📦 Datasets

Hyperliquid L4 Trades

The Hyperliquid L4 Trades data type provides executed transactions with user attribution for both sides of each match on the Hyperliquid L4 exchange.

Hyperliquid L4 Trades

Overview

The Hyperliquid L4 Trades data type provides information about individual transactions that have occurred on the Hyperliquid L4 exchange for a specific trading pair. It extends the standard Trades format with user_taker and user_maker fields, which contain the Hyperliquid user addresses associated with each side of the match.

[!NOTE]

This data type is available only for symbols on the HYPERLIQUIDL4 exchange. Standard Trades files for other exchanges do not include user attribution fields.

File Organization

Hyperliquid L4 Trade data is organized in the S3 bucket as follows:

T-TRADES/
└── D-{YYYYMMDD | YYYYMMDDHH}/
    └── E-HYPERLIQUIDL4/
        └── IDDI-[IDENTIFIER]+SC-[COINAPI_SYMBOL_ID]+S-[EXCHANGE_SYMBOL].csv.gz

Examples:

T-TRADES/D-2026060900/E-HYPERLIQUIDL4/IDDI-47427873+SC-HYPERLIQUIDL4_PERP_BTC_USDC+S-BTC.csv.gz

Where:

  • T-TRADES: Indicates the data type (Trades)
  • D-{YYYYMMDD | YYYYMMDDHH} defines the time partition:
    • YYYYMMDD → daily data (UTC)
    • YYYYMMDDHH → hourly data (UTC)
  • E-HYPERLIQUIDL4: Hyperliquid L4 exchange identifier
  • IDDI-[IDENTIFIER]: CoinAPI's internal identifier
  • SC-[COINAPI_SYMBOL_ID]: CoinAPI's symbol identifier
  • S-[EXCHANGE_SYMBOL]: The symbol as identified by the exchange

File Format

Files are in CSV format, compressed with gzip. Each row represents a single trade.

Data Fields

Column NameTypeDescription
time_exchangedatetimeUTC timestamp of the trade provided by the exchange or estimated using the exchange API delay.
time_coinapidatetimeUTC timestamp when CoinAPI first received the trade information.
guidstringUnique identifier of the trade provided by CoinAPI.
pricedecimalPrice at which the trade occurred.
base_amountdecimalAmount of base asset traded in the transaction.
taker_sidestringAggressor side of the transaction. Possible values: BUY, SELL.
id_exch_guidstringApplicable if identifiers are not integers.
id_exch_int_incintegerExchange trade ID.
order_id_makerstringUnique identifier assigned to the maker's side of a trade.
order_id_takerstringUnique identifier assigned to the taker's side of a trade.
user_takerstringUser or account identifier associated with the taker side, as provided by Hyperliquid.
user_makerstringUser or account identifier associated with the maker side, as provided by Hyperliquid.

Example Data

time_exchange;time_coinapi;guid;price;base_amount;taker_side;id_exch_guid;id_exch_int_inc;order_id_maker;order_id_taker;user_taker;user_maker
2026-06-09T00:00:00.0050000;2026-06-09T00:00:00.6819304;4f98a9e7-d2b7-4827-a1f4-2d8d8f33edff;63058;0.00017;BUY;;198329165928041;;;0xaf19b7ebbe38f81cac3268bf6f85870af061b6aa;0x2ca4927174ba283d8a57f60ef3589844035a2930
2026-06-09T00:00:02.4760000;2026-06-09T00:00:02.8009609;887fac68-0508-45e1-987d-f6053afcd8d0;63056;0.00017;SELL;;71897772240678;;;0xa6727cd11f50e42232d147f6eb4122a373975661;0xf5d81a135f756ca16544e53c20fc20643ec3ad53

Data Collection Process

  1. We maintain a real-time connection to the Hyperliquid L4 exchange.
  2. As trades occur, we capture the trade information including user attribution for both sides.
  3. The data is processed, normalized, and stored in our system.
  4. At the end of each day (UTC), the data is aggregated into daily files and uploaded to the S3 bucket.

Taker Side Explanation

  • BUY: The exchange reported that the trade aggressor was buying.
  • SELL: The exchange reported that the trade aggressor was selling.

Corner Cases and Special Considerations

  1. Time Discrepancies: There might be slight differences between time_exchange and time_coinapi due to network latency or exchange API delays.
  2. User Attribution: user_taker and user_maker contain Hyperliquid wallet addresses. These fields are only populated for Hyperliquid L4 symbols.
  3. Order IDs: order_id_maker and order_id_taker may be empty when the exchange does not provide order-level identifiers for a given trade.

Usage Tips

  1. Use the guid field to uniquely identify trades and avoid double-counting when processing multiple files.
  2. The base_amount field represents the amount in the base currency of the trading pair (e.g., BTC in BTC/USDC perpetual).
  3. To calculate the total value of a trade in the quote currency, multiply price by base_amount.
  4. Use user_taker and user_maker to analyze trading activity by Hyperliquid account.

For any questions or issues with the Hyperliquid L4 Trades data, please contact our support team.

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