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
Reported Liquidation Buy Orders (Units), 5 Min
Native Units
5m
Reported Liquidation Buy Orders (Units), 1 Hour
Native Units
1h
Reported Liquidation Buy Orders (Units), 1 Day
Native Units
1d
Reported Liquidation Buy Orders (USD), 5 Min
USD
5m
Reported Liquidation Buy Orders (USD), 1 Hour
USD
1h
Reported Liquidation Buy Orders (USD), 1 Day
USD
1d
Reported Liquidation Sell Orders (Units), 5 Min
Native Units
5m
Reported Liquidation Sell Orders (Units), 1 Hour
Native Units
1h
Reported Liquidation Sell Orders (Units), 1 Day
Native Units
1d
Reported Liquidation Sell Orders (USD), 5 Min
USD
5m
Reported Liquidation Sell Orders (USD), 1 Hour
USD
1h
Reported Liquidation Sell Orders (USD), 1 Day
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.
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:
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)
Last updated