Hyperliquid L4 Order Book API: Live Data, Historical Queries and Replay

0xArchive comparison · Guide · Hyperliquid L4

0xArchive is the Hyperliquid L4 API for live order books and stored books, with every resting order's order ID and wallet.

• Start dates: Core and HIP-3 L4 start on 11 March 2026, HIP-4 on 2 May and most Spot pairs on 5 May.
• Access: Query reconstructed books by timestamp, stream live L4 diffs and order events, replay history or buy Parquet exports.

Reconstruct the full Hyperliquid resting book by timestamp, inspect order IDs and wallets, or consume the L4 diff stream live.

What is Hyperliquid L4 order book data?

L4 is the whole book order by order. Each resting order carries its order ID (oid), the wallet that placed it, side, price, size and timestamp.

L2 shows 40 BTC bid at a price; L4 shows the twelve orders behind that size and who owns each. Use L4 for queue position, market-maker tracking, cancel-to-fill analysis and books you can rebuild the same way twice.

Which providers store Hyperliquid L4 history?

Live L4 feeds are common. Stored L4 history you can query is rarer, and its start date is the number to compare.

Provider facts from each provider's own documentation and pricing, 3 November 2026.

Sources: pricing, venue coverage; Hyperliquid data page, L4 flat-file docs, pricing; historical data docs; product page, Parquet dataset; Hyperliquid overview, pricing; Reservoir docs, archive page, API pricing; QuickNode gRPC docs.

What does an L4 request return?

This request reconstructs the full BTC L4 book at 12:00 UTC on 20 March 2026: the metadata reports 31,804 bids and 15,407 asks, 47,211 resting orders in all. With depth=1 the response carries the top bid and top ask, each with its order ID and wallet; raise depth to return more of the book.

curl -G "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC/l4" \
  -H "X-API-Key: $OXARCHIVE_API_KEY" \
  --data-urlencode timestamp=2026-03-20T12:00:00Z \
  --data-urlencode depth=1

{
  "success": true,
  "data": {
    "coin": "BTC",
    "timestamp": "2026-03-20T12:00:00Z",
    "checkpoint_timestamp": "2026-03-20T11:50:17.085Z",
    "diffs_applied": 270110,
    "last_block_number": 929667063,
    "bids": [{"oid": 355467383970, "user_address": "0xc6d7...4015", "side": "B", "price": 70445.0, "size": 0.12}],
    "asks": [{"oid": 355467349313, "user_address": "0xf910...a260", "side": "A", "price": 70446.0, "size": 1.13921}],
    "bid_count": 31804,
    "ask_count": 15407
  }
}

The API rebuilt that book by rolling 270,110 diffs forward from a checkpoint taken at 11:50:17 UTC, so you ask for a moment and receive the state without replaying hours of files.

The diffs themselves are served too. A two-second window on 5 June 2026 returned entries such as {"oid":459286769807,"price":61130.0,"diff_type":"new","new_size":0.49075}, each with block number and wallet.

How do you reconstruct and replay L4?

• Snapshot at a time: /l4?timestamp=... returns a reconstructed book. diffs_applied: 0 means a clean checkpoint.
• Window of snapshots: /l4/history with start and end.
• Changes: /l4/diffs returns ordered new, update and remove events; apply them to a checkpoint to follow the book.
• Order events: /orders/{symbol}/history returns order status records with wallet, order type, time in force and client order ID.
• Live: the l4_diffs and l4_orders WebSocket channels stream core L4 updates as they happen; the other L4 families use the spot_, hip3_ and hip4_ prefixed channels.
• Replay: WebSocket L4 replay opens with a full snapshot and then sends diffs; the L4 WebSocket guide covers gaps and sequence.
• Files: L4 order book and L4 orders export from the Data Catalog at $4 per GB.

Which markets have L4, and from when?

Lighter's order-level book is L3, individual resting orders, account-attributed (Lighter account index), from 5 March 2026; see the Lighter data API comparison, or put every provider side by side in the Hyperliquid and Lighter data providers comparison.

For price-level history from April 2023, see Hyperliquid order book historical data.

How much does L4 history cost?

• API access: Every L4 route is on every plan: Free covers the most recent 30 days, Build at $49 a month ($39 billed annually) covers the full archive.
• Parquet exports: Priced at $4 per GB for L4 order book and L4 orders, with a $12.50 minimum per export line and a $10 minimum order. See pricing for plan limits.

Start free with the latest 30 days of Hyperliquid and Lighter history, including L4 and L3, by REST and WebSocket. Build opens each dataset's full retained archive for $49 a month. Start free View API plans and export pricing

Frequently asked questions

Where can I get Hyperliquid L4 order book data?

0xArchive. It serves Hyperliquid L4, every resting order with order ID and wallet, live over WebSocket and stored from 11 March 2026 for core perps and HIP-3, from 2 May 2026 for HIP-4 and from 5 May 2026 for most Spot pairs. Access is by REST snapshot, history window, diffs, WebSocket replay and Parquet export.

Can I get historical L4 order book data for Hyperliquid as well as live?

Yes. 0xArchive reconstructs the Hyperliquid L4 book at any stored timestamp. The 20 March 2026 BTC example rebuilt 31,804 bids and 15,407 asks (47,211 resting orders) and, with depth=1, returned the top bid and ask with order IDs and wallets.

What is the difference between Hyperliquid L2 and L4?

0xArchive stores both: L2 from 15 April 2023 and L4 from 11 March 2026. L2 aggregates size per price level; L4 lists each resting order with its order ID and wallet.

Does Lighter have L4 order book data?

0xArchive stores Lighter's order-level book as L3, individual resting orders, from 5 March 2026, in the same API as Hyperliquid L4.

How much does Hyperliquid L4 data cost?

0xArchive Free covers the latest 30 days of L4 at $0 by API. Build at $49 a month ($39 billed annually) opens the full retained L4 archive. Parquet exports of L4 data are $4 per GB uncompressed, with a $12.50 minimum per export line.

Can I download Hyperliquid L4 data as Parquet?

Yes. The 0xArchive Data Catalog sells L4 order book and L4 orders as Parquet per market and UTC dates at $4 per GB uncompressed, with a $12.50 minimum per export line and a $10 minimum order, for your own use.