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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.

FieldDescription
idTokenId — internal unified token id
eExchange — e.g. bybit
dTimestamp — event time (ms, UTC)
sSymbol — exchange-native API symbol
bBase
qQuote
sdSide — direction of the liquidated position (buy or sell)
pPrice — liquidation price
pusdPriceUsd — USD-converted liquidation price (optional)
vVolume — liquidated size in base asset
vusdVolumeUsd — USD-converted liquidation volume (optional)

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
}

Ping / Keepalive

Send {"method":"PING"} periodically to keep the connection alive.

Pricing

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