Inputs
Seven days of per-venue price, volume and open interest, mark price, observed liquidations; five-minute bars for Monte Carlo.
TreVmS Labs · v2.0
At which prices are leveraged longs and shorts likely to be liquidated?
Outputs
Exposure density by price and time with old positions fading; levels with age, 4h change, expected closes if crossed and touch probability within 1h, 4h and 24h; the probability that the long or short side is reached first.
Evidence
Held-out days 13–19 October, 30 perpetual contracts. Price crossing version 2.0 levels explains open-interest closes 3.4 times better than the previous version, with a positive effect on all 30 instruments. About 9% of a level's estimate closes when price crosses it (90% interval 4–13%). Reviewed every 14 days.
Limits
A level's amount is an estimate, not traders' positions. Calibration uses open-interest drops, not liquidation prints. The map, order flow and OI do not predict price direction beyond Monte Carlo: none of 172 tested conditions became an alpha.
API
GET /labs/liquidation-map?symbol=BTCUSDT&range=24h GET /labs/liquidation-map/stream POST /labs/liquidation-map
Minimum data: 6 rows of open interest; 288 recommended.
Any account can run models within its plan quota; the standard liquidation map is free. Pricing →