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Liquidation Map v0.3
Compare estimated exposure zones with separately observed liquidation events.
14 / 14Liquidation Map v0.3
Interactive interface · ArcDelta dataOpening the workspace…
Start here
- 01Select asset, venues and time range.
- 02Switch between levels and heatmap, then estimated/observed layers.
- 03Inspect zone quality, exposure coverage and statistical validation.
Inputs
ArcDelta market, OI and mark-price history; reported liquidation events and source coverage.
General limitations
Read the source timestamp and venue coverage. No data is different from zero; stale observations must not be read as current.
- Calculation
- The model distributes available OI-based exposure into price/time bins using market history and modelling assumptions. Some exposure remains unlocated rather than being forced into a zone.
- Reading & controls
- Inspect Long, Short and Estimated separately. Read OI/mark coverage and unlocated exposure alongside the colour scale.
- Limitations
- Account leverage, margin and liquidation prices are not observable from aggregate OI. Zone quality is not the probability of a liquidation.
- Calculation
- The real layer contains reported events. Validation compares previously saved estimates with later observed events; exposure and input availability are also checked.
- Reading & controls
- Select Real or Both and inspect the data timestamp. Read the public report for events and the evidence state.
- Limitations
- Without pre-event saved snapshots, statistical validation is insufficient_data. A retrospective coloured zone does not establish a predictive effect.