name: derivatives_scan
description: Scan derivatives market — funding rates, open interest, liquidations.
Derivatives Scan
Data Sources
GET http://localhost:3000/api/v1/derivatives/current — current derivatives featuresGET http://localhost:3000/api/v1/derivatives/liquidations?limit=30 — recent liquidationsGET http://localhost:3000/api/v1/derivatives/history?limit=30 — historical features
Key Metrics
| Metric |
Range |
Interpretation |
fundingRate |
typically -0.01% to +0.03% |
Positive = longs pay, negative = shorts pay |
fundingRateAnnualized |
% |
Annual equivalent |
fundingPressure |
-1 to +1 |
Normalized funding signal |
openInterestUsd |
$ |
Total futures OI |
openInterestChangePct |
% |
OI change rate |
oiTrend |
-1 to +1 |
Direction of OI change |
longLiquidationUsd |
$ |
Longs getting liquidated |
shortLiquidationUsd |
$ |
Shorts getting liquidated |
liquidationImbalance |
-1 to +1 |
Positive = more longs liquidated |
liquidationIntensity |
0 to 1 |
How intense liquidations are |
derivativesSentiment |
-1 to +1 |
Composite sentiment |
Liquidation Detail
Each liquidation:
symbol, side (LONG/SHORT), price, quantity, quantityUsd, eventTime
Signal Interpretation
| Condition |
Signal |
| Funding > +0.02% + rising OI |
Crowded long — risk of long squeeze down |
| Funding < -0.01% + rising OI |
Crowded short — risk of short squeeze up |
| Mass long liquidations |
Cascade selling — bearish momentum |
| Mass short liquidations |
Short squeeze — bullish momentum |
| OI dropping + price flat |
Positions closing — volatility decreasing |
| OI rising + price rising |
Trend confirmation — bullish |
Report Format
📊 Derivatives Snapshot
Funding: +0.012% (annualized: +13.1%) — moderately crowded long
OI: $28.4B (+2.1% last hour) — rising
Sentiment: -0.23 (mildly bearish)
Liquidations (last 30):
Longs: $2.4M | Shorts: $0.8M
Imbalance: +0.50 (longs getting hit)
Intensity: 0.42 (moderate)
Signal: Bearish pressure — crowded longs + long liquidations
Impact on 5m binary: slight DOWN bias
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