Liquidation Auction Stream

Push liquidation auction lot updates

Features:

• Stream Name: <symbol>@liquidationAuction

• Update Speed: Real-time

Response:

{
    "eventType": "liquidationAuction",
    "eventTime": 1670240315627,
    "lotId": 320411,
    "symbol": "eth_usdt",
    "side" : "SELL",
    "status" : "MATCH",
    "amount": 10.4,
    "filledAmount": 0.1,
    "totalBids": 12,
    "marginCallPrice": 1293.4,
    "averagePrice": 1293.3,
    "currentBidPrice": 1293.1,
    "nextBidPrice": 1293.5,
    "notionalValue": 46920.43,
    "nextStepTime": 1670240318610,
    "updatedAt": 1670240315617
}

Statuses:

• NEW - when liquidation lot is created

• MATCH - when liquidation lot is executed or partially executed

• NEXT_STEP - when liquidation lot change bid price