Hyperliquid Data Dictionary

Product boundary

Live market data is context, not a trading signal. Verify the current venue state, order book, fees, funding, and risk limits before acting.

Market Price

Mark priceThe reference price HypeBasis shows for a perp market from public Hyperliquid data.

How traders use it

Use it as the starting point for market scans, detail pages, and calculators.

Watch out

A displayed mark is not guaranteed executable. Always compare it with order-book depth and spread before assuming you can trade at that level.

Oracle priceAn external reference price used for marks, funding, and liquidation-related calculations.

How traders use it

Check oracle quality when a derivative references a market that can move differently from the visible order book.

Watch out

Oracle behavior can differ by product and market. Thin or synthetic markets need extra caution around old or disputed reference data.

Mid priceThe midpoint between the best bid and best ask when order-book quotes are available.

How traders use it

Use mid price to estimate the center of the quoted market and the spread around it.

Watch out

Mid price is not a fill price. A market can show a reasonable mid while meaningful size trades through multiple price levels.

24-hour realized volatilityThe square root of summed squared log returns between saved hourly mark prices in the latest sufficiently complete 24-hour window, expressed as a percentage.

How traders use it

Use it to compare how turbulent markets actually were over the same recent window, independent of whether the net price change was positive or negative.

Watch out

It is backward-looking and is not a forecast, probability, or direction signal. HypeBasis withholds the value when fewer than 21 observations span 21 hours or any saved interval is outside 30 to 90 minutes.

24-hour observed range positionThe current mark's position between the lowest and highest mark observed across the current snapshot and saved hourly observations in a sufficiently complete 24-hour window. Zero percent is the observed low and 100% is the observed high.

How traders use it

It distinguishes a market trading near one end of its recent path from one sitting near the middle, without hiding the underlying low and high.

Watch out

Saved hourly marks do not capture every intrahour high or low. This is backward-looking range context, not support, resistance, an overbought or oversold label, or a trade signal. HypeBasis withholds it when the saved window has a gap.

Mark / oracle gapThe signed difference between the displayed mark price and oracle price, shown in basis points on the market board.

How traders use it

Use it to spot when the traded derivative reference and external reference price are separated enough to deserve a closer look.

Watch out

A small gap is normal in live markets. A larger gap is context for review, not an execution-cost estimate or standalone long or short signal. HypeBasis excludes zero-volume or zero-OI markets from the gap ranking.

Participation

Open interestThe open position size in a perp market, shown by HypeBasis as estimated notional.

How traders use it

Use high open interest to find where trader positioning and liquidity concentrate.

Watch out

High OI can mean healthy participation or crowded leverage. Compare it with funding, volume, and spread before drawing conclusions.

Open interest changeThe percentage change in base-unit open interest between two observed market snapshots, such as one saved hour or 24 saved hours.

How traders use it

Use it to see whether total open contracts are building or unwinding without letting price movement inflate the comparison.

Watch out

OI change does not reveal whether new exposure is long or short. HypeBasis uses complete saved intervals and withholds the value when timestamped hourly history does not cover the requested window.

Open interest change value equivalentThe change in base-unit open interest over an observed window multiplied by the latest captured mark price.

How traders use it

Use it to compare the absolute scale of positioning changes across markets while keeping price movement out of the underlying OI change.

Watch out

This is a captured-mark value equivalent, not capital flow, profit and loss, or evidence that longs or shorts added exposure. Its dollar value changes with the valuation mark.

Price / OI regimeA neutral direction label pairing the 24-hour price move with the observed 24-hour base-unit open-interest change.

How traders use it

Use it to distinguish price moves occurring alongside expanding exposure from moves occurring while exposure contracts.

Watch out

The label does not identify long or short positioning, predict continuation, or explain why either value changed.

Reported trade-side flowThe US-dollar notional of official trade events received during a stated observation window, split by Hyperliquid's reported buy or sell side.

