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Join us on DiscordLive 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.
Aggregated across OKX, Bybit and Hyperliquid (Binance geo-blocks its liquidation stream, so it is excluded) · 406 coins tracked. Full-universe per-coin coverage is available on the API (Pro); historical liquidation series on Pro Plus.
These totals are rolling 24h windows, not flow. Each 1h/4h/12h/24h figure is a trailing-window level (grain.kind: rolling_window, sum_ok: false). Polling it and summing or differencing successive answers double-counts.
For incremental liquidation buckets use /backtesting/hl-liquidation-bars (Pro), built from the exact Hyperliquid fill tape. The API's count is liquidation events in the 24h window and source is the venues they came from.
See the fills behind the totals. The Hyperliquid liquidation tape records every fill exactly: coin, side, price, size, market or backstop.
Hyperliquid fill tape →Force-closes push price further the same way.
A liquidation is a leveraged position the exchange force-closes when margin runs out. A long liquidation is a forced sell (price dropped, longs wiped); a short liquidation is a forced buy (price rose, shorts squeezed).
Because forced closes push price further the same direction, they cascade — which is why liquidation surges frequently line up with short-term exhaustion and local reversals.
curl -H "X-API-Key: cdk_live_yourkey" \ "https://cryptodataapi.com/api/v1/market-intelligence/liquidations?exchange=all"
Full-universe coverage and per-coin liquidation maps are available on Pro; historical snapshots on Pro Plus. See the liquidations endpoint docs.
A liquidation is forced flow — mechanical, price-insensitive, and it overshoots. That makes the largest one-sided prints the most reliable mean-reversion setups in crypto, and the per-event Hyperliquid tape makes them testable fill by fill.
Build me a liquidation-cascade trading strategy on CryptoDataAPI data.
Read the live tape from /api/v1/market-intelligence/liquidations. Define what counts as a cascade (a top-percentile one-sided 5-minute bucket, sized relative to each coin's own normal flow, not absolute dollars), which side you take, and how fast you exit.
Then backtest it on the exact per-event Hyperliquid tape at /api/v1/backtesting/hl-liquidations joined to /api/v1/backtesting/klines. Charge taker fees both sides and assume you fill AFTER the cascade bucket closes, never inside it.
Report hit rate, profit factor, the worst single loss, and how the edge decays as you widen the entry percentile. If fading cascades only works in ranging markets, show that split.
Liquidation history is the clearest example of why capture beats scraping: no exchange serves it retroactively. Ours exists because we have been recording it since March 2026 — and for Hyperliquid, whose liquidations settle on-chain, every individual fill is captured exactly rather than inferred from open-interest drops.
curl -H "X-API-Key: cdk_live_yourkey" \ "https://cryptodataapi.com/api/v1/backtesting/hl-liquidations?coin=BTC&start=2026-07-23&limit=5000"
The merged multi-venue series begins 30 Mar 2026 and cannot be extended backwards — OKX and Bybit publish no liquidation history at all. Hyperliquid is the exception: its liquidations are on-chain, so deeper history is recoverable from node data.