Market · forced flows

Liquidations Monitor

A tape of forced liquidations streamed from Binance, OKX and Bybit futures, mapped in time and price, with the estimated leverage zones sitting above and below the market. Long liquidations are forced selling; short liquidations are forced buying.

Liquidation map

every forced order in the buffer — size = notional, longs / shorts

Estimated liquidation zones

model — from open interest, not an exchange feed

Session pressure

liquidations in the buffer

By venue

Context

Tape

latest 80 events · ≥ $500 · gold rows are ≥ $100K
TimeVenueSidePriceSizeValue

How the zones are estimated. The zone ladder takes current open interest and projects where 10×, 25×, 50× and 100× entries from today's price would be forced out — it is a model of where leverage sits, not a feed of resting orders. The map and the tape, however, are real: every dot and every row is an actual forced order printed by a venue. Repolls every 5s.