CYBER

This page tracks forced liquidations of leveraged CYBER positions in real time. A liquidation happens when an exchange's risk engine closes a margined position at market price because its collateral can no longer cover the loss. Every event on this page is a real order-book execution recorded within seconds of happening — not a model, not an estimate.

The long/short split at the top tells you who is being wiped out. Right now longs and shorts are liquidated in roughly equal measure (52/48) — two-sided volatility where the market is shaking out leverage on both directions.

In the last 24 hours 626 CYBER positions were force-closed for a total of $420K, peaking around 05:00 UTC. Since we started recording, 5,957 CYBER liquidations worth $4.1M have been captured across all covered venues.

Numbers differ between trackers — sometimes by millions. There are three honest reasons: exchanges changed their public feeds over the years, some vendors interpolate gaps, and aggregated sources double-count. We record what the engines actually send, mark every aggregated record with its source, and never backfill estimates — that is why numbers here are traceable to the feeds they came from.