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Query HTX USDT-M perpetual liquidation orders — recent forced-liquidation events for long/short squeeze monitoring and cluster detection. Public, no API key required.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Multi-signal pressure analysis on HTX USDT-M perpetuals — combines funding rate, OI, elite long/short ratio, recent liquidations, and basis into a unified pressure score with squeeze-risk verdict. Public, no API key required.
Top-trader long/short ratio on HTX USDT-M perpetuals — both account-based and position-based ratios, the core sentiment signal that distinguishes "smart money" from retail. Public, no API key.
HTX USDT-M perpetual funding rate — current / market-wide batch / history / estimated next-period klines.
HTX USDT-M perpetual futures account — balance / positions / leverage tiers / adjustment factors / unified account type switching.
HTX USDT-M perpetual futures core market data — contract info / klines / ticker / order book / index price / system status.
HTX USDT-M perpetual futures order management — open / close / TP/SL / trigger orders / modify / cancel.
| 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 |
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.
Load this skill when the user asks about:
For aggregated cross-exchange liquidation heatmaps, HTX does not expose this — you would need to integrate CoinGlass externally.
Drives htx-cli. Binary on $PATH or $HTX_CLI_BIN. Always pass --json.
| # | 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 |
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 |
USDT-M perpetual codes follow <BASE>-USDT (e.g. BTC-USDT).
| 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 |
When summarizing liquidations, return:
| 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 |
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