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Liquidation history (time series for one symbol)

GET 
/api/v1/liquidation/symbol-history

Bucketed long / short liquidation USD over time for a single (base, quote) pair, joined with the futures-candle close as a reference price line. Long/short USD comes from cex.liquidation (Side='sell' = long position liquidated, 'buy' = short). Price comes from candle.futures_1m on the requested exchange — or Binance as the reference when none is specified. Cached ~30s server-side.

Request​

Query Parameters

    symbol stringrequired

    Base asset

    quote string

    Quote asset

    Default value: USDT
    exchange string

    Optional exchange filter for the liquidation aggregation. The price line stays on Binance unless this is set.

    interval string

    Possible values: [5m, 15m, 1h]

    Bucket interval

    Default value: 5m
    window string

    Possible values: [24h, 72h, 7d]

    Lookback window

    Default value: 24h

Header Parameters

    X-DTMX-APIKEY stringrequired

    Your DataMaxi+ API key

Responses​

OK

Schema

    buckets

    object[]

  • Array [

    • longUsd number

    Liquidated long positions in USD over this bucket (Side='sell').

    price number

    Candle close mid for the same bucket. nil when no candle exists (very early in a newly listed pair, or when the price feed is down). FE renders the price line with connectNulls=false so gaps stay visible instead of being smoothed across.

    shortUsd number

    Liquidated short positions in USD over this bucket (Side='buy').

    totalUsd number

    Convenience sum so the FE can drive a "total" line without re-add.

    ts integer

    Unix ms timestamp at the start of the interval bucket.

  • ]

    • exchange string
    generatedAt integer
    interval string
    quote string
    symbol string
    totalLongUsd number

    Totals over the window — handy for a header line without making the FE re-aggregate the bucket list.

    totalShortUsd number
    window string
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