Change liquidations API

[StephanAkkerman]

Coinglass removed their free API 👎
Now we will use Binance instead, because we are not paying 💸

[StephanAkkerman]

https://binance-docs.github.io/apidocs/futures/en/#liquidation-order-streams

[StephanAkkerman]

Websocket only it seems

[StephanAkkerman]

Example code:

#!/usr/bin/env python3

import websocket

def on_message(ws, msg):
    print(msg)

def on_close():
    print("closed")

socket = "wss://fstream.binance.com/ws/!forceOrder@arr"
ws = websocket.WebSocketApp(socket, on_message=on_message, on_close=on_close)
ws.run_forever()

[StephanAkkerman]

disabled from config for now

[StephanAkkerman]

Preferably we use a method for getting all the data at once instead of a websocket

[StephanAkkerman]

image for reference

[StephanAkkerman]

Could maybe scrape: https://coinalyze.net/bitcoin/liquidations/ but seems hard

[StephanAkkerman]

Could use https://github.com/aoki-h-jp/binance-bulk-downloader for historical liquidation data of daily bitcoin only and make it a separate repo

[StephanAkkerman]

Or can download it from: https://data.binance.vision/?prefix=data/futures/cm/daily/liquidationSnapshot/BTCUSD_PERP/

[StephanAkkerman]

coinglass uses 6 months of data, not clear if only cm / um data or both

[StephanAkkerman]

There seems to be something wrong with the liquidation data of BTCUSD_PERP...

[StephanAkkerman]

Implemented in https://github.com/StephanAkkerman/liquidations-chart