How traders use it

Use it to inspect bursts of executed activity and unusually large prints while keeping the sample duration visible.

Watch out

Reported side does not reveal whether exposure opened, closed, reduced, or hedged. A browser-session sample is not historical market positioning, CVD, trader skill, smart money, sentiment, or a forecast. A reconnect must reset the sample rather than hide an unseen gap.

24h volumeThe last 24 hours of trading activity, shown as notional value.

How traders use it

Use volume to identify active markets, then confirm tight spreads and depth before assuming easier execution.

Watch out

Volume can spike during stress. High activity is not the same thing as low risk or good liquidity at your order size.

Volume / OIA HypeBasis ratio comparing recent 24-hour volume with open interest.

How traders use it

Use it to separate markets with static positioning from markets where positions turn over often.

Watch out

The ratio is a heuristic. It can look high because volume surged, OI fell, or both happened at once.

Validator summariesA free Hyperliquid info response for validator status, jail status, stake, commission, signer, and recent blocks.

How traders use it

Use it to check validator concentration and reliability risk.

Watch out

A validator summary is not a delegation recommendation. Show source time, old-data labels, and missing fields before comparing validators.

Profile pocketA Flow Lab proxy that groups recent candle close volume into price buckets and reports the strongest bucket price plus its share of visible close-volume.

How traders use it

Use the profile pocket to spot the visible price area where recent close-volume clustered before comparing the chart with funding, spread, and depth.

Watch out

It is not a true trade-by-price volume profile. It uses candle close volume, so intrabar trading and aggressive flow are not captured.

Active TWAP programA currently indexed parent order that schedules smaller order slices over a defined duration.

How traders use it

Use it to inspect visible standing scheduled intent that is not represented by one resting order-book level.

Watch out

A program can stop, fail, be replaced, or sit beside hidden hedges. It is not a commitment to finish or a price-direction signal.

TWAP mark valueA reference estimate calculated as the indexed TWAP program size multiplied by the official current market mark.

How traders use it

It gives comparable dollar context when the market has enough observed trading activity to make its quoted mark useful.

Watch out

It is not executable proceeds or cost. HypeBasis withholds spot estimates when official 24-hour volume is zero or the mark value exceeds 100 times that volume, because a thin book can make the quoted mark economically misleading.

TWAP pace versus volumeA comparison that dailyizes a supported TWAP program's current mark value across its stated duration, then divides that pace by the market's current official 24-hour volume.

How traders use it

Use it to distinguish a large parent program in a very active market from a smaller program whose scheduled pace is large relative to recent market activity.

Watch out

It is scheduled intent, not observed participation, execution, liquidity, price impact, or a forecast. The comparison uses current mark and volume snapshots, withholds thin or unpriced rows, and does not know whether the program completes.

Cost

Funding rateThe periodic perp payment rate between longs and shorts. Positive funding generally means longs pay shorts; negative funding generally means shorts pay longs.

How traders use it

Funding can turn a flat price path into a cost or income stream for traders holding positions through funding events.

Watch out

A high rate can signal crowding, but it is not a reversal signal by itself. Funding can stay extreme longer than expected.

Spot-perp funding carryA two-leg position that buys an asset in spot and shorts the same base-asset quantity in its perpetual market, then receives or pays the short side's funding while both legs remain open.

How traders use it

Matching base units can reduce first-order price direction, but a useful carry estimate must still subtract spot and perp entry and exit fees, slippage, and any other real execution or financing costs.

Watch out

It is not risk-free arbitrage or guaranteed yield. Funding can reverse, spot and perp prices can diverge, fills can be worse than references, and the perpetual leg can liquidate even when the combined position is approximately delta neutral. The HypeBasis calculator is a scenario model, not an executable quote, backtest, position monitor, or recommendation.

Funding shift vs 24h averageThe current hourly funding rate minus the average of sufficiently covered hourly observations from the latest 24-hour window.

