Struct AllLiquidationUpdate 

pub struct AllLiquidationUpdate {
    pub topic: String,
    pub event_type: String,
    pub timestamp: u64,
    pub data: Vec<AllLiquidationData>,
}

Represents a WebSocket “all liquidation” update event.

Contains real-time liquidation events that occur across all Bybit markets. This stream pushes all liquidations that occur on Bybit, covering:

• USDT contracts (Perpetual and Delivery)
• USDC contracts (Perpetual and Delivery)
• Inverse contracts

Push frequency: 500ms

Bybit API Reference

Topic: allLiquidation.{symbol} (e.g., allLiquidation.BTCUSDT)

Fields

topic: String

The WebSocket topic for the event (e.g., “allLiquidation.BTCUSDT”).

Specifies the data stream for the liquidation update. Bots use this to determine which symbol the update belongs to.

event_type: String

The event type (e.g., “snapshot”).

All liquidation updates are snapshot type, containing the latest liquidation events.

timestamp: u64

The timestamp of the event in milliseconds.

Indicates when the liquidation update was generated by the system. Bots use this to ensure data freshness and time-based analysis.

data: Vec<AllLiquidationData>

The liquidation data.

Contains a list of liquidation entries. Each entry represents a single liquidation event that occurred on Bybit.

Implementations

impl AllLiquidationUpdate

pub fn symbol_from_topic(&self) -> Option<&str>

Extracts the symbol from the topic.

Parses the WebSocket topic to extract the trading symbol. Example: “allLiquidation.BTCUSDT” -> “BTCUSDT”

pub fn is_snapshot(&self) -> bool

Returns true if this is a snapshot update.

All liquidation updates are snapshot type.

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

Returns the timestamp as a chrono DateTime.

pub fn age_ms(&self) -> u64

Returns the age of the update in milliseconds.

Calculates how old this update is relative to the current time.

pub fn is_stale(&self) -> bool

Returns true if the update is stale (older than 1 second).

Since liquidation updates are pushed every 500ms, data older than 1 second might be considered stale for real-time trading decisions.

pub fn count(&self) -> usize

Returns the number of liquidation entries in this update.

pub fn is_empty(&self) -> bool

Returns true if there are no liquidation entries in this update.

pub fn total_notional_value(&self) -> f64

Returns the total notional value of all liquidations in this update.

Sums the notional values of all liquidation entries. Useful for assessing the overall market impact of liquidations.

pub fn total_long_size(&self) -> f64

Returns the total size of long liquidations.

pub fn total_short_size(&self) -> f64

Returns the total size of short liquidations.

pub fn total_long_notional(&self) -> f64

Returns the total notional value of long liquidations.

pub fn total_short_notional(&self) -> f64

Returns the total notional value of short liquidations.

pub fn net_imbalance(&self) -> f64

Returns the net liquidation imbalance.

Calculated as (total_long_notional - total_short_notional). A positive value indicates more long liquidations (bearish pressure). A negative value indicates more short liquidations (bullish pressure).

pub fn net_imbalance_percentage(&self) -> f64

Returns the net liquidation imbalance as a percentage of total notional.

pub fn average_price(&self) -> Option<f64>

Returns the average price of all liquidations.

pub fn weighted_average_price(&self) -> Option<f64>

Returns the weighted average price (by size) of liquidations.

pub fn max_size(&self) -> Option<f64>

Returns the maximum liquidation size in this update.

pub fn min_size(&self) -> Option<f64>

Returns the minimum liquidation size in this update.

pub fn max_price(&self) -> Option<f64>

Returns the maximum liquidation price in this update.

pub fn min_price(&self) -> Option<f64>

Returns the minimum liquidation price in this update.

pub fn filter_by_side(&self, side: &str) -> Vec<&AllLiquidationData>

Returns all liquidation entries for a specific side.

pub fn long_liquidations(&self) -> Vec<&AllLiquidationData>

Returns all long liquidation entries.

pub fn short_liquidations(&self) -> Vec<&AllLiquidationData>

Returns all short liquidation entries.

pub fn most_recent(&self) -> Option<&AllLiquidationData>

Returns the most recent liquidation entry (by updated_time).

pub fn oldest(&self) -> Option<&AllLiquidationData>

Returns the oldest liquidation entry (by updated_time).

pub fn to_summary_string(&self) -> String

Returns a summary string for this liquidation update.

pub fn is_valid_for_trading(&self) -> bool

Validates the update for trading use.

Returns true if:

1. The update is not stale (≤ 1 second old)
2. The symbol can be extracted from the topic
3. The update is a snapshot (all liquidation updates should be snapshots)

pub fn latency_ms(&self, other_timestamp: u64) -> i64

Returns the update latency in milliseconds.

For comparing with other market data timestamps.

pub fn group_by_symbol(&self) -> HashMap<String, Vec<&AllLiquidationData>>

Groups liquidations by symbol (useful for multi-symbol topics if supported).

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

Returns the estimated total market impact of all liquidations.

Using a simplified model: total_impact = sum(impact_coefficient * sqrt(notional_value))

pub fn largest_liquidation(&self) -> Option<&AllLiquidationData>

Returns the liquidation with the largest notional value.

pub fn smallest_liquidation(&self) -> Option<&AllLiquidationData>

Returns the liquidation with the smallest notional value.

Trait Implementations

impl Clone for AllLiquidationUpdate

fn clone(&self) -> AllLiquidationUpdate

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for AllLiquidationUpdate

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for AllLiquidationUpdate

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for AllLiquidationUpdate

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

where __S: Serializer,

Serialize this value into the given Serde serializer.