Historical data details
Lighter
Collector is running in pilot mode; public preview samples are not enabled yet.
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-USDCollected Data Streams
| Dataset | Source channel | Status | Notes |
|---|---|---|---|
trades | trade/{market_index}WebSocket trade channel | Pilot | Trade updates are normalized into trade records. |
book_l2_delta | order_book/{market_index}WebSocket order book channel | Pilot | Order book snapshots and 50ms updates are routed through the delta writer. |
book_ticker | ticker/{market_index}WebSocket ticker channel | Pilot | Top-of-book ticker updates. |
derivative_ticker | market_stats/{market_index}WebSocket market stats channel | Pilot | Funding and market stats when emitted by the venue. |
derivative_ticker | market_stats/{market_index}WebSocket market stats channel | Pilot | Open interest is emitted as a separate normalized record. |
liquidations | trade/{market_index}Liquidation trades inside trade updates | Pilot | Collected when liquidation trades are present in the trade payload. |
candles_1m | candle/{market_index}/1mWebSocket candle channel | Pilot | Useful for validation, but not part of the core paid historical archive claim yet. |
Samples
| Sample | Dataset | Symbol | Date | Access |
|---|---|---|---|---|
| Synthetic BTC trade sample synthetic | trades | BTC | sandbox synthetic sample | Open builder The lead-capture API can return synthetic samples until real Lighter preview files are published. |
Caveats
- Public preview files are not enabled for Lighter yet.
- 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.
Cost Notes
- 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.