How traders use it

Use it to find markets where current carry has repriced most compared with its recent observed baseline.

Watch out

The shift is not a funding forecast or reversal signal. It is available only for markets with a fresh, sufficiently covered observation window, and a positive shift means the current rate is above its recent average.

Seven-day funding percentileThe empirical rank of the current hourly funding rate within the same market's saved hourly funding observations from the latest seven-day window.

How traders use it

Use it to distinguish a rate that is unusual for its own market from one that is merely large compared with other markets.

Watch out

It is not a probability, forecast, or reversal signal. HypeBasis withholds it until at least 140 observations span 156 hours, and the saved rates are hourly observations rather than every funding calculation inside the window.

Funding receiving-side historyA count of saved hourly market-rate observations in which positive funding paid shorts, negative funding paid longs, or a zero rate paid neither side, plus the covered window's average hourly rate.

How traders use it

Use it to distinguish a single funding print from carry that persisted across a sufficiently covered 24-hour or seven-day observation window.

Watch out

It is market-rate history, not proof that a sampled wallet held through every payment, received the displayed average, or lacked an off-platform hedge. HypeBasis requires at least 12 observations spanning 18 hours for 24-hour context and 140 observations spanning 156 hours for seven-day context; building, gapped, and stale windows remain labeled.

Annualized fundingA display conversion that scales the current periodic funding rate into a rough annualized number.

How traders use it

Use annualized funding to compare carry pressure across markets.

Watch out

It is not a forecast. It assumes the current rate persists, which often fails during volatile or crowded periods.

Liquidity

SpreadThe gap between the best bid and best ask in an order book, usually shown as basis points on HypeBasis.

How traders use it

Spread is direct trading friction. Wider spreads can make a trade lose value after entry.

Watch out

A narrow top-of-book spread can still hide thin depth. Check order-book size before trading meaningful notional.

Visible depthThe sampled notional value visible across the bids and asks HypeBasis fetched from the order book.

How traders use it

Use visible depth to judge whether the shown spread is backed by enough nearby liquidity for further review.

Watch out

Visible depth is a snapshot and may move quickly. It is not a guarantee that your order will fill at the displayed prices.

Impact priceAn estimate of how far price may move when a specific order size consumes visible book liquidity.

How traders use it

Use impact to translate liquidity from a generic label into an order-size problem.

Watch out

Visible depth may move quickly. Impact estimates can understate slippage during volatile markets or API delays.

Visible-book fill estimateA local calculation that walks the currently returned order-book levels for a target USD notional and reports visible coverage and average price.

How traders use it

Use it to translate the sampled book into a size-specific buy and sell check before reviewing the full venue order book.

Watch out

It is not an executable quote or a complete slippage forecast. Hidden liquidity, cancellations, latency, fees, funding, and book movement are excluded, and a partial result means the returned levels cannot cover the target.

Impact spreadThe percentage gap between the impact bid and impact ask values returned in Hyperliquid's public market context for its protocol-defined sample notional.

How traders use it

Use it to inspect execution friction at the stated sample size, then inspect the full order book for your intended notional.

Watch out

Hyperliquid samples $20,000 for BTC and ETH and $6,000 for other assets, so gaps with different sample sizes are not a fair cross-market ranking. It is not a guaranteed fill price, and the book may move before execution.

Sampled public depthThe visible bid and ask notional HypeBasis can sample from public Hyperliquid L2 book data at the time the page loads.

How traders use it

Use sampled public depth to check whether the visible book looks deep enough for closer review.

Watch out

It is not hidden liquidity, a guarantee of fill quality, or a durable order-book history. Levels may move before an order reaches the venue.

External reference depthVisible order-book depth sampled from free public venues such as Binance or Coinbase.

How traders use it

Use it to compare whether Hyperliquid's visible BTC, ETH, or SOL book looks thin or broad versus major external venues.

