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Liquidation

Real-time stream of futures liquidation events. Unlike other feeds, liquidation is event-driven — one message per liquidation, with no snapshot or "current state". The stream stays idle on a subscribed {symbol}@{exchange} pair until a liquidation actually fires.

Connect

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

Subscribe

params is a list of {symbol}@{exchange} entries. symbol is the exchange's native API symbol.

{ "method": "SUBSCRIBE", "params": [ string ], "id": int32 }

Response

protojson-encoded pb.Liquidation.

Schema
    idstring

    internal unified token id

    estring

    e.g. bybit

    dinteger

    event time (ms, UTC)

    sstring

    exchange-native API symbol

    bstring

    Base

    qstring

    Quote

    sdstring

    direction of the liquidated position (buy or sell)

    pnumber

    liquidation price

    pusdnumber

    USD-converted liquidation price (optional)

    pfiatnumber

    liquidation price converted to the requested fiat/quote currency (optional)

    vnumber

    liquidated size in base asset

    vusdnumber

    USD-converted liquidation volume (optional)

    vfiatnumber

    liquidated volume converted to the requested fiat/quote currency (optional)

Ping / Keepalive

Connection keepalive is server-managed — the server sends WebSocket protocol Ping frames every 30 seconds and standard WebSocket libraries respond with Pong automatically. Clients do not need to send an application-level {"method":"PING"} to stay connected.

See WebSocket API › Ping for details.

Pricing

Each subscribe request is billed 1 credit regardless of how many pairs are in params. The connection itself is free.