Real-Time Crypto Liquidation Data - Liquidation Map, Long vs Short Breakdown and Large Liquidations
What is crypto liquidation data?
A liquidation happens when a leveraged futures position falls below the exchange's maintenance-margin requirements and the exchange force-closes it. Liquidations matter beyond the individual loss because they are forced flow: long liquidations can add sell-side flow and short liquidations can add buy-side flow — and both can cascade. This page collects liquidation data from Binance, Bybit and OKX in real time and presents it as a liquidation map (treemap), hourly statistics and a large-liquidation feed.
Long vs short liquidations
- Long liquidations: price falls far enough to force-close longs — forced selling adds downward pressure.
- Short liquidations: price rises far enough to force-close shorts — forced buying can fuel short squeezes.
When one side dominates the flow, the move is concentrated in that side's forced closures. After a heavy one-sided liquidation wave, reversals can occur as the forced flow subsides.
The liquidation map (treemap)
The treemap shows liquidation distribution across the market: larger cells mean larger liquidation volume for that coin, with color distinguishing long from short. Time filters from 1 to 24 hours make it quick to spot which coins just saw the most forced closures.
The liquidation heatmap (estimates)
Where liquidations are estimated to be concentrated if price reaches those levels lives on the separate liquidation heatmap page, built from open-interest changes and leverage bands. Reading the estimate against this page's real-time feed lets you compare the estimate with observed liquidations.
Using liquidation data
- Large single liquidations tend to cluster in high-volatility windows and are worth noting as a volatility flag.
- Long/short balance: a one-sided wave shows which side just experienced the larger forced unwind.
- Cross-exchange distribution: liquidations concentrated on one venue may reflect positions specific to that venue; simultaneous liquidations across venues point to a market-wide event.
Caveats
- Exchanges define and report liquidations differently, so cross-venue numbers aren't perfectly comparable.
- Small liquidations happen constantly; the signal is in large amounts compressed into short windows.
- Right after a major liquidation event, volatility can remain elevated — which may warrant extra risk management rather than treating the event as a standalone entry signal.
Related guides: liquidation data, long/short ratio, futures trading, risk management. Pair this page with long/short ratios and funding for a quick read on how crowded the market is.
Futures trading involves substantial risk. This data is for reference only and is not investment advice.