CQ Aggregated Swap Liquidation
Forced-liquidation activity — count and volume of long/short positions closed by exchanges when margin is exhausted, in both base asset and USD, plus the average liquidation price.
What it measures
Forced-liquidation activity — count and volume of long/short positions closed by exchanges when margin is exhausted, in both base asset and USD, plus the average liquidation price. This endpoint serves CryptoQuant aggregated swap data — all-exchange aggregated symbols (e.g.btc_all).
Use inverse=true for coin-margined contracts; the default false returns linear (USDⓈ-margined) contracts.Authorizations
For each API request, include the Authorization HTTP header with Bearer {access_token}.
Query Parameters
Aggregated symbol, e.g. btc_all (all quotes, all exchanges).
Return inverse (coin-margined) contracts. true or false; defaults to false (linear). Swap only.
true, false Aggregation window: day (default), hour, 10min, or min.
day, hour, 10min, min Inclusive start time, YYYYMMDDTHHMMSS (UTC). If window=day, YYYYMMDD is also accepted.
Inclusive end time, YYYYMMDDTHHMMSS (UTC). If window=day, YYYYMMDD is also accepted.
Maximum rows returned (default 100, max 10000).
x <= 10000Response format: json (default) or csv.
json, csv