MCP serverapp.liquidvision/derivatives

Subscribe an HTTPS URL to push alerts instead of polling (Pro: 3, Bot: 20 subscriptions). type='cascade': a liquidation cascade just ended, over min_usd and x_normal times the

Permanently delete one webhook alert subscription. DESTRUCTIVE and not reversible: deliveries to its URL stop at once and its signing secret is discarded (create_alert issu

AI risk-intelligence answer: ask e.g. 'Why did BTC drop 4%?' and get a concise grounded explanation (liquidation cascades, funding extremes, where the positions sit, next r

[measured] The public accuracy audit: our open interest and funding vs Binance, Bybit, OKX and Hyperliquid's own endpoints, sampled every 10 min (diff %, snapshot age, 24h mean

Get a free LiquidVision API key for this agent's owner, by email, without a browser. Works for a NEW email only (an existing account's key is never returned; its owner sees it

Arbitrum perps board: GMX v2 open interest per coin and its share of every tracked venue, GMX funding next to the CEX median (8h basis), on-chain liquidations over 24h. Ask

Derivatives cash flow per exchange: net USD into/out of open interest over 1h/4h/24h windows, per core symbol. Positive = money flowing in.

Cumulative volume delta split by trade size (retail <$10K, mid <$100K, large <$1M, whale >$1M). Whale-vs-retail divergence = smart-money signal.

[measured] Footprint chart data: for each candle, taker BUY and taker SELL volume in USD and the trade count at each of 30 price levels, from the archived trade streams of

Coins ranked by how far funding disagrees ACROSS exchanges. For each coin: the spread in APR points between the venue charging the most and the one paying the most, plus w

[measured] Funding rate over time for one contract, one row per venue per time bucket: ts (ms), exchange, funding_rate (per settlement interval, a fraction), mark_price and

Latest perpetual funding rates and mark prices for every tracked exchange/symbol pair. Positive rate = longs pay shorts.

Settled funding rates, one row per settlement, from Binance and Bybit history — up to 730 days for any pool coin (e.g. BTCUSDT). The backtest series; get_funding_history is

[measured] Historical rows as CSV, for backtests. dataset: liquidations | funding_settlements (since 2024-09) | funding_hourly | open_interest_hourly | hl_positions (Hyperliqui

[measured] One Hyperliquid account by address: live positions (size, entry, mark, liquidation price, distance to liquidation, leverage, unrealized PnL), account value, and

[measured] Perp markets deployed on Hyperliquid by third parties (HIP-3 builder dexs): equity indices, single stocks, commodities and pre-IPO names such as xyz:SP500 or xyz:GOL

[measured] Liquidation map for Hyperliquid, not a model: leveraged positions of the 10,000 largest accounts binned by the exchange-reported liquidation price, long/short no

[measured] Leveraged positions of the 10,000 largest Hyperliquid accounts with the exchange-reported liquidation price, closest to liquidation first (sort='value' = largest

Liquidation cascades as discrete events rather than a raw feed. Each event: coin, which side broke, when it started, how long it ran, total and peak-minute USD, how many m

[modeled] How the liquidation map evolved over time: grid[t][b] is the estimated USD of leveraged positions with their liquidation price in price bin b at time cols[t] (ms),

[modeled] Liquidation map for a perp symbol (e.g. BTCUSDT): estimated notional of leveraged positions per price bin at their liquidation price, split by leverage tier (5/10

Recent liquidation events (side, price, qty), NEWEST FIRST, at most `limit` rows (max 2000). Market-wide, 500 rows is only a few minutes of a busy hour: pass `symbol` (BTCUSDT)

[measured] Liquidation totals for the whole market, already added up: rekt (USD liquidated in the last 1h/4h/12h/24h, split long/short), by_symbol and by_exchange over the

Latest global long/short account ratio per exchange/symbol.

Deterministic market brief for a perp symbol: 24h liquidations (totals, by exchange), current funding + 24h extremes per venue, OI by venue with 1h/4h/24h changes, net posi

Cross-venue order book microstructure for BTC, ETH and SOL. Per venue: spread in bps, immediately-executable depth in USD and the bid share of it, measured over a band nar

Per-venue open-interest ranking for a perp symbol (e.g. BTCUSDT): OI in coins and USD, market share %, 1h/4h/24h OI change % and USD flow, and OI / 24h-volume ratio per exc

Latest open interest (contracts and USD) per exchange/symbol.

[measured] Open interest over time for one contract, one row per venue per time bucket: ts (ms), exchange, oi (coins, one side), oi_usd. Use it to see how positioning built

[measured] Resting limit orders over time on ONE exchange: cells of (time bucket, price bucket, quantity in coins) from archived order-book snapshots, with price_min, price_max

Per-coin positioning regime from price direction crossed with open interest. price up + OI up = new longs; price up + OI down = short covering (a rally with no new buyers)

Order-book wall lifecycle heuristic: large levels classified as active_wall / absorbed / pulled_wall / suspected_spoof based on whether trades executed into them before the

Crypto-related equities (COIN, MSTR, miners) and spot BTC/ETH ETF quotes: price, day change %, range, volume. ~15-min delayed.

Upcoming token unlock events for pool coins, nearest first: next unlock timestamp and token amount per public vesting schedule.

Top lead traders (OKX copy trading, public data): total PnL, win rate, AUM, copiers, live open positions (pair, side, leverage, entry, uPnL) and recently closed trades with

The webhook alert subscriptions that belong to the caller's API key (read-only): id, type, url, filters (symbol, min_usd, x_normal, max_dist_pct) and delivery health: last_

[measured] What exists: every venue we track and, for each, the contracts with live open interest right now (BASEUSDT symbols), plus the top-100 coin pool. Call this first when