Market Data API
One integration for market data.
Build with Hyperliquid L4 and Lighter L3 order-level data, trades, candles, funding, open interest, and liquidations over REST, WebSocket, and Parquet.
First call
Create a key and confirm one authenticated call
Create a key in the dashboard, then run the bounded request below and inspect its response.
Make your first call
SetOXARCHIVE_API_KEY, then make one small authenticated request. The request uses the native Hyperliquid L2 route and asks for one price level per side.
200 response has success: true, an order-book object in data, and a UUID-shaped meta.request_id:
meta.request_id or the x-request-id response header with the route and symbol. Quickstart covers the same call with language examples, REST authentication covers HTTP key mechanics, and Errors and request IDs covers recovery.
Choose the job
Historical pulls
Use REST for historical pulls, bounded windows, point-in-time snapshots, and route-specific parameters. Check Venue coverage before choosing a symbol and window. For the Hyperliquid core route map, open Hyperliquid historical data API before choosing a REST, replay, or export surface.Real-time streams and replay
Use WebSocket for real-time channels. Replay is channel-specific: standard channels use timed replay, core Hyperliquid L4 uses checkpoint-anchored bulk delivery, and Spot, HIP-3, and HIP-4 L4 channels are real-time only. Check WebSocket channels before choosing a mode.Bulk research files
Use Data Catalog exports when the job needs Parquet files instead of request-by-request API access. Keep the venue, market type, schema, symbol set, time window, and rights decision with the export.Choose a venue, market type, and depth
0xArchive covers Hyperliquid and Lighter. Venues and market types explains how core perpetuals, Spot, HIP-3, HIP-4, and Lighter markets map to API namespaces. See Get market data to choose between API access and Parquet exports. The strongest order-level paths are different by venue:
Keep L4 on Hyperliquid and L3 on Lighter. Order-level books are separate from fills, order lifecycle, order flow, and TP/SL routes.
Check coverage and quality
Before a backtest, alert, export, or model run depends on a result, check the exact market, data type, and window on Venue coverage. Coverage is checked per symbol and data type. Use Data quality for freshness, incidents, and gaps. The/v1/symbols coverage_by_type data and the quality routes provide the checks for a selected symbol; a venue-level summary is not a symbol-level result. Review Rate limits for capacity and Data rights before exporting or shipping results.