Liquidation map
Estimates the price levels where long and short liquidations are likely to cluster.
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Inputs
Per-venue price, volume and open interest, funding rate, observed liquidations.
Outputs
Liquidation density by price and time, peaks, confidence and a separate layer of real liquidations.
How it is reviewed
Observed liquidations are compared with maps stored before the event. Reviewed every 14 days.
Limits
An estimate, not actual trader positions. Levels showed no stable edge on a holdout sample.
Versions
- v0.3
Faster loading: only new minutes are fetched, and the last computed map stays visible if the source fails.
- v0.3
Cohort peaks and causal event semantics.