Watch out

Reference depth does not tell you where to trade and does not guarantee liquidity.

Sampled book wallThe largest visible bid or ask level HypeBasis found in the currently sampled order book near the live top-of-book reference.

How traders use it

Use sampled walls to find price levels where visible resting liquidity is larger than nearby levels and deserves closer order-book review.

Watch out

A sampled wall is not historical liquidity and can disappear before an order reaches the venue. It is not a predictive, hidden-liquidity, or liquidation level.

Book skewA HypeBasis calculation comparing sampled bid size with sampled ask size in the visible order book.

How traders use it

Use book skew to see whether the currently sampled book leans bid-heavy, ask-heavy, or roughly balanced before studying individual levels.

Watch out

Book skew only describes the sampled visible book at fetch time. It does not predict price direction or reveal hidden liquidity.

Wall dominanceA HypeBasis comparison of the strongest sampled bid wall and strongest sampled ask wall in the current visible book.

How traders use it

Use it to see whether the largest visible sampled wall is materially bigger on one side or roughly balanced across both sides.

Watch out

It compares only currently sampled visible liquidity. It is not historical support, resistance, hidden liquidity, or a trade-direction signal.

Liquidity labelA HypeBasis label that summarizes spread, depth, volume, and participation for quick scanning.

How traders use it

Use it to prioritize markets for deeper order-book review before opening a detail page.

Watch out

The label is not a guarantee of execution quality. Treat it as a triage aid, not a venue promise.

Estimated liquidation bandsA derived HypeBasis view that estimates approximate long and short vulnerability bands from public market context and explicit assumptions.

How traders use it

Use estimated bands to understand where leverage assumptions could become fragile before using the liquidation calculator with your own inputs.

Watch out

Estimated bands are not observed liquidation clusters. Actual liquidation prices depend on account equity, margin mode, funding, PnL, and margin tiers.

Outcomes

Outcome contractA single HIP-4 two-sided contract record with an outcome id, quote token, descriptive fields, and separate public asset ids for its Yes and No sides.

How traders use it

Use the contract record to inspect the available target, expiry, side prices, and source identity before opening a calculator or comparing contracts.

Watch out

The metadata record is not the complete resolution rule. HypeBasis withholds a probability interpretation and contract-specific expected value when the oracle, comparison, or fallback rule is not explicitly supplied.

Grouped outcome questionA public question record that links several named outcome contracts and, when supplied, a fallback contract under one shared description and expiry context.

How traders use it

Use the group to see which contract ids belong to the same question instead of treating each side pair as an unrelated standalone market.

Watch out

Contract order and threshold text do not by themselves prove the human-readable range labels or fallback resolution rule. HypeBasis keeps generic labels when those semantics are absent.

Outcome side midThe raw public midpoint for one outcome side asset, such as Yes or No, read from the all-mids response using Hyperliquid's outcome-side asset-id convention.

How traders use it

Use the side mid as a current price reference and compare both sides before interpreting how the market is quoting a contract.

Watch out

A side mid is not a verified probability, forecast, or executable fill. That interpretation also depends on payout and settlement semantics, fees, spread, liquidity, and the available order book.

Outcome pair sumThe Yes-side mid plus the No-side mid for the same outcome contract, displayed as a simple price-pair consistency check.

How traders use it

Use it to spot incomplete or unusually wide two-sided pricing before relying on either raw mid as useful market context.

Watch out

A pair near one does not validate the resolution rule, guarantee executable arbitrage, or remove fees and slippage. Missing or thin quotes can make the comparison incomplete.

Outcome visible liquidityA point-in-time sum of valid public bid and ask notional across the returned Yes-side or No-side L2 book, plus a 1,000 quote-token mid-notional visible-fill check.

How traders use it

Use it to see whether either outcome token has a usable two-sided book, then compare spread, bid and ask depth, and size-specific visible coverage before relying on the raw mids.

