WebSocket endpoint provides real-time market data streaming which works in Subscribe-Publish communication model. After establishing a WebSocket connection with us, you will need to send a Hello message documented below.

Messages

Trades (IN)

Trade message JSON is structured like this:

{
  "type": "trade",
  "symbol_id": "BITSTAMP_SPOT_BTC_USD",
  "sequence": 2323346,
  "time_exchange": "2013-09-28T22:40:50.0000000Z",
  "time_coinapi": "2017-03-18T22:42:21.3763342Z",
  "uuid": "770C7A3B-7258-4441-8182-83740F3E2457",
  "price": 770.000000000,
  "size": 0.050000000,
  "taker_side": "BUY"
}

Trade message is sent for every executed transaction (orderbook match).

Message variables

Variable	Description
type	Message type, always `trade`
symbol_id	Our symbol identifier, format documented here
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
time_exchange	Time of trade reported by exchange
time_coinapi	Time when coinapi first received trade from exchange
uuid	Our unique trade identifier in form of UUIDv4
price	Price of the transaction
size	Base asset amount traded in transaction (if a value is equal to zero, then transaction price just marking a data point eg. in the index time series)
taker_side	Aggressor side of the transaction (BUY/SELL/BUY_ESTIMATED/SELL_ESTIMATED/UNKNOWN)

Possible `taker_side` values

If exchange has not reported who the aggressor side of the transaction was, then we will classify who it most probably was based on current market view.

`taker_side`	Description
`BUY`	Exchange has reported that transaction aggressor was buying
`SELL`	Exchange has reported that transaction aggressor was selling
`BUY_ESTIMATED`	Exchange has not reported transaction aggressor, we estimated that more likely it was buying
`SELL_ESTIMATED`	Exchange has not reported transaction aggressor, we estimated that more likely it was selling
`UNKNOWN`	Exchange has not reported transaction aggressor and we have not estimated who it was

[!TIP]

To classify who the aggressor of the transaction was, we use a proprietary algorithm that extends the method described in the paper "Inferring trade direction from intraday data (1991) by Lee and Ready"

Trades L4 (Transactions) (IN)

[!NOTE]

The trade_l4 data type is available only on the Hyperliquid L4 WS DS data source.

{
  "time_exchange": "2026-06-09T08:40:42.2680000Z",
  "time_coinapi": "2026-06-09T08:40:42.4291928Z",
  "uuid": "17e8da4f-6541-48d5-b87c-2c10c38c7ab8",
  "price": 1677.6,
  "size": 0.0275,
  "taker_side": "BUY",
  "user_taker": "0xea928063cd1b5969c73699355b96103210529bda",
  "user_maker": "0xf5d81a135f756ca16544e53c20fc20643ec3ad53",
  "symbol_id": "HYPERLIQUIDL4_PERP_ETH_USDC",
  "sequence": 1,
  "type": "trade_l4"
}

A trade_l4 message is sent for every Hyperliquid executed transaction where L4 user attribution is available. It extends the standard trade message with the taker and maker user addresses reported by Hyperliquid.

Message variables

Variable	Description
time_exchange	Exchange time of the trade execution.
time_coinapi	CoinAPI time when the trade was received from the exchange.
uuid	Exchange-provided unique identifier for the trade.
price	Trade execution price.
size	Executed trade size.
taker_side	Aggressor side of the trade. Possible values are `BUY` and `SELL`.
user_taker	User or account identifier associated with the taker side, as provided by the exchange.
user_maker	User or account identifier associated with the maker side, as provided by the exchange.
symbol_id	Our symbol identifier, format documented here. For this message type, the symbol belongs to the `HYPERLIQUIDL4` exchange.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
type	Message type, always `trade_l4`

Possible `taker_side` values

`taker_side`	Description
`BUY`	The taker was buying.
`SELL`	The taker was selling.

Quotes (IN)

Quote message JSON is structured like this:

{
  "type": "quote",
  "symbol_id": "BITSTAMP_SPOT_BTC_USD",
  "sequence": 2323346,
  "time_exchange": "2013-09-28T22:40:50.0000000Z",
  "time_coinapi": "2017-03-18T22:42:21.3763342Z",
  "ask_price": 770.000000000,
  "ask_size": 3252,
  "bid_price": 760,
  "bid_size": 124
}

Quote message is sent for each update on orderbook first best bid or ask level.

Message variables

Variable	Description
type	Message type, always `quote`
symbol_id	Our symbol identifier, format documented here.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
time_exchange	Exchange time of orderbook
time_coinapi	CoinAPI time when orderbook received from exchange
ask_price	Best asking price
ask_size	Volume resting on best ask (if a value is equal to zero then size is unknown)
bid_price	Best bidding price
bid_size	Volume resting on best bid (if a value is equal to zero then size is unknown)

Orderbook L2 (Full) (IN)

A Book message is sent for each snapshot or update of the order book. After subscription to this data type is initialized, we immediately start delivering updates to the order book and at least one snapshot will be provided as soon as possible with the nearest update of the book. Book message represents total ammount of bids and asks aggregated by price level.

