📦 Datasets
Hyperliquid TWAP Statuses
Hyperliquid TWAP lifecycle events with execution progress and strategy parameters.
Hyperliquid TWAP Statuses
Overview
The Hyperliquid TWAP Statuses data type provides lifecycle updates for TWAP execution on Hyperliquid L4.
Rows include progress, notional execution, and strategy flags such as reduce_only and randomize.
[!NOTE]
This data type is available only for symbols on the
HYPERLIQUIDL4exchange.
File Organization
Hyperliquid TWAP status data is organized in the coinapi bucket using the structure below.
T-HLTWAPSTATUSES/
└── D-{YYYYMMDD | YYYYMMDDHH}/
└── E-HYPERLIQUIDL4/
└── IDDI-[IDENTIFIER]+SC-[COINAPI_SYMBOL_ID]+S-[EXCHANGE_SYMBOL].csv.gzExample:
T-HLTWAPSTATUSES/D-2026060900/E-HYPERLIQUIDL4/IDDI-47427873+SC-HYPERLIQUIDL4_PERP_BTC_USDC+S-BTC.csv.gz
Where:
T-HLTWAPSTATUSES: Indicates the data type (Hyperliquid TWAP Statuses)D-{YYYYMMDD | YYYYMMDDHH}defines the time partition:YYYYMMDDincoinapi-> legacy daily partitions published before 2026-06-09YYYYMMDDHHincoinapi-> hourly partitions for data published on or after 2026-06-09
E-HYPERLIQUIDL4: Hyperliquid L4 exchange identifierIDDI-[IDENTIFIER]: CoinAPI internal identifierSC-[COINAPI_SYMBOL_ID]: CoinAPI symbol identifierS-[EXCHANGE_SYMBOL]: Symbol as identified by the exchange
File Format
Files are in CSV format, compressed with gzip. Each row represents a TWAP status event.
Data Fields
| Column Name | Type | Description |
|---|---|---|
| time_exchange | datetime | UTC timestamp of the status event from the exchange stream. |
| time_coinapi | datetime | UTC timestamp when CoinAPI received the event. |
| twap_id | integer | Unique TWAP identifier assigned by Hyperliquid. |
| coin | string | Coin identifier associated with the TWAP. |
| user | string | Hyperliquid user/account address. |
| side | string | TWAP side in exchange-native format (for example B or A). |
| status | string | TWAP lifecycle status (for example activated, finished, terminated, error:*). |
| sz | decimal | Requested TWAP size. |
| executed_sz | decimal | Cumulative executed size. |
| executed_ntl | decimal | Cumulative executed notional value. |
| minutes | integer | Configured TWAP duration in minutes. |
| reduce_only | boolean | Whether the TWAP is reduce-only. |
| randomize | boolean | Whether child order placement is randomized. |
| order_timestamp_ms | integer | Exchange order timestamp in Unix milliseconds. |
Example Data
time_exchange;time_coinapi;twap_id;coin;user;side;status;sz;executed_sz;executed_ntl;minutes;reduce_only;randomize;order_timestamp_ms
2026-06-09T00:15:02.1540000;2026-06-09T00:15:02.3912431;9142231;BTC;0xaf19b7ebbe38f81cac3268bf6f85870af061b6aa;B;activated;12.5;4.25;268004.17;30;False;True;1759982400152Data Collection Process
- We subscribe to Hyperliquid L4 TWAP status streams.
- Status changes are normalized and written into per-symbol files.
- Data is uploaded to the
coinapibucket as hourly partitions for data published on or after 2026-06-09. Legacy daily partitions published before that date remain incoinapi.
Corner Cases and Special Considerations
- TWAP status strings are exchange-native and can include
error:*variants. executed_szandexecuted_ntlmay lag immediately after activation.order_timestamp_msis exchange-provided and should be treated as the canonical event-ordering reference within TWAP workflows.