market:futures:liquidations

Once you're connected to this subscription: wss://ws.amberdata.com/futures, every subscription message must include an explicit instrument. This is mandatory across all market types.

You must always specify the instrument.
For Futures and Options, you must also include the exchange field.

See here for more details and examples.

Request

{
  "jsonrpc" : "2.0",
  "id"      : 1,
  "method"  : "subscribe",
  "params"  : [ "market:futures:liquidations", { "instrument": "BTCUSDT", "exchange": "binance" } ]
}

Param	Type	Description
instrument	`string`	The asset instrument.
exchange	`string`	The 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
        }
    }
}

Field	Type	Description
exchange	`string`	The exchange name.
instrument	`string`	The instrument name.
timestamp	`number`	The time at which the liquidation took place.
price	`number`	The price at which the liquidation occurred.
side	`string`	Indicates whether the liquidated position was a buy or sell.
status	`string`	The status of the order at the time of the message.
type	`string`	The type of order that was liquidated.
timeInForce	`string`	Describes how long an order will remain active before it is executed or expires.
action	`string`	This field will show as `null` for all exchanges except Bitmex.
orderId		An identifier for the specific order that was liquidated (this field will show as `null` for most exchanges except Deribit and Bitmex).
volume	`number`	The 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));
});