{
  "type": "book",
  "symbol_id": "BITSTAMP_SPOT_BTC_USD",
  "sequence": 2323346,
  "time_exchange": "2013-09-28T22:40:50.0000000Z",
  "time_coinapi": "2017-03-18T22:42:21.3763342Z",
  "is_snapshot": true,
  "asks": [
    {
      "price": 456.35,
      "size": 123
    },
    {
      "price": 456.36,
      "size": 23
    },
    ... cut ...
  ],
  "bids": [
    {
      "price": 456.10,
      "size": 42
    },
    {
      "price": 456.09,
      "size": 5
    },
    ... cut ...
  ]
}

Message variables

Variable	Description
type	Message type, always `book`
symbol_id	Our symbol identifier, format documented here.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
time_exchange	Exchange time of orderbook
time_coinapi	CoinAPI time when orderbook received from exchange
is_snapshot	Is message a snapshot? If `true` then all bid and ask levels are listed, otherwise only changed since the last message.
asks	All ask levels for snapshot message, otherwise only changed ask levels since the last message. Data will be in order from the best to the worst price.
bids	All bid levels for snapshot message, otherwise only changed bid levels since the last message. Data will be in order from the best to the worst price.
price	Price of bid/ask
size	Volume resting on bid/ask level in base amount

Orderbook L2 (max 2x5) (IN)

A Book5 message contain first 5 best bid or ask levels.

[!NOTE]

Updates in this data type are sent as soon as possible if orderbook changed (outside or inside levels covered by the snapshot visibility). To reduce amount of updates please use the subscribe_update_limit_ms_book_snapshot parameter.

{
  "type": "book5",
  "symbol_id": "BITSTAMP_SPOT_BTC_USD",
  "sequence": 2323346,
  "time_exchange": "2013-09-28T22:40:50.0000000Z",
  "time_coinapi": "2017-03-18T22:42:21.3763342Z",
  "asks": [
    {
      "price": 456.35,
      "size": 123
    },
    {
      "price": 456.36,
      "size": 23
    },
    ... cut ...
  ],
  "bids": [
    {
      "price": 456.10,
      "size": 42
    },
    {
      "price": 456.09,
      "size": 5
    },
    ... cut ...
  ]
}

Message variables

Variable	Description
type	Message type, always `book5`
symbol_id	Our symbol identifier, format documented here.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
time_exchange	Exchange time of orderbook
time_coinapi	CoinAPI time when orderbook received from exchange
asks	Best 5 ask levels in order from best to worst.
bids	Best 5 bid levels in order from best to worst.
price	Price of bid/ask
size	Volume resting on bid/ask level in base amount

Orderbook L2 (max 2x20) (IN)

A Book20 message contain first 20 best bid or ask levels.

[!NOTE]

Updates in this data type are sent every 1 second if orderbook changed (outside or inside levels covered by the snapshot visibility). To reduce amount of updates please use the subscribe_update_limit_ms_book_snapshot parameter.

{
  "type": "book20",
  "symbol_id": "BITSTAMP_SPOT_BTC_USD",
  "sequence": 2323346,
  "time_exchange": "2013-09-28T22:40:50.0000000Z",
  "time_coinapi": "2017-03-18T22:42:21.3763342Z",
  "asks": [
    {
      "price": 456.35,
      "size": 123
    },
    {
      "price": 456.36,
      "size": 23
    },
    ... cut ...
  ],
  "bids": [
    {
      "price": 456.10,
      "size": 42
    },
    {
      "price": 456.09,
      "size": 5
    },
    ... cut ...
  ]
}

Message variables

Variable	Description
type	Message type, always `book20`
symbol_id	Our symbol identifier, format documented here.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
time_exchange	Exchange time of orderbook
time_coinapi	CoinAPI time when orderbook received from exchange
asks	Best 20 ask levels in order from best to worst.
bids	Best 20 bid levels in order from best to worst.
price	Price of bid/ask
size	Volume resting on bid/ask level in base amount

Orderbook L2 (max 2x50) (IN)

A Book50 message contain first 50 best bid or ask levels.

[!NOTE]

Updates in this data type are sent every 1 second if orderbook changed (outside or inside levels covered by the snapshot visibility). To reduce amount of updates please use the subscribe_update_limit_ms_book_snapshot parameter.

