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Liquidation Feed

Firehose stream — every liquidation event the collector observes across every exchange + symbol, with no subscribe step. Open the connection and the stream is live.

Use this when you want a global tape of liquidations (e.g. a "liquidation ticker" widget, market-wide volume aggregations, ML features). For per-symbol streams use the /ws/v1/liquidation endpoint instead — that one costs less per active venue and lets you scope to specific pairs.

Connect​

websocat wss://api.datamaxiplus.com/ws/v1/liquidation/feed -H 'X-DTMX-APIKEY: $YOUR_API_KEY'

Subscribe​

No subscribe protocol. The server auto-subscribes the connection to the broadcast key on accept — every liquidation message that lands in NATS is fanned out to every connected client.

The connection still accepts {"method":"PING"} for keepalive parity with the other WS endpoints; any other client message is silently ignored.

Response​

Same pb.Liquidation payload as the per-symbol stream — see Liquidation → Response for the field reference. Every liquidation is delivered as a separate WS message in the order the collector observed it.

Example​

{
  "id": "bitcoin",
  "e": "bybit",
  "d": 1776826789123,
  "s": "BTC-USDT",
  "b": "BTC",
  "q": "USDT",
  "sd": "buy",
  "p": 76321.5,
  "pusd": 76321.5,
  "v": 0.125,
  "vusd": 9540.18
}

Throughput notes​

  • Peak volume during liquidation cascades has hit ~2k events/sec on cross-market crashes. Make sure your client can drain the WS frame buffer at that rate — the server applies a per-connection write queue with a configurable cap, and connections that block too long get dropped.
  • The feed is best-effort under cascade pressure. We do not buffer for slow clients; if your read loop falls behind you'll miss events. Re-subscribe on disconnect; there's no replay.
  • If your use case is "I want everything for one symbol with delivery guarantees during cascades", use the per-symbol stream with a slow-client-aware NATS consumer on your side.

Ping / Keepalive​

Send {"method":"PING"} periodically to keep the connection alive through proxies / load balancers. The server extends the connection life on any non-empty client frame.

Pricing​

Connection is free. There's no per-subscribe credit since there's no subscribe protocol — billing happens at the connection-time gate.