pub struct Liquidation {
pub client: Client,
}Fields§
§client: ClientImplementations§
Source§impl Liquidation
impl Liquidation
Sourcepub fn get(
&self,
exchange: impl Into<String>,
symbol: impl Into<String>,
options: LiquidationOptions,
) -> Result<Value>
pub fn get( &self, exchange: impl Into<String>, symbol: impl Into<String>, options: LiquidationOptions, ) -> Result<Value>
Fetch recent liquidation events for a futures symbol on a given exchange, newest first.
Sourcepub fn feed(&self, options: LiquidationFeedOptions) -> Result<Value>
pub fn feed(&self, options: LiquidationFeedOptions) -> Result<Value>
Fetch most recent liquidation events across all futures symbols, newest first. Use together with the /ws/v1/liquidation/feed firehose for a live feed view.
Sourcepub fn heatmap(&self, options: LiquidationHeatmapOptions) -> Result<Value>
pub fn heatmap(&self, options: LiquidationHeatmapOptions) -> Result<Value>
Aggregated long/short liquidation USD by (token, exchange) over a rolling window. Result is cached for ~10s. Sub-1h windows are not supported (in-memory buckets are 30min); use the WS feed for finer granularity.
Sourcepub fn map(
&self,
base: impl Into<String>,
options: LiquidationMapOptions,
) -> Result<Value>
pub fn map( &self, base: impl Into<String>, options: LiquidationMapOptions, ) -> Result<Value>
Coinglass-style liquidation map for one perpetual pair. Returns a price-grid breakdown of where leveraged positions would be liquidated, split by leverage tier (10x / 25x / 50x / 100x) and side (long below current price, short above). Built from current OI + last-24h candle entries + a fixed leverage-cohort prior. Read the assumptions field in the response for the modelling disclaimer. Cached server-side (~5s) so back-to-back polls are cheap.
Sourcepub fn symbol_history(
&self,
symbol: impl Into<String>,
options: LiquidationSymbolHistoryOptions,
) -> Result<Value>
pub fn symbol_history( &self, symbol: impl Into<String>, options: LiquidationSymbolHistoryOptions, ) -> Result<Value>
Bucketed long / short liquidation USD over time for a single (base, quote) pair, joined with the futures-candle close as a reference price line. Long/short USD comes from cex.liquidation (Side=‘sell’ = long position liquidated, ‘buy’ = short). Price comes from candle.futures_1m on the requested exchange — or Binance as the reference when none is specified. Cached ~30s server-side.
Trait Implementations§
Source§impl Clone for Liquidation
impl Clone for Liquidation
Source§fn clone(&self) -> Liquidation
fn clone(&self) -> Liquidation
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read more