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 Cefi derivative markets.
Endpoint
https://{region}.market-api.kaiko.io/v2/data/liquidation.v1/trades/{exchange}/{instrument_class}/{instrument}Path Parameters
region
Yes
Choose between:
eu
us
instrument_class
Yes
Choose between :
future
perpetual-future
Query Parameters
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
Fields
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'##### 1. Import dependencies #####
import requests
import pandas as pd
from urllib.parse import urlencode
##### 2. Choose the value of the query's parameters #####
# ---- Required parameters ---- #
exchange = "bbit"
instrument_class = "perpetual-future"
instrument = "eth-usdt"
# ---- Optional parameters ---- #
page_size = 10
sort = "desc"
start_time = "2025-04-12T00:00:00Z"
end_time = "2025-04-12T08:00:00Z"
# ---- 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_trades(api_key: str, exchange: str, instrument_class: str, instrument: str,
start_time: str, end_time: str, sort: str, page_size: int):
headers = {'Accept': 'application/json', 'X-Api-Key': api_key}
base_url = f'https://us.market-api.kaiko.io/v2/data/liquidation.v1/trades/{exchange}/{instrument_class}/{instrument}'
params = {
"start_time": start_time,
"end_time": end_time,
"sort": sort,
"page_size": page_size
}
# Debug: Show the URL being generated
query_string = urlencode(params)
full_url = f"{base_url}?{query_string}"
print(f"DEBUG - Making request to URL: {full_url}")
print(f"DEBUG - Headers: {headers}")
try:
res = requests.get(base_url, headers=headers, params=params)
# Debug: Show the actual URL that requests used
print(f"DEBUG - Actual request URL: {res.url}")
print(f"DEBUG - Response status code: {res.status_code}")
res.raise_for_status()
data = res.json()
if 'data' not in data:
print("No data returned.")
return pd.DataFrame()
df = pd.DataFrame(data['data'])
print(f"DEBUG - Initial data fetch successful, got {len(df)} records")
# Handle pagination with continuation token
page_count = 1
while 'next_url' in data:
next_url = data['next_url']
if next_url is None:
break
print(f"DEBUG - Fetching page {page_count + 1} with URL: {next_url}")
res = requests.get(next_url, headers=headers)
res.raise_for_status()
data = res.json()
if 'data' in data:
new_records = len(data['data'])
df = pd.concat([df, pd.DataFrame(data['data'])], ignore_index=True)
print(f"DEBUG - Fetched additional {new_records} records, total now: {len(df)}")
page_count += 1
else:
print("DEBUG - No more data in pagination response")
break
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 ---- #
print("Starting API request...")
df = get_kaiko_liquidation_trades(
api_key=api_key,
exchange=exchange,
instrument_class=instrument_class,
instrument=instrument,
start_time=start_time,
end_time=end_time,
sort=sort,
page_size=page_size
)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"
}Last updated
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