RESTWebsocketsamberLensAWS S3SnowflakeGoogle BigQueryAsset Reference & Classification
API Documentation

market:futures:liquidations

Subscribes/Unsubscribes to market futures Liquidations data.

Once you're connected to this subscription: wss://ws.amberdata.com/futures, your subscription message must include either a pair/instrument or an exchange field. At least one must be specified — both cannot be empty.

🗒️

Note:

  • Instrument-level wildcards (e.g., "instrument": "ALL") are no longer supported.
  • Exchange-level wildcard subscriptions are only supported for Spot markets.
  • For Futures and Options, you must subscribe using explicit instrument-level subscriptions. See here for more details.

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:futures:liquidations", { "instrument": "BTCUSDT", "exchange": "binance" } ]
}
ParamTypeDescription
instrumentstringThe asset instrument.
exchangestringThe exchange for which to retrieve asset instruments.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "bc79013c-6051-49ff-b4d5-754082bf8e47",
        "result": {
            "exchange": "binance",
            "instrument": "AEVOUSDT",
            "timestamp": 1711571204802,
            "price": 2.9643448,
            "side": "SELL",
            "status": "FILLED",
            "type": "LIMIT",
            "timeInForce": "IOC",
            "action": null,
            "orderId": null,
            "volume": 31
        }
    }
}
FieldTypeDescription
exchangestringThe exchange name.
instrumentstringThe instrument name.
timestampnumberThe time at which the liquidation took place.
pricenumberThe price at which the liquidation occurred.
sidestringIndicates whether the liquidated position was a buy or sell.
statusstringThe status of the order at the time of the message.
typestringThe type of order that was liquidated.
timeInForcestringDescribes how long an order will remain active before it is executed or expires.
actionstringThis field will show as null for all exchanges except Bitmex.
orderIdAn identifier for the specific order that was liquidated (this field will show as null for most exchanges except Deribit and Bitmex).
volumenumberThe amount of the asset that was liquidated.

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.amberdata.com/futures', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params: ['market:futures:liquidations', {'instrument': 'XRPUSDT', 'exchange': 'binance'}],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});