the gap is yours

There is no external venue behind this. A liquidation is submitted as a reduce-only limit order on the opposite side, priced at the bankruptcy price where the whole posted margin is gone, so it crosses every level resting better than that and whoever takes it inherits the exposure with their own margin behind it. Cost and fee are zero — a trader is never charged for being liquidated. Whatever the book cannot absorb on a full liquidation is settled against the mark and logged as FUTURES_SHORTFALL with its size in the quote currency.

There is no insurance fund. Watch your logs for FUTURES_SHORTFALL: a run of them means your leverage rungs are writing cheques your order book cannot cash, and the only levers are lower rungs, tighter size limits and real depth.

You publish the leverage rungs, so you set the distance

Each market carries its own comma-separated list of rungs. The trading ticket renders exactly those values and the order route rejects anything else with the available list in the message. The distance from entry to liquidation is 0.9 divided by the leverage, derived from the same constant the engine liquidates on rather than typed twice: 18% at 5x, 4.5% at 20x, 0.9% at 100x. Leverage is fixed at placement, so changing a market's rungs affects the next order and never an open position.

Markets are made by pairing two ACTIVE Ecosystem tokens. Futures needs Bicrypto core, the Ecosystem addon and a reachable ScyllaDB — without Ecosystem the order routes answer 503 and the matching engine never starts. Margin lives in a FUTURES wallet the transfer matrix funds from ECO and nowhere else, so a trader on SPOT or FIAT moves to ECO first.

You are the counterparty, so there is a page that says so

The risk console reads the whole open book at once: open interest and side skew, net exposure, unrealised profit and loss across every position, and the eight closest to liquidation with the trader named. Positions are bucketed into three bands by how much of their margin has gone, and into five leverage bands beside them, over a 24-hour, 7-day or 30-day window. It is cached for fifteen seconds, so leaving the tab open does not put a table scan on your database every few seconds.

The warning line is not a design decision — it is the engine's own partial-liquidation threshold divided by the full one, 0.7 of 0.9, so everything at or past 77.8% is a position the engine will trim on its next mark. Change either constant and the console's line moves with it rather than drifting away from the behaviour it describes. If the scan is truncated by its own row cap, the console says it was truncated and gives you both numbers.

mark sweep, every position: 2s
chart timeframes, 1m to 1w: 13
staff permission keys: 7
sweep and reconciler cron jobs: 3

Everything included

129 capabilities, in 11 areas

Every item below exists in the source you receive. Nothing here is a roadmap.

Markets you define

A contract is one row and one metadata blob, and that blob is every rule a trader plays by.

Perpetual contracts created by pairing two active Ecosystem tokens
Three-step create wizard: the pair, the trading rules, the fees
Amount and price precision set per market
Minimum and maximum contract size, per market
Minimum and maximum order price, per market
Minimum and maximum order notional, per market
Leverage rungs published per market as an explicit list
Taker and maker fee rates set per market, and honoured at zero
Optional reference funding rate published on the market
Trending and Hot flags that badge a market in the trading list
Enable or disable a market, one at a time or in bulk
Delete a market, one at a time or in bulk
Live edits that take effect on the next order, never on an open position
Markets table with per-column filter, sort, search and a detail dialog

What a trader sees

The screens the desk is actually used from.

Public perpetuals list with search, a high-leverage filter and sorting
Futures tab in the trading screen's market panel, with live tickers
Candlestick chart fed by your own futures candle series
Order book panel, fifty levels a side
Open orders, order history, and the individual fills behind them
Open positions and closed-position history
Cancel a resting order from the panel
Close a position from the panel, with the PnL shown before you confirm
Mobile layout of the whole trading screen

The order ticket

Everything a trader sets before the order leaves the browser.