Watch out

The sample converts 1,000 quote-token notional at the visible midpoint into outcome-token size before walking the book. The official response is capped at 20 levels per side; hidden liquidity, cancellations, latency, fees, and later movement are excluded, so the result is not an executable quote or a complete slippage forecast.

Signals

Flow tensionA HypeBasis state that compares current sampled book skew with recent candle-pressure proxy direction.

How traders use it

Use it to spot when visible book imbalance and recent candle-volume pressure line up or disagree.

Watch out

Flow tension uses public-data proxies. Divergence is not a reversal, continuation, or execution signal.

Flow MapA HypeBasis market view that combines sampled depth, candle-pressure proxy, profile pocket, and visible levels.

How traders use it

Use it to inspect market structure quickly before drilling into funding history, calculators, or the venue order book.

Watch out

It is descriptive only. It does not show hidden liquidity, liquidation clusters, entries, exits, or recommendations.

Flow level mapA Flow Lab V2 table that sorts latest close, sampled bid wall, sampled ask wall, and profile pocket into one inspectable public-data map.

How traders use it

Use the level map to compare where current price, visible depth, and recent close-volume proxies sit relative to each other before deeper review.

Watch out

It is not an entry plan, observed liquidation map, or hidden-liquidity detector. Every level may update as fresh public data arrives.

Flow regimeA Flow Lab V2 label that says whether the public-data level map is compressed, spread out, one-sided, balanced, incomplete, or missing.

How traders use it

Use the label to scan the current public-data map before comparing funding, spread, depth, and candles.

Watch out

The regime is a descriptive label only. It is not a prediction, directional signal, probability estimate, or instruction to trade.

Setup scoreA legacy HypeBasis watchlist heuristic for Coiling, Momentum, and Reversion/Dip conditions from public market data.

How traders use it

The archived formulas show how HypeBasis previously compressed several unlike inputs into one research-queue number.

Watch out

Setup scores were retired from the watchlist and market pages. They were not signals, predictions, recommendations, probabilities, or validated market-wide rankings. Prefer the raw price, OI, funding, volume, impact, and technical fields.

Candle pressure proxyA HypeBasis proxy that adds candle volume when a candle closes up and subtracts candle volume when a candle closes down.

How traders use it

Use it to summarize recent candle direction and volume pressure without manually scanning every bar in the visible window.

Watch out

This is not trade-level cumulative volume delta. It does not know whether buyers or sellers initiated individual trades.

CVD proxy deltaA Flow Lab comparison saved in this browser between the current candle-direction signed-volume proxy and the previous view.

How traders use it

Use it to see whether the public OHLCV pressure proxy rose or fell since your previous view without claiming trade-level order-flow data.

Watch out

This is not real trade-level CVD. It uses candle direction multiplied by candle volume and cannot identify buyer-initiated or seller-initiated trades.

Trade-pressure proxyA future label reserved for trade-level rollups that can classify recent pressure from public trades rather than candle direction alone.

How traders use it

Use the label only when HypeBasis stores or receives public trade data granular enough to support a trade-pressure read.

Watch out

Current Flow Map V1 uses a candle-pressure proxy instead. Do not call candle-derived pressure a trade-pressure proxy.

Accounts

Entity-adjusted winner positioningThe current long, short, mixed, or limited positioning of a balanced public-address sample after known linked wallets are deduplicated, visible same-account spot offsets are measured, and separately evidenced carry or hedge-likely exposure is removed from the unclassified directional remainder.

How traders use it

Use it to inspect whether historically profitable, active entities agree on a coin without treating the spot-covered portion of a perp short, or a separately evidenced carry desk's visible perp leg, as a naked directional bet. Entity vote, entity-normalized exposure, gross observed exposure, verified spot offset, cumulative funding since open, current hourly funding, saved receiving-side history, PnL, and visible liquidation pressure stay separate.

