Retrieves the historical time series liquidations for the specified instrument and exchange(s).
Deprecation Notice
As part of our ongoing efforts to improve our API and services, we will be deprecating this endpoint on June 28, 2024. This decision is in line with our commitment to providing high-quality, efficient, and secure API services to our users.
We encourage all users of this endpoint to transition to the Futures Liquidations Historical endpoint as soon as possible. This endpoint offers the same data, we have simply merged our Swaps data together with the Futures data. Therefore, "Swaps" data (aka Perpetual Futures) can now be found under the Futures section of the Amberdata API docs.
Time Range Limit
The maximum time range (difference between startDate and endDate) is 30 days.
Not specifying startDate and endDate
If the
startDateandendDatequery parameters are not provided, the API will not return any data. You must specify astartDatethat is not older than 30 days.
RESPONSE DATA
| Field | Type | Description |
|---|---|---|
| {metadata} | object | The metadata associated with the data. |
| {metadata}.startDate | number or string | The first date/time for which data is available. |
| {metadata}.endDate | number or string | The last date/time for which data is available. |
| [data] | array | The liquidation data corresponding to the columns fields, aggregated by exchange. |
| [data].exchange | string | The name of the exchange, as specified by the filter provided or representing the supported exchanges for this instrument. |
| [data].timestamp | number or string | The time at which the liquidation occurred. |
| [data].originalQuantity | number | The original quantity before the liquidation occurred. |
| [data].price | number | The price of the instrument at the time of the liquidation. |
| [data].side | string | The direction of the trade. |
| [data].status | string | The status of the liquidation. |
| [data].type | string | The type of liquidation. |
| [data].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-'till-canceled - etc |
| [data].action | string | The type of action taken during the liquidation process (for example: delete, insert, update, etc). |
| [data].orderId | string | The order identifier. |
| [data].unit | string | null | The units are on originalQuantityRefer to Liquidations - Information for more detail on unit |