MARKET and LIMIT tickets on one screen
Long and short as two explicit buttons
Leverage slider snapped to the rungs the market publishes
Limit-price nudges at half and one per cent
Preset order sizes
Stop loss and take profit, entered as a price or as a percentage
Preset stop-loss and take-profit percentages
Risk-to-reward ratio with a low, medium or high read
Estimated loss and estimated profit before placing
Position value, posted margin and fee previewed at the market's own rate
Maker-or-taker preview that follows the book, not the order type
Hedge-mode notice when the opposite position is already open
Quote-currency futures balance beside the ticket

Orders and matching

Your own book, and the arithmetic that fills against it.

Two order types — LIMIT and MARKET, and nothing else is accepted
Matching on price crossing against your own resting book, serialised
Market orders priced by walking that book at placement
A per-unit cap so a sweep cannot fill deeper than it was priced
Margin reserved at the dearest level the sweep can reach
Fee and notional limits measured on the volume-weighted fill
Maker or taker decided from the resting book and stored on the order
Partial fills, with filled, remaining and average kept on the row
Cancel one order, or every open order at once
Proportional refund of margin and fee on a partial cancel
Price improvement released back fill by fill, deduplicated
Rejections that carry a real status code and name the value to change

Positions

What a fill creates, and every way it can end.

Isolated margin — a position can never lose more than it posted
Hedge mode: a long and a short on one symbol, margined separately
Entry price re-weighted when a fill adds to an open position
Liquidation price published on every position, derived rather than stored
Unrealised PnL re-marked every two seconds
Server-side stop-loss and take-profit, enforced off the browser
Manual close at the live mark, or at entry when nothing has printed
Payout of margin plus PnL floored at zero — no close ever debits a wallet
Open positions and closed history, per trader
Three position states and only three: OPEN, CLOSED, LIQUIDATED
Perpetual: no expiry, no settlement date, no contract roll

The liquidation engine

The part that decides whether your book stays solvent, in two stages.

Two-second mark sweep across every open position on the book
Return on margin as the trigger, recomputed on every pass
Partial trim at 70% of posted margin lost, taking 80% of the size
Full close at 90% of posted margin lost
A sixty-second cooldown before a trimmed position can be trimmed again
The trader's own stop wins when one print reaches both it and liquidation
Liquidation executed as a real reduce-only order against your book
Priced at the bankruptcy price, immediate-or-cancel, never left resting
Zero cost and zero fee — nobody is charged for being liquidated
Residue on a full liquidation settled against the mark
A trim the book cannot absorb is abandoned rather than settled
Shortfall logged with its size in the quote currency
Symbols that have never printed are skipped, not marked at zero
Liquidation and partial-liquidation notification templates
One engine per deployment, arbitrated by a named lease

Live market data

Thirteen candle intervals, one minute to one week
Historical candle endpoint over a from/to window
Order book stream per symbol
Ticker stream per symbol, plus an all-tickers broadcast
Authenticated private stream for a trader's own orders and positions
Subscribed streams pushed twice a second
A disabled or unknown market refused at subscribe
Every price on the desk derived from your own prints — no external index

The risk console

You are the counterparty to the whole book, so this is the page you open first.

Dashboard over a 24-hour, 7-day or 30-day window
Open positions, distinct traders, open notional and posted margin
Long versus short notional, net exposure and long share
Open interest and side skew per market
Unrealised PnL across the open book
The eight open positions closest to liquidation, with the trader named
Margin used, as a percentage of the way to liquidation
Three risk bands whose warning line is the engine's own trim point
Leverage concentration across five bands
Positions opened, closed and liquidated over the window
Liquidation rate — the share of exits that were forced
Traded volume and fee revenue over the window
Weighted-average and maximum leverage on the open book
A truncated scan reported as truncated, with the row count and the cap
Fifteen-second cache, so a refreshing tab is not a table scan

Order and position desks

Reconstructing what a trader actually did.

