Collection Details

Venue type: Perpetual DEX
Collector region: ap-northeast-1 / Tokyo
API exchange id: hyperliquid
Exchange location: Public Hyperliquid API edge
Publication target: For production datasets, UTC day N should be finalized by 03:00 UTC on day N+1 after compaction and quality checks pass.

Symbols

BTCETHSOLHYPESUIDOGEkPEPEWIFAVAXLINK

Dataset	Source channel	Status	Notes
`trades`	`trades` WebSocket trades subscription	Validated	Batched trade arrays are normalized into individual trade records.
`book_l2_delta`	`l2Book` WebSocket l2Book subscription	Validated	Hyperliquid sends full books; the collector diffs them into L2 deltas with periodic checkpoints.
`book_ticker`	`book_ticker` WebSocket bbo subscription	Validated	Native top-of-book feed.
`derivative_ticker`	`activeAssetCtx` WebSocket active asset context	Validated	Funding rate and mark/index context when provided by the exchange.
`derivative_ticker`	`activeAssetCtx` WebSocket active asset context	Validated	Open interest records are emitted separately from funding records.

Sample	Dataset	Symbol	Date	Access
BTC trades preview	`trades`	`BTC`	any published day; the 1st of each month is free without a key	Open builder Use the download builder or API path /v1/data/hyperliquid/trades/BTC/{date}.
BTC L2 delta preview	`book_l2_delta`	`BTC`	any published day; the 1st of each month is free without a key	Open builder Use the download builder or API path /v1/data/hyperliquid/book_l2_delta/BTC/{date}.

Liquidations are not a separate Hyperliquid stream; candles are derived and auxiliary.
Two redundant collectors are merged per day; remaining gaps are exposed in the catalog rather than hidden.

L2 data is stored as deltas plus checkpoints, not repeated full-book snapshots.
A customer downloading every published Parquet partition dominates egress cost; storage is secondary.