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
HYPERLIQUIDL4exchange. 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.gzExamples:
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 identifierIDDI-[IDENTIFIER]: CoinAPI's internal identifierSC-[COINAPI_SYMBOL_ID]: CoinAPI's symbol identifierS-[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 Name | Type | Description |
|---|---|---|
| time_exchange | datetime | UTC timestamp of the trade provided by the exchange or estimated using the exchange API delay. |
| time_coinapi | datetime | UTC timestamp when CoinAPI first received the trade information. |
| guid | string | Unique identifier of the trade provided by CoinAPI. |
| price | decimal | Price at which the trade occurred. |
| base_amount | decimal | Amount of base asset traded in the transaction. |
| taker_side | string | Aggressor side of the transaction. Possible values: BUY, SELL. |
| id_exch_guid | string | Applicable if identifiers are not integers. |
| id_exch_int_inc | integer | Exchange trade ID. |
| order_id_maker | string | Unique identifier assigned to the maker's side of a trade. |
| order_id_taker | string | Unique identifier assigned to the taker's side of a trade. |
| user_taker | string | User or account identifier associated with the taker side, as provided by Hyperliquid. |
| user_maker | string | User 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;0xf5d81a135f756ca16544e53c20fc20643ec3ad53Data Collection Process
- We maintain a real-time connection to the Hyperliquid L4 exchange.
- As trades occur, we capture the trade information including user attribution for both sides.
- The data is processed, normalized, and stored in our system.
- 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
- Time Discrepancies: There might be slight differences between
time_exchangeandtime_coinapidue to network latency or exchange API delays. - User Attribution:
user_takeranduser_makercontain Hyperliquid wallet addresses. These fields are only populated for Hyperliquid L4 symbols. - Order IDs:
order_id_makerandorder_id_takermay be empty when the exchange does not provide order-level identifiers for a given trade.
Usage Tips
- Use the
guidfield to uniquely identify trades and avoid double-counting when processing multiple files. - The
base_amountfield represents the amount in the base currency of the trading pair (e.g., BTC in BTC/USDC perpetual). - To calculate the total value of a trade in the quote currency, multiply
pricebybase_amount. - Use
user_takeranduser_makerto analyze trading activity by Hyperliquid account.
For any questions or issues with the Hyperliquid L4 Trades data, please contact our support team.