SUI Liquidations

A liquidation happens when a leveraged futures position is closed by the exchange because the trader’s margin can no longer cover the loss. If price moves against the position and the margin (collateral) falls below the maintenance margin level, the exchange automatically closes the position to limit its own risk.

Liquidations are calculated from the position size, entry price, leverage, and current mark price. When (mark price vs entry price) movement wipes out the margin, the position is liquidated. Long positions get liquidated when price drops enough; short positions when price rises enough. The notional value (quantity × price) shows the size of each liquidation in USD.

High liquidation volume often appears during sharp moves and can signal capitulation or a potential reversal. The data below is ordered by time (newest first) and updates every few seconds. For indicator context, see technical analysis; for price action, the chart.