ochinimus/crypto-liquidation-ticks

Crypto Perpetual Liquidation Ticks

1,442,664 individual liquidation events from Bybit, Binance and OKX USDT-margined perpetuals, covering 800 symbols between 2026-07-08 16:42:32 and 2026-08-06 23:59:42 UTC.

One row is one liquidation print as the exchange published it. Not an estimate, not a reconstruction from open interest, not a candle. The actual print.

exchange	symbols	rows
binance	683	859,499
bybit	669	346,269
okx	417	236,896

Schema

liquidations_full_20260807.csv

column	type	meaning
ts_ms	int	exchange timestamp, milliseconds since epoch
utc_time	string	the same instant as a readable UTC string
symbol	string	USDT perpetual symbol, for example SOLUSDT
exchange	string	bybit, binance or okx
event	string	which side was liquidated, normalised across venues
size	float	position size in the contract's base unit
price	float	the price the venue reported for the liquidation
usd	float	notional value of the print in USD

coverage_20260807.csv carries one row per symbol and exchange with row counts, first and last timestamp, and total USD. Use it to check what is actually present before you build on any symbol.

Read this before you plot anything

The symbol universe changed on 2026-07-12 at 16:23 UTC. Before that instant this build holds 5 symbols. After it, 800.

If you plot counts or volume across that timestamp you will see a large jump. It is an artifact of the collector widening, not a market event.

For a continuous series, either filter to SOLUSDT, BTCUSDT, ETHUSDT, XRPUSDT and DOGEUSDT, or start after 2026-07-12 16:23 UTC.

The three venues are not equivalent

Bybit is complete. Its allLiquidation stream pushes every liquidation on the exchange at 500ms. It is the only complete unthrottled public liquidation stream among the major perpetual venues.

Binance undercounts. Its liquidation streams are snapshots capped at one order per symbol per 1000ms, per Binance's own documentation.

OKX undercounts. One update per second per contract.

The undercount is worst during cascades, which is exactly when the data matters most. Bybit rows are the high integrity part of this dataset. Treat cross venue totals as a lower bound, not a census.

Price fields also differ by venue in what they represent, and the side convention is normalised here rather than passed through raw. README.txt in this repo documents both in full.

Why this cannot be rebuilt

No exchange publishes liquidation history. Binance deleted its archive, and what remains is an empty shell. Bybit and OKX never offered one. A liquidation tape only exists if somebody was listening at the time and wrote it down.

That is what this is. Anyone starting today can begin collecting, and in a month they will have a month.

Live data

The collector behind this file runs continuously and is queryable per call at x402.ochinimus.app. Historical windows, price level heatmaps, cascade reconstruction and a forward looking cascade forecast. Paid in USDC, no account, no key.

License

CC BY 4.0. Commercial use is fine. Attribution appreciated.