Live cross-exchange liquidations across the perpetual-futures market — how much leverage was force-closed, and which side got hit. A running read on where traders are getting squeezed.
Top coins by 24h liquidations. Tile brightness scales with size; the bar shows the long/short split.
Figures are cross-exchange aggregates covering major derivatives venues; 1336 coins tracked. Full-universe per-coin coverage and historical liquidation series are available on the API (Pro Plus).
A liquidation is a leveraged position that the exchange force-closes because the trader ran out of margin. A long liquidation is a forced sell — it happens when price drops and over-leveraged longs get wiped. A short liquidation is a forced buy — price rose and shorts got squeezed.
When one side dominates, it often marks a fast, emotional move. Big long-liquidation spikes cluster around sharp sell-offs; short-liquidation spikes around violent rallies. Because forced closes push price further in the same direction, they can cascade — which is why liquidation surges frequently line up with short-term exhaustion and local reversals.
Query cross-exchange liquidations per coin, filtered by exchange coin-set, with long/short splits across 1h/4h/12h/24h windows:
curl -H "X-API-Key: cdk_live_yourkey" \ "https://cryptodataapi.com/api/v1/market-intelligence/liquidations?exchange=all"
Full-universe coverage, per-coin liquidation maps and historical snapshots are available on Pro Plus. See the liquidations endpoint docs.