0xArchive provides Hyperliquid order-book data in three useful grains: aggregated price levels, resting order-level depth, and order-event lifecycle records. Pick the grain that matches the question. A spread study needs L2. A queue or reconstruction study needs a resting L4 book. A placement, cancel, or trigger study needs l4_orders history.
Short answer: native
l2Bookreturns aggregated price-level snapshots at its documented depth. 0xArchive adds historical L2, all-level aggregation derived from L4, resting-order L4, ordered diffs, lifecycle history, and export paths. Those are related data products, not interchangeable names.
Run one bounded snapshot
curl "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC?timestamp=1767225600000&depth=20" \
-H "X-API-Key: $OXARCHIVE_API_KEY"To turn these snapshots into a picture of resting size over time, see how to build a Hyperliquid order book heatmap.
The timestamp is Unix milliseconds. Keep the symbol, timestamp, depth, response envelope, and meta.request_id with the snapshot.
What native l2Book means
Hyperliquid's native l2Book info response is an aggregated snapshot. Each side contains price levels with price, size, and order count. It is not only the best bid and ask, and it is not a per-order event stream. The native response is the venue's own response. 0xArchive's L2 routes retain aggregated levels for historical queries and deeper bounded reads.
Read the official info endpoint reference for native request semantics. Use the 0xArchive order-book routes for the archive contract.
Depth matrix
Every level from the best bid to the wallet, shown on one order book, is in level 1 vs level 2 vs level 3 market data.
| Surface | Grain | Use it for |
|---|---|---|
Native l2Book | Aggregated price levels in a venue response | Current or bounded native depth inspection |
| 0xArchive L2 | Aggregated levels with size and order count | Historical spread, depth, and slippage studies |
| 0xArchive L4 order book | Resting orders with oid and user_address | Queue detail, wallet attribution, and reconstruction |
l4_orders and /tpsl | Order-event lifecycle rows | Placed, canceled, triggered, and status changes |
/trigger-levels | Pending trigger-order size bucketed around price | TP/SL concentration before a trigger fires |
| Trades | Resulting executions | Confirm what actually filled after a trigger or resting order |
Resting L4 depth describes the book state. l4_orders and /tpsl describe lifecycle events. /trigger-levels describes pending concentration. A resulting trade is the execution record.
Download the fixed Parquet sample and verify its published size and SHA-256 in the sample manifest.
Choose the route
- Current or timestamped depth:
/v1/hyperliquid/orderbook/{symbol}. - Historical L2 snapshots:
/v1/hyperliquid/orderbook/{symbol}/history. - Resting L4 history:
/v1/hyperliquid/orderbook/{symbol}/l4/history. - Order lifecycle:
/v1/hyperliquid/orders/{symbol}/historyand/v1/hyperliquid/orders/{symbol}/tpsl. - Pending trigger concentrations:
/v1/hyperliquid/orders/{symbol}/trigger-levels. - Resulting fills:
/v1/hyperliquid/trades/{symbol}.
An empty result applies only to the selected venue family, symbol, route, and window. Check the catalog and status before concluding that data is unavailable more broadly.
Workflows
| Question | Start with | Keep beside the result |
|---|---|---|
| How much liquidity was displayed? | L2 snapshot or history | Timestamp, depth, spread, and request ID |
| Which resting orders formed the level? | L4 snapshot or diffs | Order ID, wallet, side, price, and size |
| Which orders changed state? | l4_orders history | Status, event timestamp, order type, and cursor |
| Where are pending triggers concentrated? | /trigger-levels | As-of time, bucket price, and side totals |
| Did a trigger produce a fill? | Join lifecycle rows to trades | Trigger time, trade time, price, and size |
Where other sources stop for historical order books
Hyperliquid's own S3 files hold L2 snapshots and no individual orders. Providers differ in how far back their books start, how many levels each snapshot holds, and whether the order-level book is stored at all or streamed live and not kept.
