Liquidation Metrics

The reported liquidation metrics are a sum of all reported volume in native units or U.S. Dollars of buy or sell orders that were used to close short positions under liquidation for a specific market in our coverage universe.

Metrics

Name	MetricID	Unit	Interval
Reported Liquidation Buy Orders (Units), 5 Min	liquidations_reported_future_buy_units_5m	Native Units	5m
Reported Liquidation Buy Orders (Units), 1 Hour	liquidations_reported_future_buy_units_1h	Native Units	1h
Reported Liquidation Buy Orders (Units), 1 Day	liquidations_reported_future_buy_units_1d	Native Units	1d
Reported Liquidation Buy Orders (USD), 5 Min	liquidations_reported_future_buy_usd_5m	USD	5m
Reported Liquidation Buy Orders (USD), 1 Hour	liquidations_reported_future_buy_usd_1h	USD	1h
Reported Liquidation Buy Orders (USD), 1 Day	liquidations_reported_future_buy_usd_1d	USD	1d
Reported Liquidation Sell Orders (Units), 5 Min	liquidations_reported_future_sell_units_5m	Native Units	5m
Reported Liquidation Sell Orders (Units), 1 Hour	liquidations_reported_future_sell_units_1h	Native Units	1h
Reported Liquidation Sell Orders (Units), 1 Day	liquidations_reported_future_sell_units_1d	Native Units	1d
Reported Liquidation Sell Orders (USD), 5 Min	liquidations_reported_future_sell_usd_5m	USD	5m
Reported Liquidation Sell Orders (USD), 1 Hour	liquidations_reported_future_sell_usd_1h	USD	1h
Reported Liquidation Sell Orders (USD), 1 Day	liquidations_reported_future_sell_usd_1d	USD	1d

API Endpoints

Liquidation metrics can be accessed using these endpoints:

• timeseries/exchange-metrics

• timeseries/exchange-asset-metrics

• timeseries/pair-metrics

and by passing in the liquidation_reported_* metrics in the metrics parameter.

Shell

curl --compressed "https://api.coinmetrics.io/v4/timeseries/exchange-metrics?exchanges=binance&metrics=liquidations_reported_future_sell_usd_1d&limit_per_exchange=1&api_key=<your_key>"

Python

import requests
response = requests.get('https://api.coinmetrics.io/v4/timeseries/exchange-metrics?exchanges=binance&metrics=liquidations_reported_future_sell_usd_1d&limit_per_exchange=1&api_key=<your_key>
print(response)

Python Client

from coinmetrics.api_client import CoinMetricsClient

api_key = "<API_KEY>"
client = CoinMetricsClient(api_key)

print(
    client.get_exchange_metrics(
        exchanges=["binance"], metrics=['liquidations_reported_future_sell_usd_1d'], frequency='1d', limit_per_market=1
    ).to_dataframe()
)

Shell

curl --compressed "https://api.coinmetrics.io/v4/timeseries/exchange-asset-metrics?exchange_assets=binance-btc&metrics=liquidations_reported_future_sell_usd_1d&limit_per_exchange_asset=1&api_key=<your_key>"

Python

import requests
response = requests.get('https://api.coinmetrics.io/v4/timeseries/exchange-asset-metrics?exchange_assets=binance-btc&metrics=liquidations_reported_future_sell_usd_1d&limit_per_exchange_asset=1&api_key=<your_key>
print(response)

Python Client

from coinmetrics.api_client import CoinMetricsClient

api_key = "<API_KEY>"
client = CoinMetricsClient(api_key)

print(
    client.get_exchange_asset_metrics(
        exchanges=["binance-btc"], metrics=['liquidations_reported_future_sell_usd_1d'], frequency='1d', limit_per_market=1
    ).to_dataframe()
)

Shell

curl --compressed "https://api.coinmetrics.io/v4/timeseries/pair-metrics?pairs=btc-usd&metrics=liquidations_reported_future_sell_usd_1d&limit_per_pair=1&api_key=<your_key>"

Python

import requests
response = requests.get('https://api.coinmetrics.io/v4/timeseries/pair-metrics?pairs=btc-usd&metrics=liquidations_reported_future_sell_usd_1d&limit_per_pair=1&api_key=<your_key>
print(response)

Python Client

from coinmetrics.api_client import CoinMetricsClient

api_key = "<API_KEY>"
client = CoinMetricsClient(api_key)

print(
    client.get_pair_metrics(
        pairs=["btc-usd"], metrics=['liquidations_reported_future_sell_usd_1d'], frequency='1d', limit_per_market=1
    ).to_dataframe()
)

Details

Our reported liquidations metric is an aggregation of the reported liquidations from an exchange.

Examples

A sample of the daily reported liquidation buy orders for the Binance BTCUSDT futures market is shown below:

market	time	liquidations_reported_future_buy_units_1d
binance-BTCUSDT-future	2022-01-01 00:00:00	84.918
binance-BTCUSDT-future	2022-01-02 00:00:00	80.595
binance-BTCUSDT-future	2022-01-03 00:00:00	74.007
binance-BTCUSDT-future	2022-01-04 00:00:00	109.399

• market. The IDs of the markets.

• time. The time in ISO 8601 date-time format.

• liquidations_reported_future_buy_units_1d. The reported volume of liquidation buy orders in native units.

Release History

• Release Version. Market Data Feed 2.6 (July 2022)