get https://api.amberdata.com/markets/futures/liquidations/
Retrieves the historical (time series) liquidations data for the specified futures instrument.
Time Range Limit
The maximum time range (difference between startDate and endDate) is 731 days (2 years).
Not specifying startDate and endDate
If the
startDate
andendDate
query parameters are not provided, the API will return the data from the previous 24 hours.
Response Data
Fields and paths are relative to the top-level payload
field i.e. metadata.next
is equivalent to payload.metadata.next
.
JSON Field/Path | Value Type | Optional | Description |
---|---|---|---|
metadata.next | string | Pagination | |
metadata.api-version | string | The API version of this response. | |
data[index].instrument | array | The futures instrument whose liquidation data was requested for. | |
data[index].exchange | string | The exchange on which this liquidation data is from. | |
data[index].exchangeTimestamp | number |string | ||
data[index].exchangeTimestampNanoseconds | number | ||
data[index].action | string | This field will show as null for all exchanges except Bitmex | |
data[index].orderId | string | This field will show as null for most exchanges except Deribit and Bitmex. | |
data[index].side | string | The direction of the liquidation. | |
data[index].status | string | The status of the liquidation. | |
data[index].type | string | The type of the liquidation. | |
data[index].price | number | The price of the instrument at the time of liquidation. | |
data[index].volume | number | The volume at the time of the liquidation. | |
data[index].positionType | string | ||
data[index].timeInForce | string | How long the order is to remain active before it is executed or expires, for example: - IOC: immediate-or-cancel - FOK: fill-or-kill - GTC: good-until-canceled | |
data[index].unit | string | The units are for volume Refer to Liquidations - Information for more detail on unit. |