According to @cas_abbe, $1.23 billion in crypto long positions were liquidated in the last 24 hours, highlighting severe forced deleveraging pressure in derivatives markets (source: Cas Abbé on X, Nov 4, 2025). @cas_abbe added that this marks the 4th or 5th day with more than $1 billion in liquidations since the October 10 crash, indicating a multi-day liquidation streak tied to that event (source: Cas Abbé on X, Nov 4, 2025). Historically, clusters of large long liquidations have coincided with stressed market regimes and heightened price volatility in crypto derivatives, which traders monitor as a risk signal (source: Glassnode Research 2022; Kaiko Market Reports 2023).

According to the source, over $242 million in crypto long positions were liquidated in the last 4 hours, indicating a concentrated long squeeze across derivatives venues (source: the source). Large liquidation cascades can amplify short-term volatility as forced selling hits order books and triggers follow-on stops, so traders often anticipate momentum continuation into nearby liquidity pockets (source: Binance Academy; Deribit Insights). For trade setup validation after a deleveraging event, monitor open interest resets, funding rate flips, and liquidation heatmaps for potential reversal or continuation signals (source: Coinglass analytics).

According to @WatcherGuru, $140,000,000 in crypto long positions were liquidated over the past 60 minutes, indicating a concentrated flush in derivatives markets. Source: Watcher.Guru. Such long-side liquidation waves typically align with swift downside price moves that force margin calls, elevating near-term risk for leveraged BTC and ETH traders. Source: Watcher.Guru. After a liquidation spike, traders commonly monitor open interest, funding rates, and perpetual basis to assess whether the move extends or mean-reverts. Source: Watcher.Guru. Risk controls in this context include reducing leverage, avoiding late entries into momentum, and reassessing stop placement until derivatives metrics stabilize. Source: Watcher.Guru.

According to @Ashcryptoreal, $208,330,000 in long positions were liquidated in the past 4 hours, marking a large short-term liquidation event in the crypto derivatives market; source: Ash Crypto on X, Oct 30, 2025. This equates to roughly $52 million in long liquidations per hour during the window, highlighting concentrated long-side stress; source: Ash Crypto on X, Oct 30, 2025. The post underscores persistent leverage risk for long-biased traders and signals caution in positioning and risk controls; source: Ash Crypto on X, Oct 30, 2025.

According to the source, Coinglass recorded a single $10M BTC/USDT long position on OKX being forcibly liquidated, confirming a whale-sized long was cleared by the exchange risk engine (source: Coinglass). On OKX, liquidation orders are executed into the market by the liquidation engine, which can add immediate sell pressure when large leveraged longs unwind (source: OKX Liquidation Engine documentation). For risk management, traders can track funding rates, open interest changes, and liquidation heatmaps to gauge residual leverage and potential follow-through pressure (source: Coinglass).

According to the source, $18.7B in long positions and $3.6B in shorts were liquidated this week, indicating a long-side deleveraging shock that typically follows a long squeeze, source: social media post dated Oct 12, 2025. Historically, long-dominated liquidation weeks align with compressing or negative funding rates and falling open interest in BTC and ETH perpetuals, which elevates downside tail risk for trend followers, source: Kaiko Research weekly market updates and Glassnode derivatives reports. Traders should validate the 7-day liquidation totals and skew and track liquidation heatmaps before adjusting exposure, source: CoinGlass liquidation dashboard. Risk management steps include reducing leverage and hedging with BTC or ETH put spreads or collars when implied volatility rises after liquidation cascades, source: Deribit Insights options education and Binance Research on funding and risk.

According to the source, $416 million in long positions were liquidated in the past 24 hours. The source did not specify the instruments, exchanges, or asset breakdown behind the liquidations; traders can treat this as a broad crypto derivatives signal and consider tightening leverage and stop-losses to manage potential volatility.

According to @WatcherGuru, approximately $500,000,000 in crypto long positions were liquidated over the last 60 minutes (source: @WatcherGuru). Forced liquidations occur when leveraged positions fall below maintenance margin and are closed into market orders, which can amplify downside volatility and price impact in derivatives markets (source: Binance Academy). Funding rates and open interest are key metrics used to gauge leverage conditions and post-liquidation resets in perpetual futures trading (source: Binance Academy).

According to the source, more than $218M in crypto long positions were liquidated in the past hour across derivatives venues. Source: the source. Rapid liquidation clusters historically coincide with sharp open interest drawdowns, wider spreads, and elevated intraday volatility that can extend near-term price moves. Source: Kaiko Research, 2023 Liquidity Review. Traders should verify liquidation totals on independent dashboards and track funding rates, aggregate open interest, and liquidation heatmaps to assess whether deleveraging is complete. Source: CoinGlass liquidation data and methodology; Binance Research, 2023 Derivatives Insights. Historical studies show that continued declines in open interest alongside negative funding often precede further downside, while stabilization in open interest with normalizing funding frequently precedes relief rebounds. Source: Glassnode Insights, 2022 Futures Market Structure.

According to @KobeissiLetter, over $1 billion of Bitcoin (BTC) long positions were liquidated in 20 minutes after a sudden price drop. According to @KobeissiLetter, the move occurred during the low-liquidity Sunday night session, triggering a large washout of leverage. According to @KobeissiLetter, dips during this window are frequently bought into the US market open, indicating a recurring intraday pattern relevant to short-term traders.

According to the source, over $314 million in crypto derivatives were liquidated in the past 60 minutes, with $309.65 million from long positions, indicating a long-dominant liquidation wave, source: social media post dated Sep 22, 2025. Long liquidations represented approximately 98.6% of the total in this window (using $314M as the reference total), reflecting pronounced long-side stress in crypto derivatives, source: calculation based on figures in the same source post dated Sep 22, 2025.

According to Michaël van de Poppe, a classic market move is underway, suggesting potential further downside for Bitcoin (BTC) and Ethereum (ETH). The analyst indicates this correction is likely intended to 'squeeze out the longs,' forcing traders with leveraged long positions to sell. He also noted that when both volatility and price increase simultaneously, it often signals that harsh corrections are imminent.

According to @lookonchain, the cryptocurrency market experienced one of its most severe downturns in recent months, with over $1.15 billion in leveraged positions liquidated. Long traders were hit the hardest, accounting for more than $1 billion of the total losses, indicating overly optimistic market positioning. The single largest liquidation was a $200 million Bitcoin (BTC) long position on the Binance exchange. Data from Coinglass cited in the report shows that over 247,000 traders were liquidated in a 24-hour period. The market-wide sell-off saw BTC drop more than 3%, while Ether (ETH) plunged 8%. Other major altcoins like Solana (SOL) and Dogecoin (DOGE) also fell over 8%. The report highlights that crypto exchanges Binance and Bybit saw the majority of the activity, accounting for a combined $834 million in liquidated trades.