OKX Futures Scaled Orders: Calculate Position Size If All Orders Fill

OKX

27 October 2026

To figure out how much position a scaled order will take up if all sub-orders fill, you cannot just look at the "total quantity" you entered. You also need to consider leverage and margin mode. Under OKX margin calculation rules, pending orders themselves occupy margin. Unfilled buy or sell orders are counted as "pending order value" in your current direction and are included in margin calculations along with your existing positions. So before you click "Open Long" or "Open Short," you need to calculate all sub-orders as if they were already filled, not just estimate based on the first sub-order.

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First, clarify which type of "scaled order" you are using

In OKX futures, a "scaled order" splits one large order into multiple limit sub-orders distributed between a set lowest price and highest price. The total quantity you set is the expected total filled amount. The number of orders determines how many sub-orders are created, and the quantity distribution mode (average, increasing, decreasing, random) determines the size of each sub-order. For example, in an official example, going long 90 ETH split into 9 sub-orders means each sub-order is 10 ETH, distributed across a range from 2800 to 3200.

This means the position corresponding to "all filled" is simply the total quantity you entered. If 90 ETH is fully filled, your position is a 90 ETH long (or short), and it will not become smaller just because it was split into 9 orders. Scaling only changes entry pace and average price, not total position size.

The key to margin usage: pending order value is also counted

Under OKX margin rules, in cross margin mode, the margin formula for one-way positions includes pending order value. For long positions, the calculation is Max((position value + buy order value), (sell order value - position value)) / leverage multiple. In other words, your unfilled buy orders are treated the same as filled long positions in the system and will occupy margin.

Before all scaled sub-orders are filled, these sub-orders are still "pending orders," but their corresponding value is already included in margin usage. So the question "how much position will all filled orders take up" is essentially asking: after all these sub-orders become positions, how much margin is needed, and whether your account available balance can support it.

In isolated margin mode, the logic is similar, but each position is calculated separately. Initial margin is calculated based on the average entry price and leverage, and the margin is fixed. The weighted average entry price of scaled sub-orders will affect the initial margin in isolated mode, but the total occupied amount is still determined by total quantity and leverage.

A repeatable calculation method

Suppose you use USDT-margined futures with 10x leverage and place a scaled order to go long on ETHUSDT. You enter a total quantity of 2 ETH, lowest price 2800, highest price 3200, and 5 orders. After all orders fill, your position is a 2 ETH long. Estimate position value using mark price or average entry price. For example, if the average entry price is about 3000 USDT, the position value is about 6000 USDT. With 10x leverage, the initial margin is about 600 USDT. These 600 USDT represent the margin level needed after all sub-orders fill.

But note: before all sub-orders fill, the pending order value of these sub-orders is already participating in margin calculation. If your account only has 600 USDT, you may encounter insufficient available margin as sub-orders fill one by one, causing later sub-orders to fail or the position to fail to open. OKX help pages also mention that one common reason an account has assets but cannot open a position is that pending order freezes are occupying assets. Therefore, the actual funds you need to prepare should be slightly higher than the "theoretical margin after all orders fill," leaving room for price fluctuations and trading fees.

Also check whether position limit rules will be triggered

If you plan to place a large scaled order, the position and pending order size after all orders fill may hit OKX OI position limit rules. The rule is: if one-way position pending order value ≥ max(total platform position value × position ratio threshold, user maximum position value), new same-direction opening orders will be rejected. Unfilled sub-orders of a scaled order are considered "pending orders" and will be counted in this one-way position pending order value. So if your total sub-order size is close to the position limit line, some sub-orders may be rejected at the time of placement rather than after being filled.

For ordinary users with small scaled orders, this rule usually does not apply. But if you are placing a large scaled order on a low-liquidity altcoin futures contract, you need to first check the current position ratio threshold and user maximum position value on that contract's trading rules page to confirm that the notional value corresponding to your total quantity is within limits.

Completion standard

The standard for judging whether you have correctly calculated "how much position all filled orders will take up" is not whether you can say a margin number, but whether you can answer three questions: what is the total position quantity after all sub-orders fill; how much initial margin is needed for these positions based on your chosen leverage and margin mode; and after deducting this margin, does your account available balance still have room to handle maintenance margin requirements caused by adverse price movement. If the answer to the third question is no, you need to reduce total quantity, lower leverage, or place scaled sub-orders in batches rather than all at once.