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Tools — Estimated Liquidation Levels Map

Estimated Liquidation Levels Map

A live price and open-interest-based estimate of where long and short liquidations cluster across common leverage tiers (5x–100x) — not real position data, since that isn't observable from a static site, but a transparent approximation using the same liquidation formula as the Liquidation Price Calculator.

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Long liquidations (price falls) Short liquidations (price rises)
Leverage Side Est. Liq. Price Distance Est. Notional

Results

Current Price —
Total Open Interest —
Nearest Long Liquidation —
Nearest Short Liquidation —

This map is an ESTIMATE: it assumes open interest is split evenly across every leverage tier and evenly between longs and shorts, then applies the standard isolated-margin liquidation formula with a 0.5% maintenance margin assumption. It does not reflect actual per-trader leverage or position data, which isn't observable without a real-time liquidation feed.

How this estimate is built

A true liquidation heatmap (like the ones on centralized exchange dashboards) requires continuously collecting the exchange's liquidation stream over time — infrastructure a static site doesn't have. This calculator instead builds a transparent estimate from two numbers that ARE public: the live mark price and the exchange's total open interest for the symbol. It assumes that open interest is spread evenly across five common leverage tiers (5x, 10x, 25x, 50x, 100x) and evenly between long and short positions, then computes each tier's estimated liquidation price using the same isolated-margin formula as the Liquidation Price Calculator (entry × (1 − 1/leverage + maintenance margin) for longs, the mirror for shorts). The result shows roughly where liquidation pressure could cluster if positions were spread that evenly — it is explicitly not a claim about where real positions actually sit.

Frequently Asked Questions

Is this the same as a real liquidation heatmap?
No. A real liquidation heatmap is built by continuously recording an exchange's liquidation stream (a websocket feed with no historical REST equivalent) to see where liquidations actually clustered over time. This calculator instead projects an estimate forward from live price and open interest, assuming an even spread across common leverage tiers — a transparent approximation, not observed position data.
Why assume open interest is spread evenly across leverage tiers?
Because the actual distribution of leverage across all open positions isn't public data — no exchange publishes it, and a static site has no way to observe it directly. An even split across common tiers (5x–100x) and both sides is the simplest, most defensible assumption that doesn't fabricate a distribution shape nobody can verify.
Why does higher leverage cluster closer to the current price?
The liquidation formula moves in proportion to 1/leverage — a 100x position only needs about a 1% adverse move to get liquidated, while a 5x position can withstand roughly a 20% move first. That's a mechanical property of leverage itself, not an assumption this calculator makes.

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