| Source | Historical order book | Order-level (L4) book | Where it stops |
|---|---|---|---|
| 0xArchive | Native L2, up to 20 levels per side, from 15 Apr 2023. Full-depth L2 from 11 Mar 2026 (core and HIP-3) | L4 with order ID and wallet, L4 diffs and order events from 11 Mar 2026 (core and HIP-3). HIP-4 from 2 May 2026. Spot from 5 May 2026 | REST by timestamp or window, live WebSocket, replay, Parquet. Free reaches the last 30 days, Build the full retained archive |
| Hyperliquid S3 | L2 snapshots in hourly files; the docs example path is dated 16 Sep 2023 | None | Uploaded about once a month with no guarantee of timely updates; data can be missing; the requester pays for transfer |
| Hydromancer Reservoir | 20-level L2 snapshots once a minute, from 15 Dec 2025 | No order-level book in Reservoir | One snapshot a minute at 20 levels; requester-pays S3 |
| Tardis | From 29 Oct 2024: 20-level snapshots about every 5.4 seconds; 5-level snapshots about every 500 ms from 17 Jun 2026 | None listed; captured channels are trades, price-level books, best bid and offer, and asset contexts | Raw price-level WebSocket messages |
| CoinAPI | Hyperliquid history from 27 Sep 2024 | L4 book flat files with user attribution; hourly partitions from 9 Jun 2026, daily before | Stored L4 is delivered as files |
| Dwellir | Raw node book diffs from 22 Jan 2026; generated book snapshots from 14 Apr 2026 | Raw node files and live L2 and L4 books | You rebuild a book from a seed snapshot plus ordered diffs; raw diffs alone cannot establish the starting book |
| CryptoHFTData | Full L2 book images in hourly Parquet files, from 29 Sep 2025 | None | Price-level books, no individual orders or wallets |
| Bitquery | Rolling 30 days on its Data Store | Per-order book updates with the wallet (its API page calls them L3) | Older ranges on request to its sales team; its docs list gaps of about an hour in September and October 2026 |
| GoldRush | No stored book history listed | Live l4Book and l2BookDiff streams | Live streams; no stored book history listed |
| Alchemy | None stored | Live l4BookUpdates and l2BookDiff in a beta WebSocket | Beta; the beta covers WebSocket streaming and its docs list historical data as planned |
| QuickNode | No stored history listed | Live StreamL4Book and StreamL4BookUpdates over gRPC and WebSocket | Build plan or higher; stream and filter limits apply |
Provider facts from each provider's own documentation and pricing, 6 November 2026.
Price-level history reaches back to April 2023 and stops at 20 levels per side in the native book, so a study that needs every level or every order uses the full-depth L2 and L4 routes, which start on 11 March 2026. Lighter is in the same API: a price-level book from 29 January 2026 and an L3 book of individual resting orders, attributed by Lighter account index, from 5 March 2026, for history and replay.
Related routes
Use the HIP-3 L4 and TP/SL release for HIP-3 order-level data. Use the backtesting guide when depth becomes an execution-model input.
The exact contracts are in the Hyperliquid Order Book Data API, L4 order-book reference, Order history, TP/SL, and Order flow pages. Compare the Hyperliquid data API, pricing, and status for current delivery details.
Frequently asked questions
Where can I get Hyperliquid order book historical data?
0xArchive serves it by API: native L2 (up to 20 levels per side) from 15 April 2023, full-depth L2 and wallet-attributed L4 from 11 March 2026, by timestamp, time window, live and replay WebSocket or Parquet export. Free covers the latest 30 days and Build opens the full retained archive.
Does Hyperliquid provide historical order book data?
Hyperliquid publishes L2 book snapshots as files in a requester-pays S3 bucket, uploaded about once a month with no guarantee of timely updates, and its API returns the current book. 0xArchive records the book continuously and serves any stored time range.
Can I get historical Hyperliquid L4 order book data?
Yes. 0xArchive stores every resting order with its order ID and wallet from 11 March 2026 on core and HIP-3, from 2 May 2026 on HIP-4 and from 5 May 2026 on Spot, and rebuilds the book at any stored timestamp. L4 diffs and order events are served alongside.
Can I replay a historical Hyperliquid order book?
Yes. WebSocket replay streams stored book updates for a past window in order. L4 and full-depth replay open with a full snapshot and then deliver ordered diffs.
Does Lighter have historical order book data?
Yes. 0xArchive stores the Lighter price-level book from 29 January 2026 and an L3 book of individual resting orders, attributed by Lighter account index, from 5 March 2026, for history and replay.