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

NameMetricIDUnitInterval

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.

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>"
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>"
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>"

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:

markettimeliquidations_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)

Last updated