get_hl_liquidation_map
[measured, RISK AHEAD, Hyperliquid] REAL open positions on Hyperliquid binned by the liquidation price the exchange itself reports: the 10,000 largest accounts plus every account that traded since the reader started (~10,000 accounts, ~40-45% of venue open interest, stated in covered_long_pct/covered_short_pct). Not a model. Use this for Hyperliquid; use get_lighter_liquidation_map for Lighter and get_liquidation_map (modeled) for the CEXs. Returns long/short notional per bin, cumulative curves and the largest positions. range: 12h | 1d | 3d | 7d | max (±100%, recommended: large accounts run low leverage).
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"symbol": "<symbol>"
},
"name": "get_hl_liquidation_map"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| range | No | Price range around the current price: 12h | 1d | 3d | 7d (and 'max' where stated), the traded range of that window. | 1d |
| symbol | Yes | Contract as BASEUSDT, e.g. BTCUSDT, ETHUSDT, SOLUSDT (1000PEPE and kPEPE fold to PEPEUSDT). |