Microstructure guide

Liquidity Sweeps & Stop Hunts, Explained

A liquidity sweep is when price pushes through a cluster of resting orders and stop-losses, consuming that liquidity in a burst of aggressive flow — then often reverses. Also called a liquidity grab or stop hunt, it typically targets the obvious highs and lows where stop orders pile up.

The vyx Liquidity Sweeps workspace ranking Hyperliquid markets by sweep size, net flow, largest print and candle body.
The Liquidity Sweeps workspace — 300+ Hyperliquid markets ranked by sweep activity, live. Open it →

The intuition

Stop-losses and resting orders pile up at the obvious places — just beyond a swing high or low, a round number, the edge of a range. That cluster is liquidity: a pool of orders waiting to be filled. A liquidity sweep is a fast push that runs price into that pool, fills against it, and frequently snaps back once the orders are taken. The move that looked like a breakout was the market reaching for liquidity, not starting a trend.

Buy-side vs sell-side liquidity

Which pool gets swept tells you which way the trap was set:

  • Sell-side liquidity sits below price — the stop-losses of longs and resting sell stops. A downside sweep spikes through the low, triggers those stops, and can reverse up.
  • Buy-side liquidity sits above price — the stop-losses of shorts and resting buy stops. An upside sweep runs through the high, triggers those, and can reverse down.
  • The tell is the wick: price takes the liquidity and rejects, leaving a long tail at the level rather than closing through it.
A sweep’s footprint
sellRun >= highest(sellRun, 30) && cvdLow <= -100000

There is no single "sweep" indicator to trust blindly — a sweep is a shape in the flow. vyx exposes the pieces: buyRun/sellRun (the largest same-side taker run — the sweep itself), cvdHigh/cvdLow (how far net aggression spiked inside the candle), and tradeMaxBuy/tradeMaxSell (the largest single print). Combined, they flag a burst of one-sided aggression — the sweep’s signature — across 300+ Hyperliquid markets.

How vyx uses it
live
variable sellRun
sellRun >= highest(sellRun, 30) && imb >= 20

A 30-candle-high sell run meeting a bid-heavy book (imb positive) is the classic sweep-and-absorb: aggressive sellers run the stops below, but resting demand soaks up the flow — often where a reversal starts. Flip every variable for the upside version (buyRun into an ask-heavy book). vyx evaluates it live across 300+ Hyperliquid markets.

See it on the live map
ask / down bid / up illustrative paint · newest on the right

How the Aggressive Sweep signal paints across a heatmap row on the live board.

Worked example: a sell-side sweep
  1. 1 Price grinds down to an obvious swing low where long stop-losses cluster — sell-side liquidity.
  2. 2 A burst of aggressive selling prints: sellRun hits a 30-candle high and cvdLow spikes down as stops cascade.
  3. 3 The book below was thin, so price wicks through and snaps back — the "break" of support was liquidity being taken, not a trend. You wait for the reversal to confirm; you never trade the wick blind.
A sweep is a story you can only fully tell after the wick

Liquidity sweeps are obvious in hindsight and treacherous live. Plenty of spikes through a level are genuine breakouts that keep going, and "stop hunt" is an interpretation, not a measurement. vyx shows you the footprint — the aggressive run, the CVD spike, the book imbalance — so you can judge whether liquidity was taken. It does not tell you a reversal is coming. Use it as confluence with the level and the reaction, never as a standalone trigger.

Further reading

Related

FAQ

What is a liquidity sweep?

A liquidity sweep is when price runs through a cluster of resting orders and stop-losses — usually just beyond an obvious high or low — consuming that liquidity in a burst of aggressive flow, then often reversing. It is also called a liquidity grab or stop hunt.

What is the difference between a liquidity sweep and a breakout?

Both push price through a level. In a sweep the aggression dries up or reverses once the resting liquidity is taken, so price snaps back; in a real breakout the flow keeps going. The tell is what order flow does after the level breaks, not the break itself.

Is a liquidity sweep the same as a stop hunt or liquidity grab?

Yes — they are different names for the same event: price reaching into a pool of stop-losses and resting orders to fill against it. "Stop hunt" implies deliberate intent, while the part you can actually measure is the liquidity being consumed.

How do you spot a liquidity sweep?

Look for a burst of one-sided aggressive flow — a large taker run and a CVD spike — pushing through an obvious high or low and then stalling, leaving a wick. vyx surfaces that footprint live across 300+ markets, but confirm with the level and the reaction before acting.

See it on the live map

Scan order-book pressure across 300+ Hyperliquid markets in real time.

Open vyx