get_liquidation_heatmap
[modeled, RISK AHEAD, CEX, over time] The same estimated CEX map as get_liquidation_map but as a time series: grid[t][b] is the estimated USD of leveraged positions with their liquidation price in price bin b at time cols[t] (ms), bins[b] the bin's centre price (240 bins fitted to the traded range), price[t] the close. A level disappears once price trades through it. Call this only to see WHEN a cluster formed and whether it survived; for the current picture call get_liquidation_map (far smaller answer, split by leverage and exchange). The answer is large (about 35,000 numbers). symbol: BASEUSDT. exchange: all | binance | bybit | okx. range: 12h | 1d | 3d | 7d.
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_liquidation_heatmap"
}
}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). | |
| exchange | No | Venue id (binance, bybit, okx, bitget, hyperliquid, gate, htx, kucoin, mexc, bingx, aster, kraken, gmx) or 'all' where the tool allows it. | all |