Positions table over the live store, with filter, sort and search
Symbol, side, trader, entry, size, leverage, PnL, stop, target, status, opened-at
Position counts: open, closed, liquidated and total
Position status distribution, and outcome mix over time
Long versus short counts, and their mix over time
Futures order desk beside the spot, ecosystem and binary order books
Order counts: total, resting, filled, risk-increasing, reduce-only, taker, maker
Risk-increasing versus reduce-only flow over time
Taker versus maker flow over time
Six-section order dialog: pricing, risk exits, position, fills, account, timeline
Reduce-only and leverage promoted to badges on that dialog
Trader lookup by UUID prefix

Money and the ledger

Where margin lives, who is charged what, and how it reconciles.

Margin, fees, refunds and PnL always in the market's quote currency
A dedicated FUTURES wallet per trader per currency
Funded from an ECO wallet, and returnable to one
Fee charged on the notional at the market's own maker or taker rate
Fee posted to platform profit as a trade entry keyed to the order
An offsetting entry written when a cancel refunds part of a fee
Affiliate reward on a futures trade, when the MLM addon is installed
Money moved in MySQL first, the position store second
An idempotency key on every credit, so a replay cannot pay twice
Two reconcilers replaying failed status writes every five minutes
Seven traceable key prefixes in the transaction ledger

Running it

Licence activation and an enable switch in the extension manager
A leadership lease, so exactly one process ever marks positions
Three cron jobs under the scheduled-task monitor
Nine permission keys across the admin surface
KYC gate on order placement only, so no exit is ever trapped
A disabled market still allows cancel, close, stops and liquidation
Fails closed with a 503 rather than a silent zero
Scan cap, reconciler window and batch size tunable from the environment
Keyspace, tables and views created on first connection — no DDL to run

Licence: Licensed addon, full source. Activated in the extension manager.
Requires: Bicrypto core and the Ecosystem addon, each licensed separately. A futures market is a pair of two active Ecosystem tokens; without Ecosystem the order routes answer 503 and the engine never starts.
Extra service: ScyllaDB, reachable on port 9042. Nothing installs it for you and none of its settings are in the shipped env file.
Storage: One MySQL table holds the market definitions. Orders, positions, the order book and every candle live in a ScyllaDB keyspace of four tables and five views, created on first connection.
Processes: No new process. The matching engine runs inside the backend's main thread and claims a futures-matching lease; a dedicated cron process is refused it.
Admin surface: Six screens: dashboard, markets, create market, edit market, positions, and the futures order desk under Finance.
Access control: Nine permission keys — seven enforced on routes, plus the screen gates for Positions and Futures Orders.
API: 21 HTTP endpoints and 3 WebSocket streams, plus 3 cron jobs registered under the scheduled-task monitor.
Trading model: LIMIT and MARKET only. Isolated margin, hedge mode always, one leverage rung per position and fixed at placement.
Margin wallet: A FUTURES wallet in the market's quote currency, funded ECO to FUTURES and back — no other transfer is allowed.
Works with: The Hummingbot Connector's perpetual API for an external maker, the MLM addon for affiliate rewards on futures trades, and the core futures_trading verification gate.
No funding settlement: No funding is ever charged or paid — no cron, no ledger entry, no schedule. The rate the ticket can show is a static number you type onto the market, and a position costs nothing to hold.
No insurance fund: What your order book cannot absorb on a full liquidation is settled against the mark and logged as a shortfall. Nothing tops it up, so that number is the platform's.
Nothing quotes your book: A new market goes live with an empty order book, and market orders on it fail until something rests. Neither the AI Market Maker nor the trading-bot addon places futures orders — house quotes or the Hummingbot Connector are the two routes.
No cross margin, no OCO: Margin is isolated only and there is no account equity. Stops and targets attach to a position you are opening and cannot open one, and leverage cannot be changed on an open position.
No admin force-close: You can disable a market and watch every position on it, but there is no admin action that closes a trader's position or cancels their order.
No self-trade prevention: The matcher pairs orders on price alone and never compares accounts, so one account quoting both sides can fill against itself and end up holding a long and a short.
ScyllaDB backups are yours: The platform's built-in database backup covers MySQL only. Your entire trading history is in Scylla; taking its backups is your job.