v1

latestOpenAPI 3.0.2Apache 2.02026-07-17189642856.1 KB

Timeseries stream

Market liquidations

Returns a WebSocket stream of liquidations for specified markets.<br/> If you are falling behind (slow client) you will get warning message first, then error message and disconnection will happen.

get/timeseries-stream/market-liquidations

Query parameters

marketsstring[] required

Comma separated list of markets or market patterns like exchange-* or exchange-*-spot or *USDT-future.<br/> Use a corresponding /catalog-all-v2/market-{dataType} endpoint for the full list of supported markets for a given data type.

backfill'latest' | 'none'

What data should be sent upon a connection.<br/> By default the latest values are sent just before real-time data.

prettyboolean

Human-readable formatting of JSON responses.

Response

Liquidation WebSocket message.

marketstring required

Unique name of the market.

timestring required

The time in ISO 8601 date-time format. Always with nanoseconds precision.

coin_metrics_idstring required

ID of a liquidation (unique per exchange market). We are using exchange reported value if exchange reports a unique numeric liquidation id. If exchange reports liquidation id as a string we convert to numeric using Bijective mapping from exchange reported liquidation id's string. If exchange doesn't report unique ID we transform it using exchange reported data to form a unique value per market.

amountstring required

The amount of the base asset liquidated.

pricestring required

The price of the base asset quoted in the quote asset that the liquidation was executed at.

sidestring

The market order side. "buy" means that an ask was removed from the book by an incoming buy order, "sell" means that a bid was removed from the book by an incoming sell order.

typestring required

The liquidation type. "trade" means that liquidation was executed, "order" means that the order was placed for the liquidation at the timestamp of the data entry but it wasn't necessarily executed yet.

cm_sequence_idstring required

The monotonically increasing message number, resets on disconnection.