Crypto liquidation data, free.

Live crypto liquidation prints are free on Basis for venues that publish them. The panel separates long and short forced closures, totals the visible session and keeps the feed beside price and open interest without requiring an account or API key.

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What you get

  • Live forced-liquidation events normalized into long and short position closures
  • Notional value per event so a large contract print is not visually equal to a small one
  • Session total, long-liquidation share and largest visible event for quick context
  • Price and open interest beside the feed for checking whether leverage was actually removed
  • Venue capability and availability labels instead of pretending every exchange publishes identical data
  • A derivatives workflow that also includes funding, positioning and taker flow around the same market

Why this is usually paid for

Liquidation feeds are often sold because they are visually dramatic, time-sensitive and difficult to reconstruct after the fact. Exchanges may publish a live socket but little dependable historical data, so providers build their own collectors and charge for retained or aggregated coverage.

Basis exposes the live session feed where the venue provides it and describes the boundary rather than turning an incomplete tape into a historical claim. That makes the immediate forced-flow context available for free while keeping the user aware that a session stream and a complete multi-venue liquidation archive are not the same product.

Liquidations are consequences, not forecasts. A large long liquidation means forced selling occurred; it does not prove that voluntary buyers are ready or that price has stopped accepting lower. The event becomes useful when OI falls, price response changes and structure confirms whether the flush was absorbed or continued.

How to use it

  1. 1

    Confirm what the side label means

    Read the normalized position side in the Basis panel: a long liquidation creates a sell order, while a short liquidation creates a buy order. Confusing order side with liquidated position side reverses the interpretation.

  2. 2

    Compare the event with open interest

    A genuine deleveraging event should remove outstanding exposure. If a liquidation burst appears while OI barely changes or rebuilds immediately, vulnerable leverage may still remain and the first flush may not have completed the reset.

  3. 3

    Judge acceptance after the burst

    Watch whether price reclaims the liquidation area, stabilizes below it or continues with fresh aggressive flow. A forced move that cannot hold often retraces; a forced move followed by acceptance can become part of a larger repricing.

  4. 4

    Keep venue coverage consistent

    Compare sessions from the same venue and data contract. Totals from different services can disagree because of exchange coverage, socket uptime, duplicate handling and notional conversion without either individual print being fabricated.

Questions

What is a long liquidation in crypto?+

A long liquidation occurs when an exchange forcibly reduces or closes a leveraged long whose collateral no longer meets margin requirements. The resulting execution is forced selling. It can accelerate a decline, but the broader move may continue unless price stops accepting lower after the leverage is removed.

Does a liquidation spike predict a reversal?+

Not by itself. Forced flow can overshoot and create conditions for a rebound, but it can also accelerate a valid breakdown. A reversal case needs evidence after the event, such as falling open interest, absorption, a structural reclaim and failure to continue in the liquidation direction.

Is historical liquidation data complete?+

No public feed should be assumed complete without a stated retention and venue contract. Some exchanges publish live events but little historical access, and network uptime affects what a collector sees. Basis labels its live session feed honestly rather than representing it as a complete record of every past liquidation.

Why do liquidation totals differ across platforms?+

Platforms may listen to different venues, start their sessions at different times, normalize contract notional differently and classify sides differently. One may also retain events during another provider’s outage. Compare the same venue and time window before treating a difference as an error.

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Updated 2026-08-28 · All free tools · Indicator reference · Documentation · Terminal