Focused skill for liquidation orders on HTX USDT-M perpetuals. Use to detect short-squeezes, long-squeezes, and price levels where stop-cascades have been triggered.
When to use this skill
Load this skill when the user asks about:
- "Recent BTC liquidations"
- "How much was liquidated in the last 24h?"
- "Were there any large liquidations near $X price?"
- "Long squeeze on ETH?"
- "Where did the recent liquidation cluster happen?"
- "Liquidation volume by side (long vs short)"
For aggregated cross-exchange liquidation heatmaps, HTX does not expose this — you would need to integrate CoinGlass externally.
Underlying tool
Drives htx-cli. Binary on $PATH or $HTX_CLI_BIN. Always pass --json.
Endpoint catalog (1)
| # | Method | Endpoint | CLI invocation | Description |
|---|---|---|---|---|
| 1 | GET | /linear-swap-api/v1/swap_liquidation_orders |
htx-cli futures market liquidation-orders <contract-code> --json |
Recent forced-liquidation orders for one contract |
Query parameters
The convenience command auto-fills sensible defaults. For custom filtering use the underlying call form:
htx-cli futures call GET /linear-swap-api/v1/swap_liquidation_orders \
--query contract_code=BTC-USDT&trade_type=0&create_date=7&page_size=50 \
--json
| Param | Values | Meaning |
|---|---|---|
trade_type |
0 (all), 1 (closed long forced), 2 (closed short forced), 3 (long order forced), 4 (short order forced) |
Filter by liquidation direction |
create_date |
7, 14, 30, 60, 90 |
Days lookback |
page_size |
1–50 | Records per page |
page_index |
int (default 1) | Pagination |
Contract code format
USDT-M perpetual codes follow <BASE>-USDT (e.g. BTC-USDT).
Typical queries → CLI
| User question | CLI command |
|---|---|
| "BTC liquidations last 7d" | htx-cli futures market liquidation-orders BTC-USDT --json |
| "ETH long liquidations last 30d" | htx-cli futures call GET /linear-swap-api/v1/swap_liquidation_orders --query contract_code=ETH-USDT&trade_type=1&create_date=30 --json |
| "Largest liquidations on SOL last 24h" | Pull --query contract_code=SOL-USDT&page_size=50 --json then sort client-side by volume * price, filter to last 24h |
Output guidance
When summarizing liquidations, return:
- Total liq value (USD) in the requested window
- Long liq vs short liq breakdown (% / absolute)
- Top 5 single events by USD value (price + side + time)
- Cluster zones: price ranges where ≥ 3 liq events happened within ±0.5%
- Time-of-day pattern if relevant (e.g. concentrated during US open)
Squeeze interpretation
| Pattern | Signal |
|---|---|
| Heavy long liqs + price ↓ | Capitulation cascade — potential reversal zone |
| Heavy short liqs + price ↑ | Short squeeze — potential exhaustion as squeeze fuel runs out |
| Liq cluster at round number | Stop-loss bunch — price often retests |
Related skills
https://github.com/htx-exchange/htx-skills-hub/funding-rate— pre-squeeze crowdednesshttps://github.com/htx-exchange/htx-skills-hub/oi-tracker— post-squeeze OI drop confirms cascadehttps://github.com/htx-exchange/htx-skills-hub/derivatives-analyst— (planned Layer 2) combines liq + funding + OI for unified pressure score