Real-time orderbook data streamed directly from Hyperliquid nodes via WebSocket. Supports BBO, L2, L4, Trades, and user-specific order updates.
Data Types
Type | Description |
|---|---|
bbo | Best Bid/Offer — top of book with deduplication |
l2Book | Aggregated Level 2 orderbook with deduplication (up to 100 levels) |
l4Book | Full Level 4 orderbook — every individual order visible |
trades | Real-time trade/fill stream with execution details |
orderUpdates | User-specific order status stream (requires user address) |
Market Types
Value | Description |
|---|---|
perps | Perpetual futures (BTC, ETH, SOL...) |
spot | Spot markets (PURR/USDC, @-prefixed coins) |
hip3 | HIP-3 markets (X:Y format, e.g., xyz:TSLA) |
all | All markets (default) |
Performance
Feature | Behavior |
|---|---|
BBO Dedup | Only sends when bid/ask price or size changes (~1μs overhead) |
L2 Dedup | Only sends when snapshot hash changes (~10μs overhead) |
Trades | Only sends on fills |
Savings | ~500μs saved when data unchanged |