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bench 208: perp DEX liquidation rate - #1967

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Flotapponnier merged 1 commit into
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feat/perp-liq-rate
Aug 15, 2026
Merged

bench 208: perp DEX liquidation rate#1967
Flotapponnier merged 1 commit into
devfrom
feat/perp-liq-rate

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Summary

  • Adds bench 208 spec (benchmarks/perp-liq-rate.yml): 24h liquidation rate (liq_usd / OI_usd * 100) across 7 perp DEX venues for ETH and BTC
  • Adds full Go harness (harnesses/perp-liq-rate/) with Prometheus exporter, 24h sliding window, per-venue OI fetchers

Venues covered

  • Hyperliquid (liquidations via 0xArchive + vault fallback, OI via info API)
  • dYdX v4 (liquidations via REST fills, OI via markets endpoint)
  • GMX Arbitrum (OI via /markets/info 30-decimal notional, liquidation source TBD)
  • Lighter (liquidations via Coinalyze hourly buckets, OI via REST)
  • Gains.trade Base (liquidations via Arbitrum RPC eth_getLogs, OI via trading-variables)
  • Aevo (liquidations via trade fills, OI via REST)
  • Paradex (liquidations via fills, OI via markets)

Apple-to-apple definition

All venues use notional USD (collateral x leverage at entry price) for both OI and liquidation events — no TVL proxies.

Test coverage

Unit + integration tests for all 7 sources. All pass with go test ./....

@Flotapponnier
Flotapponnier merged commit 7d25b98 into dev Aug 15, 2026
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