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Overview

Liquidations displays forced closures of leveraged positions. When a trader’s margin falls below the maintenance requirement, the exchange forcibly closes their position at market price. This indicator tracks these events, separated by direction (long liquidations vs. short liquidations). Liquidations represent involuntary, often large market orders that can accelerate price moves and create cascading effects.

How It Works

The indicator collects liquidation events from the exchange’s real-time feed and aggregates them per bar. Each liquidation is classified as either a long liquidation (buyer forced out) or a short liquidation (seller forced out). Two display modes are available:
  • Volume mode: Shows the dollar value of liquidated positions.
  • Count mode: Shows the number of liquidation events.

Chart Type

PropertyValue
TypeSubchart
PositionBelow main chart
Data sourceExchange liquidation feed

Settings

ParameterDescriptionDefault
longColorColor for long liquidations#22c55e
shortColorColor for short liquidations#ef4444
modeDisplay metricvolume
minValueMinimum value filter (hides small liquidations)0
displayModeRendering stylecolumns
highlightAnomaliesFlag statistical outliersfalse
anomalyThresholdStandard deviation multiplier2.5
anomalyPeriodLookback period for anomaly stats30
gradientIntensityFill gradient strength (0-1)0

Mode Options

ModeDescription
volumeTotal USD value of liquidated positions. Shows the magnitude of forced selling/buying.
countNumber of liquidation events. Shows how many traders were affected.

Interpretation

Liquidation Cascades

When price moves sharply, it triggers liquidations at the nearest leverage tier. Those forced market orders push price further, triggering the next tier of liquidations, creating a cascade effect.
Liquidation cascades (large spikes) often mark local tops and bottoms. The forced selling or buying they create is involuntary and frequently represents the climactic end of a move. These cascades can be faded once the forced flow subsides.

Reading Liquidation Direction

Liquidation TypeWhat HappenedPrice Impact
Long liquidationsLongs forced to sellAccelerates price drops
Short liquidationsShorts forced to buyAccelerates price rallies

Volume vs. Count

  • High volume, low count: A few large positions were liquidated — likely institutional or whale liquidations.
  • Low volume, high count: Many small positions were liquidated — retail leverage washout.
  • High volume, high count: Broad-based liquidation event — significant market stress.

Anomaly Detection

When enabled, bars where liquidation volume or count exceeds the rolling average by more than the configured threshold are flagged. These represent unusually large liquidation events.
Liquidation data availability depends on the exchange. Not all exchanges report granular liquidation data. Binance Futures provides the most comprehensive feed.

Practical Examples

  • Cascade bottom: Price drops sharply with massive long liquidation spike, then stabilizes — forced selling is exhausted, potential reversal.
  • Squeeze confirmation: Price rallies with large short liquidation volume — shorts being forced out, fueling the move higher.
  • Quiet period: Low liquidation activity during consolidation — positions are not under stress, breakout hasn’t triggered yet.
Use the minValue filter to hide small liquidations and focus on significant events. This reduces noise on lower timeframes.