Output Schema
{
"description": "Side-aware 0-100 safety_score with verdict (LOW_RISK/CAUTION/DANGER), a summary line, per-factor reasoning (liquidation, crowding, funding, size_impact; highest risk first), raw component values with ages, method_version and disclaimer",
"example": {
"coin": "ETH",
"components": {
"crowding": {
"age_s": 140,
"crowd_direction": "LONG",
"crowding_score": 72,
"severity": "CROWDED",
"state": "crowded_with_you",
"wallets_sampled": 18
},
"funding": {
"age_s": 60,
"annualized_pct": 19.7,
"funding_8h_pct": 0.018,
"side_signed_8h_pct": 0.018,
"source": "hyperliquid"
},
"liquidation": {
"age_s": 210,
"mark_price": 3120.5,
"near_liq_long_usd": 1400000,
"near_liq_short_usd": 300000,
"near_same_side_share": 0.2029,
"near_same_side_usd": 1400000,
"sampled_total_usd": 6900000,
"wallets_sampled": 25
},
"size_impact": {
"age_s": 5,
"expected_slippage_pct": 0.0212,
"expected_slippage_usd": 1.06,
"recommendation": "EXECUTE_NOW",
"size_usd": 5000
}
},
"data_age_seconds": 210,
"disclaimer": "Risk context derived from sampled Hyperliquid positioning, funding and a modelled slippage estimate. Method tss-1 is uncalibrated; this is not a guarantee of outcome and not financial advice.",
"max_age_seconds": 1200,
"method": {
"bands": {
"CAUTION": "40-64",
"DANGER": "< 40",
"LOW_RISK": ">= 65"
},
"calibrated": false,
"combine": "risk = 0.6 * weighted_mean + 0.4 * max_factor; safety = 100 - risk",
"weights": {
"crowding": 0.3,
"funding": 0.2,
"liquidation": 0.35,
"size_impact": 0.15
}
},
"method_version": "tss-1",
"reasoning": [
{
"detail": "Top-20 Hyperliquid wallets are crowded LONG ETH (crowding 72/100, CROWDED) — the same side as this long",
"factor": "crowding",
"risk": 72,
"weight": 0.3
},
{
"detail": "$1,400,000 of sampled long liquidations sit within 5% below mark (20% of $6,900,000 sampled) — cascade fuel against this long",
"factor": "liquidation",
"risk": 61,
"weight": 0.35
},
{
"detail": "Funding +0.0180%/8h (+19.7% APR) — longs pay shorts; this side pays",
"factor": "funding",
"risk": 36,
"weight": 0.2
},
{
"detail": "Estimated slippage 0.0212% ($1.06) for $5,000",
"factor": "size_impact",
"risk": 0,
"weight": 0.15
}
],
"safety_score": 41,
"side": "long",
"size_usd": 5000,
"stale": false,
"summary": "CAUTION: long ETH $5,000 — Top-20 Hyperliquid wallets are crowded LONG ETH (crowding 72/100, CROWDED) — the same side as this long; $1,400,000 of sampled long liquidations sit within 5% below mark (20% of $6,900,000 sampled) — cascade fuel against this long.",
"timestamp": "2026-11-13T15:28:42Z",
"total_risk": 58.89,
"valid_for_seconds": 120,
"verdict": "CAUTION"
},
"type": "json"
}