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Set leverage before submitting a Hyperliquid perpetual order, then attach a stop-loss immediately after the position opens. Choose an integer leverage from 1 up to the live maximum for that asset, select cross or isolated margin where available, and confirm the position size before clicking Place Order. Add a position TP/SL from the position panel, order form, or TradingView chart; choose stop-market when execution is more important than price control, or stop-limit when you can accept the risk of no fill.
Hyperliquid triggers TP/SL orders with mark price, not necessarily the latest order-book trade. A stop therefore does not guarantee a particular fill price or prevent liquidation. Asset maximum leverage, margin tiers, liquidity and interface labels can change, so verify the current values in the live asset selector and Hyperliquid metadata before trading.
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What leverage changes on Hyperliquid
Leverage controls how much perpetual-contract exposure you can open relative to collateral. Hyperliquid lets a trader choose any integer from 1 to the maximum leverage allowed for the selected coin. The documented maximums vary by asset, with the perpetual-assets documentation showing a range from 3x to 40x. The selector for the market you are trading is the authoritative value; do not assume that one coin’s limit applies to another.
Higher leverage does not make a position safer or reduce its economic risk. It reduces the collateral needed to support a given notional position, which leaves less equity available to absorb an adverse move. That relationship is an inference from Hyperliquid’s initial- and maintenance-margin rules, not a promise about a particular liquidation distance.
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Initial-margin formula
Hyperliquid documents initial margin as position_size * mark_price / leverage. In practical terms, increasing leverage lowers the initial margin assigned to the same exposure, while lowering leverage requires more collateral for that exposure. The calculation uses mark price, so the amount shown can change as the market moves.
Position size is not the same as collateral
The onboarding flow states: “Position size = your leverage amount * your collateral.” Treat that as a sizing relationship, not as a recommendation to use all available collateral. A 5x setting can permit approximately five times the collateral amount in notional exposure, but your actual order size, account equity, fees, funding and maintenance-margin tier determine the risk.
How to set leverage before opening a position
- Select the perpetual asset. In the Hyperliquid trading app, choose the token or perpetual market. Check its current maximum leverage and whether cross or isolated margin is offered.
- Choose direction. Select Long if you expect the contract’s mark price to rise, or Short if you expect it to fall.
- Select margin mode. Choose Cross or Isolated when the market permits both. Cross is the default and can share collateral across cross positions. Isolated confines the selected collateral to that asset.
- Set an integer leverage. Use the leverage control to choose a whole number from 1 through the asset’s current maximum. If the interface rejects a value, recheck the market’s live limit and margin tier.
- Set the order size. Move the size slider or type the position size. Review the displayed collateral, estimated liquidation information and available balance before submitting.
- Click Place Order. Confirm that the order filled and that the resulting position shows the intended direction, size, leverage and margin mode.
Changing the leverage selector does not by itself create a position. The position is created only when the order is submitted and filled (fully or partially). If your order is partially filled, check the actual position size before attaching a fixed-size exit.
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| Margin mode | How collateral is treated | When it can fit | Main hazard |
|---|---|---|---|
| Cross | Collateral is shared across cross positions in the account. | Traders who want positions to draw on a common equity pool and understand the account-wide consequences. | A losing position can consume collateral that might otherwise support another cross position. |
| Isolated | Collateral is confined to the selected asset and position. | Traders who want a defined collateral allocation for one market. | The isolated position can approach liquidation sooner because it cannot normally draw on unrelated collateral. |
Hyperliquid supports adding or removing isolated margin after opening, subject to restrictions. Treat any post-entry adjustment as a risk change: adding collateral can move liquidation farther away, while removing it can move liquidation closer. Confirm the updated figures in the position panel after every adjustment.
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How to add a stop-loss after the position opens
- Open the position controls. Use the position form, order form or the TradingView chart attached to the market.
- Choose stop-loss (SL). Select the stop-loss field rather than take-profit if the purpose is to cap an adverse move.
- Enter a trigger price. For a long, the stop triggers when mark price falls below the trigger. For a short, it triggers when mark price rises above the trigger.
