htx-liquidation-stream

name	htx-liquidation-stream
version	1.0.0
description	Query HTX USDT-M perpetual liquidation orders — recent forced-liquidation events for long/short squeeze monitoring and cluster detection. Public, no API key required.
auth_required	false
risk_level	none

HTX Liquidation Stream

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 crowdedness
• https://github.com/htx-exchange/htx-skills-hub/oi-tracker — post-squeeze OI drop confirms cascade
• https://github.com/htx-exchange/htx-skills-hub/derivatives-analyst — (planned Layer 2) combines liq + funding + OI for unified pressure score