{
  "type": "book50",
  "symbol_id": "BITSTAMP_SPOT_BTC_USD",
  "sequence": 2323346,
  "time_exchange": "2013-09-28T22:40:50.0000000Z",
  "time_coinapi": "2017-03-18T22:42:21.3763342Z",
  "asks": [
    {
      "price": 456.35,
      "size": 123
    },
    {
      "price": 456.36,
      "size": 23
    },
    ... cut ...
  ],
  "bids": [
    {
      "price": 456.10,
      "size": 42
    },
    {
      "price": 456.09,
      "size": 5
    },
    ... cut ...
  ]
}

Message variables

Variable	Description
type	Message type, always `book50`
symbol_id	Our symbol identifier, format documented here.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
time_exchange	Exchange time of orderbook
time_coinapi	CoinAPI time when orderbook received from exchange
asks	Best 50 ask levels in order from best to worst.
bids	Best 50 bid levels in order from best to worst.
price	Price of bid/ask
size	Volume resting on bid/ask level in base amount

Orderbook L3 (Full) (IN)

A book_l3 message is sent for each snapshot or update of the order book in the level 3 format (order-by-order). After subscription to this data type is initialized, we immediately start delivering updates to the order book and at least one snapshot will be provided as soon as possible with the nearest update of the book. Book L3 does not aggregate any data. Every ask and bid corresponds to passive order with information on the price and size of that order. The id can identify any order.

[!NOTE]

If the data source is providing the maximum resoluiont of the order book on level 2 then this data type will fallback to the Level 2, in that case the Order ID's will be null or not provided. You should treat Order without Id as Level 2 aggregated entry in the price queue.

{
  "type": "book_l3"
  "symbol_id": "COINBASE_SPOT_BCH_USD",
  "sequence": 2323346,
  "time_exchange": "2020-08-26T12:36:04.3464706Z",
  "time_coinapi": "2020-08-26T12:36:04.2807750Z",
  "is_snapshot": false,
  "asks": [
	{
	  "id": "520269d4-c085-47ed-8825-6d787af90800",
	  "price": 273.01,
	  "size": 1.81940502,
	  "update_type":"ADD"
	},
	{
	  "id": "0ac891c7-8360-462c-8d9a-d8b217d3fca2",
	  "price": 273.02,
	  "size": 1.0,
	  "update_type":"DELETE"
	},
	... cut ...
  ],
  "bids": [
	{
	  "id": "6340ec1e-8be8-404e-b9a4-a14120ec179e",
	  "price": 272.94,
	  "size": 1.81940502,
	  "update_type":"UPDATE"
	},
	{
	  "id": "7eaaa899-089f-4308-9fa2-e33737ae36ee",
	  "price": 272.96,
	  "size": 1.85989855,
	  "update_type":"DELETE"
	},
	... cut ...
  ]
}

Message variables

Variable	Description
type	Message type, always `book_l3`
symbol_id	Our symbol identifier, format documented here.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
time_exchange	Exchange time of orderbook
time_coinapi	CoinAPI time when orderbook received from exchange
is_snapshot	Is message a snapshot? If `true` then all bid and ask levels are listed, otherwise only changed since the last message
asks	All ask levels for snapshot message, otherwise only changed ask levels since the last message. Data will be in order from the best to the worst price.
bids	All bid levels for snapshot message, otherwise only changed bid levels since the last message. Data will be in order from the best to the worst price.
id	Order identifier
price	Price of bid/ask
size	Bid/ask base asset amount
update_type	Type of update message

Possible `update_type` values

The snapshot message represents the initial collection of the orders in the order book. Further updates are modifying this collection. update_type determines the type of update for the order. Please note that the snapshot message has no defined update_type.

`update_type`	Description
`ADD`	Add order to the price queue.
`UPDATE`	Update the order size in the price queue.
`SUBTRACT`	Subtract the order size in the price queue.
`DELETE`	Delete the order from the price queue.
`MATCH`	Subtract the order size in the price queue (same as `SUBTRACT` but caused by the match).

Orderbook L4 (Full) (IN)

[!NOTE]

The book_l4 data type is available only on the Hyperliquid L4 WS DS data source.

A book_l4 message is sent for each snapshot or update of the Hyperliquid order book in the level 4 format. Book L4 does not aggregate any data. Every ask and bid entry corresponds to a passive order with order id, price, size, update type, and the Hyperliquid user address associated with the order.

{
  "is_snapshot": true,
  "time_exchange": "2026-06-09T07:12:12.1100930Z",
  "time_coinapi": "2026-06-09T07:12:12.1100930Z",
  "asks": [
    {
      "id": "463412109888",
      "price": 63301.0,
      "size": 0.31228,
      "user": "0xa62b923a112d50d03e1e096bbd53422490dac104",
      "order_type": "Limit",
      "orig_size": 0.31228,
      "tif": "Alo",
      "reduce_only": false,
      "is_child": false
    }
  ],
  "bids": [
    {
      "id": "461970659753",
      "price": 64200.0,
      "size": 0.03115,
      "user": "0x6f2411cef3d22ef3291ef281c84891bfec207222",
      "order_type": "Limit",
      "orig_size": 0.03115,
      "tif": "Gtc",
      "reduce_only": false,
      "is_child": false,
      "children_oids": "461970659754",
      "children": [
        {
          "id": "461970659754",
          "price": 70200.0,
          "size": 0.03115,
          "order_type": "Stop Market",
          "is_child": true,
          "is_trigger": true,
          "trigger_px": 65000.0,
          "trigger_condition": "Price above 65000"
        }
      ]
    }
  ],
  "symbol_id": "HYPERLIQUIDL4_PERP_BTC_USDC",
  "sequence": 2,
  "type": "book_l4"
}