- Choose execution. Select Market for a stop-market order or Limit for a stop-limit order. Review any slippage or limit-price fields the interface displays.
- Set the quantity. A position TP/SL normally defaults to the full position. If you enter a fixed size, remember that this amount will not automatically resize if the position later grows or shrinks.
- Submit and verify. Confirm that the conditional order appears as active and is linked to the intended asset and direction. Recheck it after adding to, reducing or reversing the position.
A stop-loss is a conditional exit, not a guaranteed liquidation shield. It can trigger, partially fill, fill at a different price, or remain unfilled depending on order type, liquidity and market speed.
How Hyperliquid decides when a stop triggers
Hyperliquid’s documentation says the mark price is used to trigger TP/SL orders. Mark price can differ materially from the order-book price during volatile conditions. Consequently, a chart’s last traded price may appear above your long stop while the mark price has already crossed it, or the reverse may occur.
Long stop-loss
A long stop-loss activates when the mark price moves below the trigger. The resulting order attempts to sell enough contracts to close the specified quantity.
Short stop-loss
A short stop-loss activates when the mark price moves above the trigger. The resulting order attempts to buy contracts back to close the specified quantity.
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Why the displayed trigger and fill can differ
- The trigger is based on mark price, while execution takes place against available bids or offers in the order book.
- Market depth can disappear between trigger detection and order matching.
- A stop-market order accepts the available execution price within the product’s stated tolerance.
- A stop-limit order can wait at its limit price instead of crossing the spread.
- Fast moves, gaps and partial fills can leave a residual position after the first execution.
Stop-market versus stop-limit
| Order choice | What it does after the mark trigger | Primary benefit | Primary risk |
|---|---|---|---|
| Stop-market | Submits a market closing order. | Highest chance of submitting an exit promptly after the trigger. | The fill can be worse than the trigger because of slippage. Hyperliquid documents a 10% slippage tolerance for market TP/SL. |
| Stop-limit | Submits a limit order at the price parameters you specify. | Defines a worst acceptable execution level and gives more price control. | It may not fill during a gap or rapid move, leaving the position exposed. |
Hyperliquid’s stop-limit example
Hyperliquid’s example describes a long with a trigger and limit both at $10. If price falls from $11 to $9, the order can rest at $10 while the market is already below it and may remain unfilled. Setting a lower limit, such as $8, gives the order room to execute somewhere between $9 and $8 in that move. The lower limit improves fill probability but accepts a worse minimum price.
Choosing between them
- Use stop-market when reducing exposure quickly is the priority and you accept uncertain execution within the documented tolerance.
- Use stop-limit only when avoiding fills below (for a sell) or above (for a buy) a specified level is more important than guaranteeing an exit.
- In thin or highly volatile markets, examine order-book depth before choosing a limit price; a narrow limit can behave like no stop at all.
Position TP/SL and parent-order exits
Position TP/SL
Position TP/SL is the simplest workflow for most beginners. It attaches an exit to an existing position and defaults to the full position. A fixed-size variant does not resize when the position later changes, so adding to a position can leave part of the new exposure without protection, while reducing the position can leave an exit larger than the remaining size.
Parent-order TP/SL
A parent-order TP/SL can attach exits to an entry order before the position is fully established. Hyperliquid documents special placement behavior for partially filled and canceled parent orders. Verify the resulting order state rather than assuming that every intended child exit is active. This is particularly important when an entry is canceled, expires or fills in several pieces.
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Leverage, maintenance margin and liquidation
Hyperliquid defines liquidation as occurring when account equity falls below maintenance margin. Maintenance margin is half of initial margin at maximum leverage. The documented maintenance-margin range is 1.25% for assets with a 40x maximum leverage and 16.7% for assets with a 3x maximum leverage. Other assets and tiers can fall elsewhere in the applicable schedule.
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Liquidation is based on mark price, which can differ materially from the order-book price during volatility. That is why a position can approach liquidation even when the last-traded price on a chart appears less threatening.
