Coin Metrics Futures liquidations

Definition

Exchanges which offer futures markets utilize a risk management system that will attempt to liquidate a market participant’s position before the point at which the market participant begins to owe more than what is in his account.

Dictionary

NameCategorySubcategoryTypeUnitInterval
Futures liquidationsMarketLiquidationsMarket dataPrice: quote asset. Size: Units of base assetn/a

Details

Futures contracts enable market participants to trade with leverage – that is, market participants are allowed to have a position with notional value greater than the amount of money they have in their account. This raises the possibility that market participants can lose more money than have in their account. To address this possibility, exchanges which offer futures products have a liquidation system that will attempt to close a market participant’s position before the point at which the market participant begins to owe more than what is in his account. A simplified example illustrates the process. Suppose a trader deposits $100 into an exchange and buys $10,000 worth of Bitcoin perpetual contracts resulting in a leverage of 100x. Also, suppose the current price of Bitcoin is $10,000. If the price declines to $9,900 (the “bankruptcy price”), the trader would be bankrupt. Therefore, the exchange sets the liquidation price for this trader’s position at $9,925 (the “liquidation price”). If the price declines to this liquidation price, the exchange will forcibly initiate a sell liquidation order to attempt to close the trader’s position.

Harmonization Discussion

Harmonization Discussion
Our liquidation data harmonizes liquidations data across various exchanges. Here we discuss some differences in how various exchanges report their liquidations data.

To deal with the differences described above, here we harmonize the data in the following way:

Examples

sample liquidations sample data

Resource history

Availability

For a full list of assets, exchanges, and markets, please consult the Coin Metrics Data Coverage file or the ‘/catalog-all/markets’ via the API.

Markets

Type of marketNumber of markets
Futures Markets6649

Assets

AssetNumber of markets
1inch6
aave8
abbc0
abt0
ada108
adx0
ae0
agi0
aion0
akro3
algo10
alpha2
amb0
ampl2
ankr2
ant2
aoa0
appc0
ar1
ardr0
ark0
ast0
atom10
ava0
avax9
badger3
bal9
band5
bat5
bcd0
bch189
bcn0
bcpt0
beam0
bft0
bht0
bix0
blz2
bnb13
bnb_mainnet0
bnt3
boa0
bsv159
btc881
btg0
btm2
bts2
btt2
busd1
bzrx1
cdt0
cel1
celo0
celr0
cennz0
chat0
chsb0
chz6
ckb0
cmct0
cmt0
cnd0
cnn0
comp9
cpay0
cro0
crpt0
crv6
csp0
ctc0
ctxc0
cvc3
cvt0
dai0
dash12
data0
dbc0
dcr0
dent0
dgb0
dgd0
dgtx0
dgx0
dia0
dmg3
dnt0
dock0
doge12
dot145
drgn5
dta0
dx0
egld4
ela0
elf0
eng0
enj2
eos182
eos_eth0
etc163
eth281
ethos0
etn0
etp0
eurs0
evx0
ewt0
fct3
fet0
fil48
foam0
ftm2
ftt1
fun0
fxc0
gas0
glm0
gno1
gnt0
go0
grin0
grs0
grt8
gt0
gtc_gamecom0
gusd0
gxs1
hbar1
hbtc0
hc_hypercash0
hedg0
hive0
hns0
hnt4
hot_holo0
hpt0
ht3
husd0
hxro0
icx1
ignis0
iht0
inj0
iost5
iotx0
iris0
itc0
jst2
kan0
kava3
kcs0
keep0
key0
kin1
kmd0
knc7
kp3r0
ksm5
lamb0
lba0
lbc0
lend8
leo2
leo_eos0
leo_eth0
link165
loki0
loom0
lpt0
lrc4
lsk1
ltc193
lto0
lun0
luna4
lym0
maid0
mana3
matic5
mco0
mda0
meta0
mft0
miota6
mith0
mkr6
mln0
mof0
mona0
mta3
mtl_metal0
mx0
mxc0
nano0
nas0
nav0
ncash0
near5
neo9
nexo0
nim0
nmr0
noia0
npxs0
nrg0
nu0
nuls0
nxm0
nxt0
oax0
ocean1
ocn0
octo0
ogn0
okb5
omg8
one_harmony0
ong_ontologygas0
ont6
orbs0
ost0
oxt0
pai0
pax0
paxg5
pay0
perp1
phx0
pivx0
pnk0
pnt0
poa0
pols0
poly0
powr0
ppt0
pro0
qash0
qkc0
qnt0
qsp0
qtum7
rcn_ripiocreditnetwork0
rdd0
rdn0
ren5
renbtc0
rep1
req0
rev0
rif0
rlc1
rose0
rsr5
rune4
rvn2
sai0
sc0
scrt0
seele0
shr0
sngls0
snt1
snx5
sol8
solve0
srm3
srn0
steem0
storj3
strat0
stx0
susd0
sushi10
swap0
swrv2
sxp6
sys0
tel0
tfuel0
theta10
tmtg0
tnb0
tnt0
tomo4
trac0
trb3
trx176
trx_eth0
tt0
tusd0
ubt0
uma2
uni12
uos0
uqc0
usdc0
usdk0
usdt727
usdt_eth0
usdt_trx0
ust0
utk0
vet5
via0
vib0
vlx0
vsys0
vtc0
vtho0
wan0
waves7
waxp0
wbtc0
weth0
wicc0
wnxm2
wpr0
wrx0
wtc0
wxt0
xaut6
xem2
xhv0
xlm10
xmr12
xns0
xrp190
xtz14
xvg0
xvs0
xyo0
xzc0
yamv20
yfi12
yfii6
yoyow0
zb0
zec13
zen3
zil4
zrx4

Exchanges

ExchangeNumber of marketsStart Date
Binance1602019-09-08
Bitfinex232019-07-03
BitMEX2702014-11-22
Deribit632017-01-06
FTX9122019-03-05
Huobi18552020-06-12
OKEx12152020-06-12
Kraken492020-09-06