For incremental updates, is_snapshot is false. Each changed ask or bid entry includes update_type and hl4_status:

{
  "is_snapshot": false,
  "time_exchange": "2026-06-09T07:12:12.1123484Z",
  "time_coinapi": "2026-06-09T07:12:12.1123485Z",
  "asks": [
    {
      "id": "463434662141",
      "price": 63120.0,
      "size": 0.05294,
      "user": "0x154d97e96620b08f22b41e96a77dea29da902d6d",
      "cloid": "0x000000000023c91d000006ddede11c7b",
      "order_type": "Limit",
      "orig_size": 0.05294,
      "update_type": "set",
      "hl4_status": "open",
      "tif": "Alo",
      "reduce_only": false
    },
    {
      "id": "463434662163",
      "price": 63114.0,
      "size": 0.13842,
      "user": "0x54e3f54df4b10ff63f7284733ed735e8e1507c20",
      "cloid": "0x00000000002f362b0000315f825e1c2d",
      "order_type": "Limit",
      "orig_size": 0.13842,
      "update_type": "rejected",
      "hl4_status": "rejected_alo",
      "tif": "Alo",
      "reduce_only": false
    }
  ],
  "bids": [],
  "symbol_id": "HYPERLIQUIDL4_PERP_BTC_USDC",
  "sequence": 3,
  "type": "book_l4"
}

