A full derivatives suite with cross-margin across spot and perpetuals
XT runs USDT-margined and coin-margined perpetual futures alongside its spot book, with cross-margin that lets one collateral pool back positions across markets. For an ICT engine reading the same structure on several pairs at once, that means it can short a break of structure on one perpetual and hold an order-block retest long on another while a single margin balance carries the exposure — rather than being confined to spot-only long trades and separate, siloed balances.