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 Markets4497

Assets

AssetNumber of markets
aave7
abbc0
abt0
ada75
adx0
ae0
agi0
aion0
akro1
algo9
amb0
ampl1
ankr1
ant2
aoa0
appc0
ar0
ardr0
ark0
ast0
atom9
ava0
avax7
bal6
band3
bat3
bcd0
bch128
bcn0
bcpt0
beam0
bft0
bht0
bix0
blz1
bnb11
bnb_mainnet0
bnt0
boa0
bsv104
btc620
btg0
btm2
bts0
btt1
busd0
bzrx1
cdt0
cel0
celo0
celr0
cennz0
chat0
chsb0
chz2
ckb0
cmct0
cmt0
cnd0
cnn0
comp8
cpay0
cro0
crpt0
crv5
csp0
ctc0
ctxc0
cvc2
cvt0
dai0
dash11
data0
dbc0
dcr0
dent0
dgb0
dgd0
dgtx0
dgx0
dia0
dmg2
dnt0
dock0
doge7
dot86
drgn4
dta0
dx0
egld1
ela0
elf0
eng0
enj1
eos124
eos_eth0
etc109
eth150
ethos0
etn0
etp0
eurs0
evx0
ewt0
fct3
fet0
fil19
foam0
ftm1
ftt0
fun0
fxc0
gas0
glm0
gno1
gnt0
go0
grin0
grs0
gt0
gtc_gamecom0
gusd0
gxs1
hbar0
hc_hypercash0
hedg0
hive0
hns0
hnt4
hot_holo0
hpt0
ht3
husd0
hxro0
icn0
icx1
ignis0
iht0
iost4
iotx0
iris0
itc0
jst2
kan0
kava2
kcs0
key0
kin0
kin10
kin30
kmd0
knc6
ksm4
lamb0
lba0
lend7
leo2
leo_eos0
leo_eth0
link107
loki0
loom0
lpt0
lrc2
lsk1
ltc131
lun0
luna1
lym0
maid0
mana0
matic4
mco0
mda0
meta0
mft0
miota5
mith0
mkr5
mln0
mof0
mona0
mtl_metal0
mx0
mxc0
nano0
nas0
nav0
ncash0
neo9
nexo0
nmr0
npxs0
nrg0
nuls0
nxm0
nxt0
oax0
ocean1
ocn0
ogn0
okb4
omg7
one_harmony0
ong_ontologygas0
ont4
orbs0
ost0
oxt0
pai0
pax0
paxg4
pay0
phx0
pivx0
pnk0
pnt0
poa0
poly0
powr0
ppt0
pro0
qash0
qkc0
qnt0
qsp0
qtum5
rcn_ripiocreditnetwork0
rdd0
rdn0
ren3
renbtc0
rep1
req0
rev0
rhoc0
rif0
rlc1
rsr4
rune3
rvn0
sai0
salt0
sc0
seele0
shr0
sngls0
snt1
snx4
sol4
solve0
srm2
srn0
steem0
storj3
strat0
stx0
sushi8
swrv2
sxp5
sys0
tfuel0
theta9
tmtg0
tnb0
tnt0
tomo4
trac0
trb3
trx119
trx_eth0
tt0
tusd0
ubt0
uma1
uni9
uos0
uqc0
usdc0
usdk0
usdt452
usdt_eth0
usdt_trx0
utk0
veri0
vet5
via0
vib0
vlx0
vsys0
vtc0
vtho0
wan0
waves6
waxp0
wbtc0
weth0
wicc0
wnxm2
wpr0
wrx0
wtc0
wxt0
xaut5
xem1
xhv0
xlm8
xmr11
xns0
xrp129
xtz12
xvg0
xyo0
xzc0
yam0
yamv20
yfi11
yfii5
yoyow0
zb0
zec13
zen2
zil2
zrx3

Exchanges

ExchangeNumber of marketsStart Date
Binance1012019-09-08
Bitfinex152019-07-03
BitMEX2262014-11-22
Deribit542017-01-06
FTX4872019-03-05
Huobi12362020-06-12
OKEx7782020-06-12
Kraken292020-09-06