Token-level liquidation volumes

Liquidation insight for derivatives exchanges

What is this endpoint for?

This endpoint returns the volumes of liquidations for derivatives contracts for a given asset. Data is aggregated across the interval requested, and expressed in USD value. Data is available for futures and perpetual futures. For exchange coverage, see Cefi derivative markets

Endpoint

https://<eu|us>.market-api.kaiko.io/v2/data/liquidation.v1/token/{asset}

Path Parameters

Parameter

Required?

Example

region

Yes

Choose between eu and us.

asset

Yes

Base asset. See Exchange trading pair codes (instruments)

Query Parameters

Parameter

Required

Description

Example

interval

The interval parameter is suffixed with h or d to specify hours or days, respectively. Any arbitrary value between one hour and one day can be used, as long as it sums up to a maximum of 1 day. Default: 1h

1h

page_size

Number of snapshots to return data for. See Pagination Default: 100

Maximum: 1000

10

sort

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

asc

start_time

Starting time in ISO 8601 (inclusive).

2025-01-01T00:00:00.000Z

end_time

Ending time in ISO 8601 (exclusive).

2025-01-04T00:00:00.000Z

Fields

Field

Description

Example

interval_time

Timestamp at which the interval begins in a readable format.

2025-03-17T00:00:00.000Z

interval_timestamp

Timestamp at which the interval begins. In milliseconds.

1742169600000000000

total_trades

The total number of long & short liquidation events.

703

total_amount

The total value of the long & short liquidations, expressed in USD.

4493384.579834212

long_trades

The total number of long liquidations.

275

long_amount

The total value of the long liquidations, expressed in USD

920343.8155558605

short_trades

The total number of short liquidations.

428

short_amount

The total value of the short liquidations, expressed in USD.

3573040.764278351

exchanges

A breakdown per exchange of the requested data

exchange

The specific exchange.

bbit

total_trades

The total number of long & short liquidation events for the specific exchange.

400

total_amount

The total value of the long & short liquidations for the specific exchange, expressed in USD.

2441098.7305411045

long_trades

The total number of long liquidations for the specific exchange.

131

long_amount

The total value of the long liquidations for the specific exchange, expressed in USD

303823.495563143

short_trades

The total number of short liquidations for the specific exchange.

269

short_amount

The total value of the short liquidations for the specific exchange, expressed in USD.

2137275.2349779615

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/token/eth?interval=1h&start_time=2025-01-31T09:00:01Z&end_time=2025-02-27T23:59:59Z&page_size=2'

##### 1. Import dependencies #####
import requests
import pandas as pd

##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
asset = "eth"

# ---- Optional parameters ---- #
interval = "1h"
sort = "desc"
page_size = 2
start_time = "2025-04-11T00:00:00.000Z"
end_time = "2025-04-12T00:00:00.000Z"

# ---- API key configuration ---- #
api_key = "YOUR_API_KEY"

##### 3. Get the data #####
# ---- Function to run an API call ---- # 
# Get the data in a dataframe --------- # 
def get_kaiko_liquidation_data(api_key: str, asset: str, start_time: str, end_time: str, interval: str, sort: str, page_size: int):
    headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
    
    url = f'https://us.market-api.kaiko.io/v2/data/liquidation.v1/token/{asset}'
    params = {
        "start_time": start_time,
        "end_time": end_time,
        "sort": sort,
        "page_size": page_size,
        "interval": interval
    }
    
    try:
        res = requests.get(url, headers=headers, params=params)
        res.raise_for_status() 
        data = res.json()
        
        if 'data' not in data:
            print("No data returned.")
            return pd.DataFrame() 
            
        df = pd.DataFrame(data['data'])
        
        # Handle pagination with continuation token
        while 'next_url' in data:
            next_url = data['next_url']
            if next_url is None:
                break
                
            res = requests.get(next_url, headers=headers)
            res.raise_for_status()
            data = res.json()
            
            if 'data' in data:
                df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
        
        return df
    except requests.exceptions.RequestException as e:
        print(f"API request error: {e}")
        print(f"Response status code: {e.response.status_code if hasattr(e, 'response') else 'N/A'}")
        print(f"Response text: {e.response.text if hasattr(e, 'response') else 'N/A'}")
        return pd.DataFrame() 