Message variables

Variable	Description
is_snapshot	Indicates whether the message represents a full order book snapshot. If `false`, the message represents an incremental order book update.
time_exchange	Exchange time of the order book snapshot or update.
time_coinapi	CoinAPI time when the order book snapshot or update was received from the exchange.
asks	Array of ask-side order book entries. May be empty when there are no ask-side updates.
asks[].id	Exchange-provided order identifier for the ask entry.
asks[].price	Ask order price.
asks[].size	Ask order size.
asks[].user	User or account identifier associated with the ask entry, as provided by the exchange.
asks[].cloid	Client order identifier for the ask entry, when provided by the exchange.
asks[].order_type	Order type for the ask entry. Examples: `Limit`, `Market`, `Take Profit Limit`, `Take Profit Market`, `Stop Market`, `Stop Limit`.
asks[].orig_size	Original ask order size at placement.
asks[].update_type	Type of ask-side order book update. Present on incremental updates only.
asks[].hl4_status	Hyperliquid L4 status for the ask entry. Present on incremental updates only. See Possible `hl4_status` values.
asks[].tif	Time-in-force value for the ask entry, when provided by the exchange.
asks[].reduce_only	Indicates whether the ask entry is reduce-only, when provided by the exchange.
asks[].trigger_condition	Human-readable trigger condition for the ask entry. `N/A` for regular orders. Examples: `Price above 32886` or `Price below 32886` for stop, take-profit, or stop-loss orders.
asks[].is_trigger	Indicates whether the ask entry is a stop, take-profit, or stop-loss order that will activate when `trigger_px` is reached. `false` for regular limit orders.
asks[].trigger_px	Price at which a trigger ask order activates. `0.0` for non-trigger orders.
asks[].is_position_tpsl	Indicates whether the ask entry is a take-profit or stop-loss that applies to an entire position, rather than a specific order.
asks[].is_child	Indicates whether the ask entry is a child order in a bracket. Present on snapshot messages only.
asks[].children	Array of nested child orders attached to the parent ask order. Present on snapshot messages only.
asks[].children[].cloid	Client order identifier for the child ask order, when provided by the exchange.
asks[].children[].id	Exchange-provided order identifier for the child ask order.
asks[].children[].price	Child ask order price.
asks[].children[].size	Child ask order size.
asks[].children[].order_type	Order type for the child ask order.
asks[].children[].orig_size	Original child ask order size at placement.
asks[].children[].reduce_only	Indicates whether the child ask order is reduce-only.
asks[].children[].trigger_condition	Human-readable trigger condition for the child ask order.
asks[].children[].is_trigger	Indicates whether the child ask order is a trigger order.
asks[].children[].trigger_px	Price at which the child ask trigger order activates.
asks[].children[].is_position_tpsl	Indicates whether the child ask order is a position-level take-profit or stop-loss.
asks[].children[].is_child	Always `true` for entries in the `children` array.
asks[].children_oids	Comma-separated list of order IDs for bracket child orders attached to the parent ask order. Empty string or `null` when no children are attached. Present on snapshot messages only.
bids	Array of bid-side order book entries. May be empty when there are no bid-side updates.
bids[].id	Exchange-provided order identifier for the bid entry.
bids[].price	Bid order price.
bids[].size	Bid order size.
bids[].user	User or account identifier associated with the bid entry, as provided by the exchange.
bids[].cloid	Client order identifier for the bid entry, when provided by the exchange.
bids[].order_type	Order type for the bid entry. Examples: `Limit`, `Market`, `Take Profit Limit`, `Take Profit Market`, `Stop Market`, `Stop Limit`.
bids[].orig_size	Original bid order size at placement.
bids[].update_type	Type of bid-side order book update. Present on incremental updates only.
bids[].hl4_status	Hyperliquid L4 status for the bid entry. Present on incremental updates only. See Possible `hl4_status` values.
bids[].tif	Time-in-force value for the bid entry, when provided by the exchange.
bids[].reduce_only	Indicates whether the bid entry is reduce-only, when provided by the exchange.
bids[].trigger_condition	Human-readable trigger condition for the bid entry. `N/A` for regular orders. Examples: `Price above 32886` or `Price below 32886` for stop, take-profit, or stop-loss orders.
bids[].is_trigger	Indicates whether the bid entry is a stop, take-profit, or stop-loss order that will activate when `trigger_px` is reached. `false` for regular limit orders.
bids[].trigger_px	Price at which a trigger bid order activates. `0.0` for non-trigger orders.
bids[].is_position_tpsl	Indicates whether the bid entry is a take-profit or stop-loss that applies to an entire position, rather than a specific order.
bids[].is_child	Indicates whether the bid entry is a child order in a bracket. Present on snapshot messages only.
bids[].children	Array of nested child orders attached to the parent bid order. Present on snapshot messages only.
bids[].children[].cloid	Client order identifier for the child bid order, when provided by the exchange.
bids[].children[].id	Exchange-provided order identifier for the child bid order.
bids[].children[].price	Child bid order price.
bids[].children[].size	Child bid order size.
bids[].children[].order_type	Order type for the child bid order.
bids[].children[].orig_size	Original child bid order size at placement.
bids[].children[].reduce_only	Indicates whether the child bid order is reduce-only.
bids[].children[].trigger_condition	Human-readable trigger condition for the child bid order.
bids[].children[].is_trigger	Indicates whether the child bid order is a trigger order.
bids[].children[].trigger_px	Price at which the child bid trigger order activates.
bids[].children[].is_position_tpsl	Indicates whether the child bid order is a position-level take-profit or stop-loss.
bids[].children[].is_child	Always `true` for entries in the `children` array.
bids[].children_oids	Comma-separated list of order IDs for bracket child orders attached to the parent bid order. Empty string or `null` when no children are attached. Present on snapshot messages only.
symbol_id	Our symbol identifier, format documented here. For this message type, the symbol belongs to the `HYPERLIQUIDL4` exchange.
sequence	Sequence number per pair (`type`, `symbol_id`) which is valid only for the lifespan of the connection.
type	Message type, always `book_l4`

Possible `update_type` values

The snapshot message represents the initial collection of the orders in the order book. Further updates modify this collection. update_type is present on incremental updates only. Snapshot entries do not include update_type.

`update_type`	Description
`set`	Order accepted and placed in the book.
`rejected`	Order rejected. See `hl4_status` for the rejection reason.
`delete`	Order removed from the book. See `hl4_status` for the removal reason.

Possible `hl4_status` values

hl4_status is present on incremental updates only, alongside update_type.

Value	Name	Description
0	`OPEN`	Order accepted and placed on the book.
1	`FILLED`	Order fully executed.
2	`CANCELED`	Order canceled by the user.
3	`TRIGGERED`	Stop/TP/SL trigger order was activated and executed.
4	`REDUCE_ONLY_CANCELED`	Canceled because it would increase position size (reduce-only constraint).
5	`SELF_TRADE_CANCELED`	Canceled to prevent self-trading against own orders.
6	`SIBLING_FILLED_CANCELED`	OCO bracket — canceled because its sibling order was filled.
7	`MARGIN_CANCELED`	Canceled by the risk engine due to insufficient margin.
8	`VAULT_WITHDRAWAL_CANCELED`	Canceled due to a vault withdrawal reducing available balance.
9	`LIQUIDATED_CANCELED`	Canceled as part of a liquidation process.
10	`REJECTED_ALO`	Rejected — Add Liquidity Only order would have crossed the spread.
11	`REJECTED_MARGIN`	Rejected — insufficient perpetual margin.
12	`REJECTED_IOC`	Rejected — Immediate-or-Cancel order could not be filled immediately.
13	`REJECTED_BALANCE`	Rejected — insufficient spot balance.
14	`REJECTED_REDUCE`	Rejected — reduce-only order would not reduce position.
15	`REJECTED_MIN_NTL`	Rejected — order size below minimum notional value.
16	`REJECTED_ORACLE`	Rejected — oracle price deviation too large.
17	`REJECTED_OI`	Rejected — would exceed open interest limit.