Watch out

It is a bounded sample, not market-wide positioning, a prediction, an endorsement, a trade win rate, or proof of skill. A same-account spot balance proves only visible offset at snapshot time; it does not reveal ownership, intent, options, OTC exposure, or balances elsewhere. Cumulative funding is not annualized, position ages differ, and receiving funding does not prove that a position is hedged. The current funding rate is one hourly observation, not a forecast; paid-side share describes observed cohort exposure, not expected profit. Saved funding history describes market rates, not whether each wallet held through every payment. External attribution can be wrong or become stale. Unknown exposure remains unclassified, and thin or concentrated markets remain limited.

HYPE wallet position changeThe change in a monitored public wallet's signed HYPE perp size between the current complete sample and a saved complete hourly sample.

How traders use it

Use it to see which comparable qualified wallets opened, increased, reduced, closed, or flipped a visible HYPE perp position without letting HYPE price changes distort the size comparison.

Watch out

The feed compares only addresses present in both samples, omits changes below 1,000 HYPE, and withholds weak-overlap or incomplete windows. It does not identify spot trades, deposits, off-platform hedges, wallet intent, or market-wide positioning. A saved hourly sample is not an execution timestamp.

Monitored whale cohortA bounded set of public addresses selected from the official Hyperliquid leaderboard through account-value, 30-day PnL, 30-day ROI, and 30-day volume lenses, then queried for current open positions.

How traders use it

It makes unusually large public positions and current PnL inspectable without claiming access to every wallet on Hyperliquid.

Watch out

Cohort rankings are not global rankings. Known linked addresses are deduplicated when evidence exists, but most ownership and intent remain unknown, and any account can hold spot, options, OTC, or exchange hedges outside visible default-perp state.

Unrealized PnLThe current estimated profit or loss on an open position before it is closed, as returned in public clearinghouse state.

How traders use it

It distinguishes open-position gains and losses from historical realized leaderboard PnL.

Watch out

It changes with price, funding, and position changes and is not a realized payout or evidence that another trader should copy the position.

Related tools

Markets

Legacy formula archive

Funding dashboard

Risk disclaimer

Last updated: 2026-09-05Last reviewed: 2026-08-26

Risk notice

Crypto perpetuals and leveraged trading are high risk. You can lose money through liquidation, funding, slippage, oracle issues, protocol failures, and market volatility.

