Struct AllLiquidationData 

pub struct AllLiquidationData {
    pub updated_time: u64,
    pub symbol: String,
    pub side: String,
    pub size: f64,
    pub price: f64,
}

Represents a single liquidation entry in the “all liquidation” WebSocket stream.

Contains details of a liquidation event that occurred on Bybit across all contract types. Liquidations happen when a trader’s position cannot meet margin requirements, leading to forced closure. This struct provides information about the size, price, and direction of liquidated positions.

Bybit API Reference

The Bybit WebSocket API (https://bybit-exchange.github.io/docs/v5/websocket/public/all-liquidation) provides all liquidation data with a push frequency of 500ms.

Fields

updated_time: u64

The timestamp when the liquidation was updated (in milliseconds).

Indicates the exact time when the liquidation event occurred. Bots can use this to correlate liquidation events with price movements.

symbol: String

The trading pair symbol (e.g., “BTCUSDT”).

Specifies the market where the liquidation occurred. Bots can filter by symbol to focus on relevant markets.

side: String

The side of the liquidated position (“Buy” or “Sell”).

Indicates whether the liquidated position was long (Buy) or short (Sell). When you receive a “Buy” update, this means that a long position has been liquidated. A high volume of liquidations on one side can signal a potential price reversal.

size: f64

The executed size of the liquidated position.

Represents the volume of the position that was forcibly closed. Large liquidations can cause significant price movements and increased volatility.

price: f64

The price at which the position was liquidated.

This is the bankruptcy price at which the position was forcibly closed. Liquidation price levels often act as support or resistance zones.

Implementations

impl AllLiquidationData

pub fn new( symbol: &str, side: &str, size: f64, price: f64, updated_time: u64, ) -> Self

Constructs a new AllLiquidationData with specified parameters.

pub fn is_long(&self) -> bool

Returns true if the liquidated position was a long position.

Long positions are liquidated when prices fall below the liquidation price.

pub fn is_short(&self) -> bool

Returns true if the liquidated position was a short position.

Short positions are liquidated when prices rise above the liquidation price.

pub fn notional_value(&self) -> f64

Returns the notional value of the liquidation.

Calculated as size * price. This represents the total value of the position that was liquidated, useful for assessing the market impact.

pub fn updated_datetime(&self) -> DateTime<Utc>

Returns the updated time as a chrono DateTime.

pub fn age_ms(&self) -> u64

Returns the age of the liquidation in milliseconds.

Calculates how long ago this liquidation occurred relative to current time.

pub fn is_recent(&self) -> bool

Returns true if the liquidation is recent (≤ 1 second old).

Recent liquidations are more relevant for real-time trading decisions.

pub fn to_display_string(&self) -> String

Returns a string representation of the liquidation.

pub fn as_tuple(&self) -> (&str, &str, f64, f64, u64)

Returns the liquidation as a tuple for easy pattern matching.

pub fn is_symbol(&self, symbol: &str) -> bool

Returns true if this liquidation is for a specific symbol.

pub fn side_enum(&self) -> LiquidationSide

Returns the side as an enum-like value.

pub fn estimated_price_impact(&self, impact_coefficient: f64) -> f64

Returns the price impact assuming linear market impact model.

This is a simplified model: impact = k * sqrt(notional_value) where k is an impact coefficient (default 0.001).

pub fn estimated_price_impact_percentage(&self, impact_coefficient: f64) -> f64

Returns the percentage price impact relative to the liquidation price.

Trait Implementations

impl Clone for AllLiquidationData

fn clone(&self) -> AllLiquidationData

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AllLiquidationData

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for AllLiquidationData

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for AllLiquidationData

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.