# Perpetual Futures At Terivto, any market is accessible as long as the tokens are listed in the pool. Examples include ETH-BTC, USDC-USDT, UNI-ETH, CRV-UNI, stETH-ETH, etc. (subject to change), providing traders with a plethora of exotic choices for their bets. Our approach ensures that the liquidity pool remains unified and aggregated, avoiding fragmentation of liquidity and eliminating issues related to stablecoin depeg. Terivto's margin system treats all tokens equally: if you're longing ETH-BTC, you're essentially shorting BTC-ETH. Traders deposit the "long" token, and equity is measured in the "short" token. For instance: * A trader can use ETH to enter a long position in the ETH-BTC market, with equity/PnL accounted in terms of BTC and payouts in ETH. * Alternatively, a trader can use BTC to enter a short position in the ETH-BTC market, with equity/PnL accounted in terms of ETH and payouts in BTC. Terivto ensures a seamless and flexible trading experience across a variety of markets, allowing traders to choose and manage positions conveniently without liquidity fragmentation concerns. --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://terivto.gitbook.io/terivto-protocol/trading/perpetual-futures.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.