Hyperliquid Oracle Prices (IN)

[!NOTE]

The hl_oracle_prices data type is available only on the Hyperliquid L4 WS DS data source.

{
  "type": "hl_oracle_prices",
  "time_exchange": "2026-06-17T14:40:42.2680000Z",
  "time_coinapi": "2026-06-17T14:40:42.4291928Z",
  "coin_id": "BTC",
  "update_class": "Deployer",
  "mark_px": 66751.12,
  "mark_daily_px": 65520.01,
  "oracle_px": 66749.87,
  "oracle_daily_px": 65490.45,
  "external_perp_px": 66750.20,
  "external_perp_daily_px": 65502.10,
  "spot_px_input": 66748.50,
  "mark_px_input": 66751.02,
  "external_perp_px_input": 66750.18
}

A hl_oracle_prices message is sent for each per-coin oracle update emitted by Hyperliquid L4 oracle streams.

Message variables

Variable	Description
type	Message type, always `hl_oracle_prices`
time_exchange	Exchange time of the oracle update.
time_coinapi	CoinAPI time when the oracle update was received from the exchange.
coin_id	Hyperliquid coin identifier (for example `BTC`, `ETH`).
update_class	Oracle update class.
mark_px	Mark price.
mark_daily_px	Daily mark reference value.
oracle_px	Oracle price.
oracle_daily_px	Daily oracle reference value.
external_perp_px	External perpetual reference price.
external_perp_daily_px	Daily external perpetual reference value.
spot_px_input	Spot input price used by the oracle process.
mark_px_input	Mark input price used by the oracle process.
external_perp_px_input	External perpetual input price used by the oracle process.

Possible `update_class` values

`update_class`	Description
`Deployer`	Update from the primary deployer path.
`Fallback`	Update from the fallback path.

Hyperliquid TWAP Statuses (IN)

[!NOTE]

The hl_twap_statuses data type is available only on the Hyperliquid L4 WS DS data source.

{
  "type": "hl_twap_statuses",
  "time_exchange": "2026-06-17T14:41:01.0123000Z",
  "time_coinapi": "2026-06-17T14:41:01.1543221Z",
  "twap_id": 918273645,
  "coin": "ETH",
  "user": "0xea928063cd1b5969c73699355b96103210529bda",
  "side": "B",
  "status": "activated",
  "sz": 100.0,
  "executed_sz": 35.5,
  "executed_ntl": 59520.15,
  "minutes": 30,
  "reduce_only": false,
  "randomize": true,
  "order_timestamp_ms": 1718635261012
}

A hl_twap_statuses message is sent for each TWAP status transition or progress update.

Message variables

Variable	Description
type	Message type, always `hl_twap_statuses`
time_exchange	Exchange time of the TWAP status update.
time_coinapi	CoinAPI time when the TWAP status update was received from the exchange.
twap_id	Hyperliquid TWAP identifier.
coin	Hyperliquid coin identifier (for example `BTC`, `ETH`).
user	User or account identifier associated with the TWAP.
side	TWAP side.
status	TWAP status value.
sz	Configured total TWAP size.
executed_sz	Executed TWAP size.
executed_ntl	Executed TWAP notional value.
minutes	Configured TWAP duration in minutes.
reduce_only	Indicates whether the TWAP is reduce-only.
randomize	Indicates whether slice randomization is enabled.
order_timestamp_ms	Order timestamp in Unix milliseconds.

Possible `side` values

`side`	Description
`B`	Buy side.
`A`	Sell side.

Typical `status` values

`status`	Description
`activated`	TWAP started and is active.
`finished`	TWAP completed successfully.
`terminated`	TWAP was terminated before completion.
`error:...`	TWAP ended with an exchange-reported error payload.

Hyperliquid Misc Events (IN)

[!NOTE]

The hl_misc_events data type is available only on the Hyperliquid L4 WS DS data source.

{
  "type": "hl_misc_events",
  "time_exchange": "2026-06-17T14:42:10.2000000Z",
  "time_coinapi": "2026-06-17T14:42:10.3401200Z",
  "exchange_id": "HYPERLIQUIDL4",
  "block_number": 32456789,
  "event_type": "funding",
  "json_payload": "{\"funding\":[{\"coin\":\"BTC\",\"funding_rate\":\"0.0001\"}]}"
}

A hl_misc_events message is sent for raw Hyperliquid misc node events with normalized envelope fields.

