market:futures:liquidations

Subscribes/Unsubscribes to market futures Liquidations data.


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Important Update: WebSocket Endpoint Migration

We are excited to announce an upgrade to our WebSocket service! To ensure that our users enjoy enhanced reliability and performance, we have migrated our WebSocket endpoint. Please update your applications to connect to the new endpoint as described here:

  • Old Endpoint: wss://ws.web3api.io/
  • New Endpoint: wss://ws.amberdata.com/futures

Action Required

Users are required to update the endpoint URL in their applications. The good news is that the response JSON schemas remain unchanged, so you can expect a seamless transition with minimal adjustments needed on your end.

Support

We understand that changes like these can raise questions. Our support team is here to assist with any issues or concerns you may have during this migration process. Please don’t hesitate to contact us for support at: [email protected].

We appreciate your prompt action to migrate to the new WebSocket endpoint.

Once you're connected to this subscription: wss://ws.amberdata.com/futures, you must provide either the instrument or exchange - one needs to be specified, both cannot be empty.

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));
});