Derivative liquidation events

Each and every derivative liquidation event

What is this endpoint for?

This endpoint returns all derivative liquidation events for a given instrument on an exchange. It includes all details available for the event like price and position. Data is available for futures and perpetual futures. For exchange coverage, see Derivatives markets - centralized.

Endpoint

https://{region}.market-api.kaiko.io/v2/data/liquidation.v1/trades/{exchange}/{instrument_class}/{instrument}

Path Parameters

Parameter
Required?
Example

region

Yes

Choose between: eu us

exchange

Yes

Exchange code. See Exchange codes

instrument_class

Yes

Choose between : future perpetual-future

instrument

Yes

Query Parameters

Parameter
Required
Description
Example

start_time

No

Starting time in ISO 8601 (inclusive). Automatically included in continuation tokens.

2025-01-23T00:01:00.000Z

end_time

No

Ending time in ISO 8601 (exclusive). Automatically included in continuation tokens.

2025-02-25T23:59:00.000Z

sort

No

Return the data in ascending (asc) or descending (desc) order. Default: desc

asc

page_size

No

See Pagination Default: 100

Maximum: 1000

500

Fields

Field
Description
Example

amount

The quantity, displayed in base currency.

0.113

amount_quote

The quantity, displayed in the quote asset.

9362.592400000001

amount_usd

The quantity, displayed in USD.

9359.689996356

price

The price at which the liquidation was executed, displayed in USD.

82854.8

rate

Rate used to convert quote currency to USD. For example: 1 USDT = 0.997 USD

0.99969

position_side

The position liquidated

long

timestamp

The timestamp provided by the exchange or the collection timestamp in Unix Timestamp (in milliseconds)

1741785829372000000

trade_id

Unique trade ID (unique to the exchange). In case the exchange does not provide an ID, we generate it ourselves.

d472cae0135..dfdh6_g

Request examples

curl --compressed -H 'Accept: application/json' -H 'X-Api-Key: <client-api-key>' \
'https://us.market-api.kaiko.io/v2/data/liquidation.v1/trades/bbit/perpetual-future/eth-usdt?start_time=2025-04-12T00:00:00Z&end_time=2025-04-12T08:00:00Z&page_size=10'

Response example

```json
{
   "query": {
      "exchange": "bbit",
      "instrument": "eth-usdt",
      "instrument_class": "perpetual-future",
      "commodity": "liquidationEvents",
      "request_time": "2025-04-04T11:58:32.545Z",
      "start_time": "2025-02-12T00:00:01.000Z",
      "start_timestamp": 1739318401000,
      "end_time": "2025-02-24T23:59:37.000Z",
      "end_timestamp": 1740441577000,
      "page_size": 10,
      "sort": "desc",
      "data_version": "v1"
   },
   "answer_time": "2025-04-04T11:58:32.554Z",
   "answer_timestamp": 1743767912554,
   "access": {
      "access_range": {
         "start_timestamp": 1688428800000,
         "end_timestamp": 2177539199000
      },
      "data_range": {
         "start_timestamp": null,
         "end_timestamp": null
      }
   },
   "data": [
      {
         "amount": 0.1,
         "amount_quote": 249.77100000000002,
         "amount_usd": 249.76370743089532,
         "price": 2497.71,
         "rate": 0.9999708029791101,
         "position_side": "long",
         "timestamp": 1740441553739,
         "trade_id": "376def42502a7a307b85d7ffdebec8c8c08990b19f6fb165e0f97c8fd058a1b2"
      },
      {
         "amount": 0.04,
         "amount_quote": 99.7556,
         "amount_usd": 99.75268743366291,
         "price": 2493.89,
         "rate": 0.9999708029791101,
         "position_side": "long",
         "timestamp": 1740441446020,
         "trade_id": "f1062a8c42743ffbddc3d129d65f1ae6848227b871361d6fd66f3bbbbb4b10da"
      },
        /*---*/
    ],
    */....
    
"continuation_token": "3RuQ1KYk3AEZTJXXqsaUMrdUKSYH4CVdGUFQCZC5pts7AYMafCjbnYSuedeLMFu72PsXKepcvdtpvZmNzXmotWV1ARAF8hJxLfaDXn75MmkN3zMq6ma9Ym",
   "next_url": "https://us.market-api.kaiko.io/v2/data/liquidation.v1/trades/bbit/perpetual-future/eth-usdt?continuation_token=3RuQ1KYk3AEZTJXXqsaUMrdUKSYH4CVdGUFQCZC5pts7AYMafCjbnYSuedeLMFu72PsXKepcvdtpvZmNzXmotWV1ARAF8hJxLfaDXn75MmkN3zMq6ma9Ym"
}

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