Message variables

Variable	Description
type	Message type, always `hl_misc_events`
time_exchange	Exchange time of the raw event.
time_coinapi	CoinAPI time when the raw event was received from the exchange.
exchange_id	Exchange identifier, typically `HYPERLIQUIDL4`.
block_number	Source Hyperliquid block number for the event.
event_type	Event type extracted from the raw event payload.
json_payload	Raw JSON payload serialized as a string.

Hyperliquid System Events (IN)

[!NOTE]

The hl_system_events data type is available only on the Hyperliquid L4 WS DS data source.

{
  "type": "hl_system_events",
  "time_exchange": "2026-06-17T14:42:40.2000000Z",
  "time_coinapi": "2026-06-17T14:42:40.3134500Z",
  "exchange_id": "HYPERLIQUIDL4",
  "block_number": 32456795,
  "event_type": "SystemUsdClassTransferAction",
  "json_payload": "{\"type\":\"SystemUsdClassTransferAction\",\"ntl\":7500000,\"toPerp\":true}"
}

A hl_system_events message is sent for raw Hyperliquid system action events with normalized envelope fields.

Message variables

Variable	Description
type	Message type, always `hl_system_events`
time_exchange	Exchange time of the raw event.
time_coinapi	CoinAPI time when the raw event was received from the exchange.
exchange_id	Exchange identifier, typically `HYPERLIQUIDL4`.
block_number	Source Hyperliquid block number for the event.
event_type	System action type extracted from the payload (for example `SystemSendAssetAction` or `approveAgent`).
json_payload	Raw JSON payload serialized as a string.

High-Frequency Market Changes (IN)

[!NOTE]

Enterprise Feature - This data type is only available in the Enterprise plan. Contact your account manager for access.

The high_frequency_market_changes data type provides real-time detection of market structure changes on supported exchanges. The system continuously monitors exchange APIs at high frequency (multiple checks per second) to detect:

New trading pairs being listed
Trading pairs being delisted
Exchange announcements and notifications

Example subscription for high-frequency market changes on UPBIT exchange:

{
  "type": "hello",
  "subscribe_data_type": ["high_frequency_market_changes"],
  "subscribe_filter_exchange_id": ["UPBIT"]
}

Message Types

Periodic Status Update (sent every ~1 second)

{
  "exchange_name": "UPBIT",
  "timestamp": "2025-10-16T13:11:15.4258344Z",
  "elapsed_ms": 1005.7186,
  "diag_total_api_checks": 8430,
  "diag_calls_in_interval": 75,
  "total_symbols_count": 635,
  "new_symbols_count": 0,
  "new_symbols": [],
  "removed_symbols_count": 0,
  "removed_symbols": [],
  "announcements": [],
  "diag_current_checks_per_second": 75,
  "diag_failed_checks_in_interval": 0,
  "diag_average_response_time_ms": 248.48763100000005,
  "diag_average_sampling_interval_ms": 13.333333333333334,
  "type": "high_frequency_market_changes"
}

New Symbols Detected

{
  "exchange_name": "UPBIT",
  "timestamp": "2025-10-16T13:10:27.6976792Z",
  "elapsed_ms": 578.8284,
  "diag_total_api_checks": 4796,
  "diag_calls_in_interval": 44,
  "total_symbols_count": 635,
  "new_symbols_count": 3,
  "new_symbols": [
    {
      "symbol_id": "EXAMPLE-NEW-SYMBOL-1",
      "discovered_at": "2025-10-16T13:10:27.6903126Z"
    },
    {
      "symbol_id": "EXAMPLE-NEW-SYMBOL-2",
      "discovered_at": "2025-10-16T13:10:27.6903328Z"
    },
    {
      "symbol_id": "EXAMPLE-NEW-SYMBOL-3",
      "discovered_at": "2025-10-16T13:10:27.6903348Z"
    }
  ],
  "removed_symbols_count": 0,
  "removed_symbols": [],
  "announcements": [],
  "diag_current_checks_per_second": 44,
  "diag_failed_checks_in_interval": 0,
  "diag_average_response_time_ms": 248.22826800000007,
  "diag_average_sampling_interval_ms": 22.727272727272727,
  "type": "high_frequency_market_changes"
}

