Perpetual Protocols

Nefarious tracks open perpetual positions, the margin backing them, and the borrows behind leveraged exposure — across both orderbook-style and vAMM perps DEXs. Every position carries the mark-to-market data you need: live PnL, leverage, liquidation price, funding accrual. Cross-margin and isolated-margin accounts are surfaced the same way so portfolio risk rolls up cleanly.

Solana

Flagship perps DEXs, vAMM and orderbook-style, plus leveraged-yield wrappers

EVM (20+ chains)

Perp DEXs and synthetic-asset perpetuals across the major L1s and L2s

Unified schema

Same fields whether the source is a vAMM, an orderbook, or a real-estate index

Position Types

FieldTypeDescription
perpOpen leveraged perpetual futures position (long or short)
depositMargin collateral, spot deposit, or LP token backing a perps pool (JLP-style)
borrowMargin borrow on cross-margin venues

Enriched Fields

Beyond valueUsd, tokens, and name, perp positions surface what you need to actually risk-manage. Field availability depends on what the underlying venue exposes on-chain.

FieldTypeDescription
sidestringlong or short
leveragenumberEffective leverage of the position
entryPricenumberAverage entry price
markPricenumberCurrent mark price used for PnL and liquidation
unrealizedPnlnumberMark-to-market PnL in USD, including funding accrued where reported
liquidationPricenumberPrice at which the position is liquidatable, accounting for cross-margin offsets when applicable
healthFactornumberCross-margin account health. Below 1.0 = liquidatable.
ltvnumberLoan-to-value ratio for the underlying margin account (0..1)
apynumberDeposit/borrow yield on the spot leg of cross-margin venues
underlyingstringUnderlying asset for leveraged-yield positions (e.g. JitoSOL)
Note:

Cross-margin venues report a single healthFactor and a per-position liquidationPrice derived from the full collateral basket. Isolated-margin positions report liquidationPrice computed off their own collateral only. The schema is the same — interpret based on the venue.

Response Example

A leveraged long on a vAMM perps DEX, with the USDC margin sitting alongside it as a deposit:

{
"protocol": {
"id": "<protocol-id>",
"name": "<Protocol Name>",
"url": "https://...",
"category": "perps"
},
"totalValueUsd": 8540.25,
"totalDepositedUsd": 5000.00,
"totalBorrowedUsd": 0,
"positions": [
{
"id": "<protocol-id>-perp-sol",
"type": "perp",
"name": "SOL-PERP Long",
"valueUsd": 3540.25,
"tokens": [
{
"mint": "So11111111111111111111111111111111111111112",
"symbol": "SOL",
"name": "Solana",
"amount": "23601666666",
"amountUsd": 3540.25,
"decimals": 9
}
],
"metadata": {
"side": "long",
"leverage": 3.0,
"entryPrice": 142.50,
"markPrice": 150.00,
"unrealizedPnl": 540.25,
"liquidationPrice": 98.40,
"healthFactor": 2.14
}
},
{
"id": "<protocol-id>-deposit-usdc",
"type": "deposit",
"name": "USDC Collateral",
"valueUsd": 5000.00,
"tokens": [
{
"mint": "EPjFWdd5AufqSSqeM2qN1xzybapC8G4wEGGkZwyTDt1v",
"symbol": "USDC",
"name": "USD Coin",
"amount": "5000000000",
"amountUsd": 5000.00,
"decimals": 6
}
],
"metadata": {
"apy": 8.42
}
}
]
}

Leveraged-yield positions

Some venues wrap an LST or yield-bearing asset in a leverage product (long-only, no orderbook). These come back as deposit with metadata.leverage set and the wrapped underlying surfaced via metadata.underlying — no orderbook fields apply.

{
"id": "<position-id>",
"type": "deposit",
"name": "Leveraged JitoSOL",
"valueUsd": 5600.00,
"tokens": [
{
"symbol": "JitoSOL",
"amount": "37333333333",
"amountUsd": 5600.00,
"decimals": 9
}
],
"metadata": {
"leverage": 2.0,
"underlying": "JitoSOL"
}
}

Looking for a specific venue?

The exhaustive list of indexed perp protocols is shared with active customers. If you're evaluating a specific venue — orderbook DEX, vAMM, perp LP, leverage wrapper, real-asset index — book a call and we'll confirm coverage (and ship the integration if it's missing).

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