Where to place a stop relative to liquidation
Place the stop trigger before the estimated liquidation price, leaving room for normal volatility, spread and mark-price differences. There is no universal percentage buffer published by Hyperliquid, so do not apply a fixed 5%, 10% or other rule to every asset. Use the live liquidation estimate, recent volatility, market depth and your chosen stop type. A stop-limit requires additional room because it can fail to fill after triggering.
Illustrative sizing example
Suppose a trader has $1,000 of collateral and chooses 5x leverage. The onboarding relationship indicates up to $5,000 of notional position size before accounting for fees, funding and platform constraints. If the trader instead uses 2x for the same $5,000 exposure, substantially more collateral is required under the initial-margin relationship. The example is illustrative only; the actual interface calculation uses the asset’s mark price, contract details and current margin rules.
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- Start with a maximum loss. Decide how much account equity you are willing to lose if the stop executes with slippage. This is a risk limit, not a promise that the stop will achieve it.
- Choose the stop location from market structure and volatility. Put the trigger beyond the level that would invalidate the trade, rather than choosing leverage first and forcing the stop to fit.
- Work backward to position size. If the stop is far away, reduce notional size; if it is close, still account for mark-price movement and execution slippage.
- Choose leverage last. Select the lowest integer that supports the intended position size while leaving ample equity above maintenance margin.
- Confirm the mode. Cross and isolated produce different liquidation behavior. Ensure the selected mode matches the collateral you intend to risk.
- Attach and test the exit state. Verify trigger, quantity, order type and active status. Do not rely on a chart drawing or an unsubmitted form.
Common failure modes and fixes
The leverage value is rejected
The requested value may exceed the asset’s maximum, fail the integer requirement or conflict with the current margin mode. Reopen the live asset selector, choose a whole number within the displayed range and confirm the market’s current constraints.
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The stop triggered but did not close everything
Check whether the stop used a fixed quantity, whether the position changed after the stop was created and whether the order filled partially. Cancel or replace the residual protection only after confirming the remaining position size.
The stop triggered at a surprising price
Compare the trigger with the mark-price history and the actual order-book fills. A market TP/SL can experience slippage, and Hyperliquid documents a 10% tolerance for market TP/SL. A stop-limit can execute at a different price within its limit parameters or remain open.
The stop never filled
For a stop-limit, inspect whether the market moved beyond the limit without returning. Widening the acceptable range can improve the chance of a fill but worsens the minimum price. For any order, verify that it is active, attached to the correct asset and not canceled by a parent-order state change.
Liquidation occurred before the stop
Possible causes include excessive leverage, an insufficient buffer, a mark-price move that reached liquidation first, or a stop-limit that did not fill. Reduce notional exposure, use more conservative leverage, maintain more collateral and reassess whether a stop-market is appropriate for the market’s liquidity.
Automating leverage changes
For automated trading, Hyperliquid’s API updateLeverage action takes the asset index, an isCross boolean and an integer leverage subject to that coin’s constraints. An integration should read the current asset metadata, pass the intended margin mode explicitly and verify the returned account state before submitting an order.
- Map the correct asset index; an incorrect index can change leverage on another market.
- Use a boolean that matches the intended cross or isolated mode.
- Validate that the integer is within the asset’s current maximum.
- Confirm the resulting leverage and margin mode through a follow-up account query.
- Handle rejected updates before sending an order that assumes the new setting.
Pre-trade and post-trade checklist
Before placing the entry
- Live maximum leverage checked for the selected asset.
- Cross or isolated mode deliberately selected.
- Notional size, collateral and available balance reviewed.
- Estimated liquidation level viewed using mark price.
- Stop trigger chosen with a buffer before liquidation.
After the position opens
- Actual filled size confirmed, including partial fills.
- Stop-loss attached to the correct asset and direction.
- Market or limit execution choice recorded.
- Quantity checked against the current position.
- Active order status verified after every size or margin change.
What to check before relying on a Hyperliquid stop
Asset maximum leverage, margin tiers, interface labels, liquidity and mark-price behavior are volatile. Review the live selector and current Hyperliquid metadata immediately before trading, especially after a protocol or interface update. A stop-loss is a risk-management instruction, not an insurance policy: it cannot guarantee a fill price, eliminate slippage or ensure that liquidation is impossible.
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