Symbols Removed/Delisted

{
  "exchange_name": "UPBIT",
  "timestamp": "2025-10-16T13:11:27.7477246Z",
  "elapsed_ms": 245.5381,
  "diag_total_api_checks": 9369,
  "diag_calls_in_interval": 19,
  "total_symbols_count": 632,
  "new_symbols_count": 0,
  "new_symbols": [],
  "removed_symbols_count": 3,
  "removed_symbols": [
    {
      "symbol_id": "EXAMPLE-NEW-SYMBOL-1",
      "removed_at": "2025-10-16T13:11:27.7188035Z",
      "existed_for_seconds": 60.0284973
    },
    {
      "symbol_id": "EXAMPLE-NEW-SYMBOL-2",
      "removed_at": "2025-10-16T13:11:27.7277049Z",
      "existed_for_seconds": 60.0373731
    },
    {
      "symbol_id": "EXAMPLE-NEW-SYMBOL-3",
      "removed_at": "2025-10-16T13:11:27.7351630Z",
      "existed_for_seconds": 60.0448291
    }
  ],
  "announcements": [],
  "diag_current_checks_per_second": 19,
  "diag_failed_checks_in_interval": 0,
  "diag_average_response_time_ms": 248.63812699999977,
  "diag_average_sampling_interval_ms": 52.63157894736842,
  "type": "high_frequency_market_changes"
}

Message variables

Variable	Type	Description
type	string	Message type, always `high_frequency_market_changes`
exchange_name	string	Exchange identifier (e.g., "UPBIT", "BINANCE")
timestamp	string	ISO 8601 timestamp when this message was generated
elapsed_ms	double	Time elapsed since last message in milliseconds
total_symbols_count	int	Current total number of trading pairs on the exchange
new_symbols_count	int	Number of new symbols detected in this interval
new_symbols	array	Array of newly discovered trading pairs
removed_symbols_count	int	Number of delisted symbols detected in this interval
removed_symbols	array	Array of delisted trading pairs
announcements	array	Exchange announcements detected
diag_total_api_checks	int	Total API checks performed since service start (diagnostic)
diag_calls_in_interval	int	Number of API checks in the current interval (diagnostic)
diag_current_checks_per_second	int	Current rate of API checks per second (diagnostic)
diag_failed_checks_in_interval	int	Number of failed API checks in current interval (diagnostic)
diag_average_response_time_ms	double	Average API response time in milliseconds (diagnostic)
diag_average_sampling_interval_ms	double	Average time between consecutive API checks (diagnostic)

New Symbol Object

Variable	Type	Description
symbol_id	string	Trading pair identifier in exchange format
discovered_at	string	ISO 8601 timestamp when the symbol was first detected

Removed Symbol Object

Variable	Type	Description
symbol_id	string	Trading pair identifier in exchange format
removed_at	string	ISO 8601 timestamp when the symbol was detected as removed
existed_for_seconds	double	Duration the symbol existed on the exchange in seconds

Use Cases

Trading Bots: Automatically detect and start trading new listing opportunities within milliseconds
Market Surveillance: Monitor exchange listing/delisting events for compliance and reporting
Data Collection: Ensure complete historical data capture by detecting new symbols immediately
Alerting Systems: Set up real-time notifications for market structure changes

Connectivity Status (IN)

Connectivity status message JSON is structured like this:

{
  "exchange_id": "COINBASE",
  "timestamp": "2026-04-09T16:08:32.7515306Z",
  "type": "connectivity_status"
}

The connectivity_status message is sent periodically for the connected market data source. It can be used to confirm that the upstream source is currently reachable and actively monitored on this stream.

Message variables

Variable	Type	Description
type	string	Message type, always `connectivity_status`
exchange_id	string	Exchange identifier for the monitored source
timestamp	string	ISO 8601 timestamp when the status message was generated

Reconnect (IN)

Reconnect message is sent by the server to all connected clients when the server will be restarted or shut down at the defined exact time included in the message content. After the period specified in message passes, the client must expect that the underlying WebSocket connection will be closed from the server-side. A new connection will automatically be established to a different server.

The correct way of handling this event depends on the specific requirements of the integration, but we can define standard ways how to handle it:

Wait for the connection to be closed and reconnect
Reconnect immediately after receiving the message
Upon receiving the message, establish a second connection, and subscribe to the same scope of data. When the first connection is disconnected, do not reconnect it and instead transparently switch the data streams between connections. This method requires more implementation as a transparent switch of the data stream must not break the sequence for streams published using the initial snapshot and update messages.

Example JSON reconnect message is structured like this:

{
  "type": "reconnect"
  "within_seconds": 10,
  "before_time": "2020-08-06T19:19:09.7035429Z",
}

Message variables

Variable	Description
type	Message type, always `reconnect`
within_seconds	Seconds within which reconnection should be performed.
before_time	Time before which reconnection should be performed.

Heartbeat (IN)

Heartbeat message JSON is structured like this:

{
  "type": "hearbeat"
}

Heartbeat message is sent to you every time there is one second of silence in communication between us, if you agreed on this feature in Hello message.

[!TIP]

WebSocket working on TCP protocol which doesn't have the feature indicating that the connection is broken without trying exchange data over it. As you will not be actively sending messages to us, with Heartbeat you can distinguish a situation where there are no market data updates for you (Heartbeat is delivered but no market data updates) or connection between us is broken (Heartbeat and market data updates are not delivered).

Service Status GitHub SDK

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