# ---- Get the data ---- #
df = get_kaiko_liquidation_data(
    api_key=api_key, 
    asset=asset, 
    start_time=start_time, 
    end_time=end_time,
    interval=interval, 
    sort=sort, 
    page_size=page_size
)

Response example


{
   "query": {
      "request_time": "2025-04-04T12:09:55.546Z",
      "query_start_time": "2025-01-31T09:00:01Z",
      "query_end_time": "2025-02-27T23:59:59Z",
      "data_start_time": "2025-01-31T09:00:00Z",
      "data_end_time": "2025-02-28T00:00:00Z",
      "start_time": "2025-02-27T22:00:00Z",
      "start_timestamp": 1740693600000,
      "end_time": "2025-02-28T00:00:00Z",
      "end_timestamp": 1740700800000,
      "page_size": 2,
      "sort": "desc",
      "token": "eth",
      "interval": "1h",
      "commodity": "liquidationEvents",
      "data_version": "v1"
   },
   "answer_time": "2025-04-04T12:09:55.574Z",
   "answer_timestamp": 1743768595574,
   "access": {
      "access_range": {
         "start_timestamp": 1688428800000,
         "end_timestamp": 2177539199000
      },
      "data_range": {
         "start_timestamp": null,
         "end_timestamp": null
      }
   },
   "data": [
      {
         "interval_time": "2025-02-27T23:00:00Z",
         "interval_timestamp": 1740697200000000000,
         "total_trades": 40,
         "total_amount": 474520.3599480028,
         "long_trades": 2,
         "long_amount": 11062.85615080547,
         "short_trades": 38,
         "short_amount": 463457.50379719737,
         "exchanges": [
            {
               "exchange": "bbit",
               "total_trades": 17,
               "total_amount": 281481.78156436956,
               "long_trades": 0,
               "long_amount": 0,
               "short_trades": 17,
               "short_amount": 281481.78156436956
            },
            {
               "exchange": "okex",
               "total_trades": 23,
               "total_amount": 193038.57838363323,
               "long_trades": 2,
               "long_amount": 11062.85615080547,
               "short_trades": 21,
               "short_amount": 181975.72223282777
            }
         ]
      },
    /*---*/
"continuation_token": "4AQYBmrXFXrfMgzPkwxZmPNbc7WvZ1vVyZfqFXgjH9iCzvLnGZMMQTLoXwGdCLrB3DXwBVD9eSh2BjdpvsKGeWx9cBQfVc88qsDr64eCyNCNguwka8DLYbtT9F57FxpMFzrFyCTqiHMGBqdJsRj4K51oD2RmMK9oXwEB4o6VpQDWFvG3W5ndFJT13Uxvyycw41hgU2xDs6KTqSpzPrqmCwdeMzX2L71FUrhziwv7VXp9Txwz8Jac6wjGEJZpxYG7C3tF48YMN7hoSUvrXco9VxoDDpdSfduib8wtHjhjGV1re4z4CKBj6FcLakVvvVV1HoJLzpNbf7yMJZdyrTKXRYec6b",
   "next_url": "https://us.market-api.kaiko.io/v2/data/liquidation.v1/token/eth?continuation_token=4AQYBmrXFXrfMgzPkwxZmPNbc7WvZ1vVyZfqFXgjH9iCzvLnGZMMQTLoXwGdCLrB3DXwBVD9eSh2BjdpvsKGeWx9cBQfVc88qsDr64eCyNCNguwka8DLYbtT9F57FxpMFzrFyCTqiHMGBqdJsRj4K51oD2RmMK9oXwEB4o6VpQDWFvG3W5ndFJT13Uxvyycw41hgU2xDs6KTqSpzPrqmCwdeMzX2L71FUrhziwv7VXp9Txwz8Jac6wjGEJZpxYG7C3tF48YMN7hoSUvrXco9VxoDDpdSfduib8wtHjhjGV1re4z4CKBj6FcLakVvvVV1HoJLzpNbf7yMJZdyrTKXRYec6b"
}

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