Sources

25 references · Expand

Hyperliquid Docs: Perpetuals info endpointAccessed 2026-09-04
Supports: Core and HIP-3 perpetual DEX discovery, current market contexts including rolling dayNtlVlm, perpetual metadata, funding history, predicted funding, DEX and market limits, DEX status, configuration metadata, clearinghouse state, and open-interest cap fields.
Hyperliquid Docs: HIP-3 builder-deployed perpetualsAccessed 2026-09-04
Supports: HIP-3 builder-deployed perp mechanics, deployer responsibilities, 500,000 HYPE staking requirement, minimum stake duration, deployment rules, configurable fees, settlement, oracle duties, slashing risk, cross margin, and backstop liquidation.
Hyperliquid Docs: Info endpointAccessed 2026-09-04
Supports: Public info endpoint families used for market, book, candle, account, portfolio, native borrow/lend reserve, vaultDetails, userFees account-rate, and maxBuilderFee approval reads.
Hyperliquid Docs: Portfolio marginAccessed 2026-09-04
Supports: The pre-alpha status of portfolio margin, eligible quote-asset supplying and borrowing, utilization definition, hourly interest indexing, the documented pre-alpha stablecoin rate model, protocol interest buffer, LTV context, and liquidation mechanics.
Hyperliquid Docs: Contract specificationsAccessed 2026-09-04
Supports: Perpetual contract units, USDC margining, margin fractions, funding versus expiration, and order value limits.
Hyperliquid Docs: LiquidationsAccessed 2026-08-26
Supports: Maintenance margin, mark price, partial liquidations, liquidation flow, backstop-liquidation thresholds, and HLP liquidator-vault exposure.
Hyperliquid Docs: FundingAccessed 2026-09-04
Supports: Hourly funding, funding formula, interest-rate component, premium component, funding payment formula, and the direction of payments when funding is positive or negative.
Hyperliquid Docs: FeesAccessed 2026-08-26
Supports: Rolling 14-day volume tiers, perps and spot fee schedules, HIP-3 deployer fee scale and growth mode, strict HYPE staking-tier thresholds and discounts, referral fee formula and limits, staking-account linking risks, fee-model caveats, fee distribution to HLP, the assistance fund, and deployers, the assistance fund system address, and burn recognition of assistance-fund HYPE.
Hyperliquid Docs: WebSocketAccessed 2026-08-25
Supports: The official mainnet WebSocket endpoint, subscription messages, and reconnect guidance for live public-data clients.
Hyperliquid Docs: WebSocket subscriptionsAccessed 2026-08-25
Supports: The trades subscription and its coin, side, price, size, timestamp, and trade-ID fields.
Hyperliquid public leaderboard statsAccessed 2026-08-24
Supports: Public leaderboard address rows, account-value fields, and day, week, month, and all-time PnL, ROI, and volume windows used for position-cohort selection and full-feed PnL extremes. Current positions come separately from clearinghouseState.
Hyperliquid Docs: Spot info endpointAccessed 2026-08-26
Supports: Public spot token and pair metadata, rolling dayNtlVlm market contexts, outcomeMeta request and response fields, asset-context price and supply fields, tokenDetails maximum-supply definitions, and spotClearinghouseState balances.
Abraxas: Elysium Global Arbitrage FundAccessed 2026-08-24
Supports: The manager's own description of its flagship strategy as market-neutral, cross-market arbitrage. It does not prove the purpose of any individual position.
Lookonchain: Abraxas ETH wallet observationsAccessed 2026-08-24
Supports: Third-party attribution of two public Hyperliquid addresses and reported ETH withdrawals from Binance. Flow observations do not prove current balance, continuing control, hedge purpose, or complete net delta.
Arkham: Abraxas Capital / Heka Funds entityAccessed 2026-08-24
Supports: Third-party entity clustering used only as corroborating wallet-attribution evidence.
Hyperliquid node README: Validator endpointsAccessed 2026-08-20
Supports: Primary validator endpoint discovery for timestamped validator rows and unavailable-state handling.
Hyperliquid Docs: Rate limits and user limitsAccessed 2026-09-04
Supports: Current REST request-weight, WebSocket, and user-limit constraints for public-data tooling.
Binance Spot API Docs: Order bookAccessed 2026-05-13
Binance USD-M Futures API Docs: Order bookAccessed 2026-05-13
Coinbase Exchange API Docs: Get product bookAccessed 2026-05-13
Hypurrscan API: current TWAPsAccessed 2026-08-26
Supports: Documented third-party chain-indexed endpoints for current TWAP programs, including indexed parent size, side, duration, market asset ID, and schedule time used for transparent scheduled-pace calculations; plus recent transfers, deployments, auctions, fee observations, spot USDC observations, aliases, and public search.
Hyperliquid Docs: HIP-4 outcome marketsAccessed 2026-08-20
Supports: HIP-4 outcome-market mechanics, deployment requirements, collateralization, settlement, identifiers, and risk framing.
Hyperliquid Docs: Asset IDsAccessed 2026-08-26
Supports: Official outcome-side asset-id encoding used to map Yes and No side assets to public price and order-book endpoints.
QuickNode Docs: Hyperliquid outcome market metadataAccessed 2026-05-30
Supports: Hyperliquid outcome metadata endpoint shape and technical interpretation boundaries.
Hyperliquid public explorer RPCAccessed 2026-08-20
Supports: Official public HyperCore transaction lookup by transaction hash for read-only explorer detail pages.