Collection Details

Venue type: Perpetual DEX
Collector region: ap-northeast-1 / Tokyo
API exchange id: lighter
Exchange location: Public Lighter 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

ETH-USDBTC-USDSOL-USDSUI-USDHYPE-USD

Dataset	Source channel	Status	Notes
`trades`	`trade/{market_index}` WebSocket trade channel	Validated	Trade updates are normalized into trade records.
`book_l2_delta`	`order_book/{market_index}` WebSocket order book channel	Validated	Order book snapshots and 50ms updates are routed through the delta writer.
`book_ticker`	`ticker/{market_index}` WebSocket ticker channel	Validated	Top-of-book ticker updates.
`derivative_ticker`	`market_stats/{market_index}` WebSocket market stats channel	Validated	Funding and market stats when emitted by the venue.
`derivative_ticker`	`market_stats/{market_index}` WebSocket market stats channel	Validated	Open interest is emitted as a separate normalized record.
`liquidations`	`trade/{market_index}` Liquidation trades inside trade updates	Validated	Collected when liquidation trades are present in the trade payload.
`candles_1m`	`candle/{market_index}/1m` WebSocket candle channel	Validated	Useful for validation, but not part of the core paid historical archive claim yet.

Sample	Dataset	Symbol	Date	Access
BTC trades	`trades`	`BTC`	any published day; the 1st of each month is free without a key	Open builder Real partitions are published daily; the download builder lists every available day.

Market index to symbol mapping must remain part of collector validation.
Candles should be documented as auxiliary data until we decide to sell candle archives.

Lighter has multiple feed classes per market, so full-universe cost needs a real one-day benchmark.
The current five-symbol pilot is not enough to estimate all-market steady state by itself.