Gross open interest is long + short exposure, not a one-sided OI measure. Funding dates come from each on-chain account. Stored oracle prices and resulting notional amounts can also be stale; these are account snapshots, not live exchange quotes.

Reading positions…

Cyan: long positions. Purple: shorts. Bars show position notional at estimated liquidation prices, not predicted liquidation volume. Cross-margin SDK estimates hold other oracle prices constant and exclude open orders. USDT is treated as $1.

Liquidity, volume and price changes come from GeckoTerminal’s Solana pools. Totals describe this sample, not the entire network. Missing observations are shown as missing.