P
PurrData
HyperLiquid liquidation data
Real-time + historical • API / WebSocket • CSV / Parquet
HyperLiquid Liquidations API & Dataset
Stop scraping dashboards. Get clean, normalized liquidation events you can query, backtest, and alert on — in formats traders actually use.
Low latency
WebSocket stream
Backfills
CSV/Parquet drops
Queryable
SQL-ready schema
Live Liquidations (sample)
Filtered: Notional ≥ $25k • Last 5 min
Updates: 38/s
| Time | Market | Side | Notional | Price |
|---|---|---|---|---|
| 12:04:11 | BTC | LONG | $32,203 | 103,880 |
| 12:04:08 | SOL | SHORT | $121,540 | 148.22 |
| 12:03:57 | ETH | LONG | $34,009 | 2,412 |
Download
CSV / Parquet
Daily partitions • DuckDB-friendly
Integrations
Python • JS • SQL
Webhook alerts • Postgres dumps
What you get
A normalized liquidation dataset you can join to trades, funding, and orderbook context.
Real-time stream
WebSocket feed with filters (market, side, notional).
Best for: alerts, dashboards, execution overlays.
Historical backfills
Daily / hourly partitions in CSV and Parquet for fast research.
Best for: ML features, backtests, regime analysis.
Derived metrics
Buckets, rolling sums, liquidation imbalances, and aggregate stats.
Best for: signal prototyping, monitoring.
Schema (example)
ts_ms BIGINT
market TEXT
side TEXT -- LONG | SHORT
qty DOUBLE
px DOUBLE
notional_usd DOUBLE
mark_px DOUBLE
method TEXT -- market | backstop
trade_id TEXTExample query
-- largest liquidation clusters by market, last 24h
SELECT market,
SUM(notional_usd) AS liq_usd,
SUM(CASE WHEN side='LONG' THEN notional_usd ELSE 0 END) AS long_liq,
SUM(CASE WHEN side='SHORT' THEN notional_usd ELSE 0 END) AS short_liq
FROM liquidations
WHERE ts_ms > (unix_ms(now()) - 86400000)
GROUP BY market
ORDER BY liq_usd DESC
LIMIT 20;Who uses liquidation data?
Typical workflows we see across traders and research teams.
Execution overlays
- • Trigger "liquidation sweep" alerts for breakout continuation setups.
- • Identify crowded positioning unwind vs organic trend.
- • Monitor liquidation imbalance to modulate aggressiveness.
Research + signals
- • Build features: rolling liquidation USD, z-scores, burstiness.
- • Join to funding/mark price to model forced-flow regimes.
- • Backtest mean reversion after liquidation cascades.
Dashboards + bots
- • Discord/Telegram liquidation alerts (market + size filters).
- • "Top liquidations today" widgets for analytics sites.
- • Embeddable charts (5m / 1h / 24h breakdowns).
Risk monitoring
- • Identify stress events and correlate with spread widening.
- • Track liquidation clusters near key price levels.
- • Post-mortem: what got forced out and when.
Pricing
Simple plans for traders, teams, and funds.
Free Trial
$0
Delayed feed + sample exports.
- • 15m delay
- • 100 API calls/day
- • BTC/ETH only
- • Community support
Starter
$50/mo
For individual traders.
- • Real-time REST API
- • 10k calls/day
- • Top 20 pairs
- • CSV exports
Pro
Popular
$150/mo
Full access + WebSocket.
- • WebSocket streaming
- • All 240+ pairs
- • Full historical archive
- • Parquet backfills
- • Email support
Enterprise
$300/mo
SLA + commercial license.
- • Everything in Pro
- • Bulk data exports
- • Priority support
- • Commercial license
FAQ
What data do you provide?
Normalized liquidation events for HyperLiquid perpetuals, including market, side, size, price, and timestamp. Available via REST API, WebSocket, and bulk exports.
How do you handle backfills?
We publish partitioned CSV/Parquet drops (hourly/daily) with deterministic IDs for deduping.
What about rate limits?
Plans include request limits for REST and subscription caps for WebSocket. Higher tiers include increased limits.
Do you provide alerts?
Yes — webhook alerts by market + notional thresholds, plus Discord/Telegram integrations in higher tiers.
Get early access
Join the waitlist. Be first to get API access when we launch.
Quick start (curl)
curl -H "Authorization: Bearer YOUR_KEY" \
https://api.purrdata.io/v1/liquidations?market=BTC&since=1hAPI access available after launch.