poolcodDirect comparison
Already executed
The exchange publicly reports a forced close after it occurs.
Possible future zone
A model approximates where leveraged risk may be concentrated.
Fact versus inference
One confirms an event; the other expresses a scenario based on public inputs.
History versus context
Events explain what happened, while pools help organize potential areas to monitor.
Both layers are useful when they are named correctly. Problems arise when an estimated future level is presented as a real private position or when an executed event is interpreted as an order that still remains in the market.
What counts as a real liquidation?
In poolcod, real liquidation points are based on public feeds from supported exchanges such as Binance, Bybit and Gate. The event is displayed only after the source reports an execution. Available fields can include contract, direction, price, quantity, normalized notional value, exchange and timestamp.
Real does not mean complete. An exchange may aggregate events, apply rate limits or publish fields with different timing. Coverage is limited to supported public streams and does not reveal all account details. The event confirms a forced execution, not the user’s full position or remaining collateral.
It does not mean that the point predicted the move or that an equivalent order remains available at that price.
How estimated liquidation pools are built
Future account-level liquidation prices are private. To approximate possible concentrations, a model can combine public candles, traded volume, taker direction, open-interest changes, positioning metrics when available and liquidation formulas across leverage scenarios.
Those inputs are real market data. The output is still estimated because the model cannot know each account’s entry, maintenance margin, extra collateral, cross-margin exposure or later position changes. Poolcod labels these areas as estimated and uses relative intensity rather than claiming exact account totals.
Estimated bands can strengthen, weaken or disappear when new data changes the underlying picture. This is expected behavior, not evidence that the historical candles failed to update.
How reliable are the estimated zones?
They are reliable as a consistent visualization of a stated statistical method, not as a guaranteed map of private exchange accounts. Reliability improves when a zone persists through several updates, remains coherent across nearby timeframes and aligns with meaningful changes in volume or open interest.
It decreases when the area depends on one abnormal candle, sits far outside current structure, changes drastically under a small filter adjustment or conflicts with other market evidence. No public method can create a completely real future liquidation map because the required account-level inputs are not public.
- Treat intensity as relative context, not a fixed probability.
- Compare the same market and filter configuration before evaluating changes.
- Use real events to confirm activity that already occurred.
- Combine the map with price, volume, volatility and risk management.
How to use both layers together
Observe structure
Locate the strongest estimated bands around the current price.
Enable real events
Check whether exchanges reported forced closures during the recent path.
Compare direction
Separate long and short liquidations and identify their source exchange.
Wait for evidence
Do not convert one isolated band into an entry without market confirmation.
Frequently asked questions
Do real liquidations appear before they happen?
No. They appear when the exchange reports that execution has already taken place.
Do estimated pools use invented data?
No. They use real public market inputs, but the resulting future level is a statistical inference and is labeled accordingly.
Can another exchange provide a fully real future map?
Not through public data while account positions, collateral and liquidation prices remain private.