Concept map
The routing rule
Choose the venue and market type before the endpoint. Hyperliquid includes core perpetuals, Spot, HIP-3, and HIP-4. Lighter uses its own API namespace. Do not route a Spot pair through a core perpetual endpoint, strip a HIP-3 builder prefix, or treat HIP-4 probability-like prices as ordinary dollar prices. Then choose the data type: order book, trades, candles, funding, open interest, liquidations, orders, L3, L4, replay, or data quality. Check whether the exact market and time window are covered. Size the request against account capacity and request-window limits separately.Implementation sequence
1
Pick the venue and market type
Choose Hyperliquid or Lighter, then the market type that matches the market identity.
2
Confirm availability
Use instrument, coverage, or freshness routes before widening to long windows or many symbols.
3
Choose the interface
Use REST for request/response jobs, WebSocket for documented real-time channels or channel-specific replay, SDKs for application code, CLI for shell jobs, MCP Server for MCP-capable hosts, and Skill for reusable agent workflows.
4
Save trace fields
Store route, parameters, time window, data-quality result, and any request ID returned by the route with every output that another system will trust.
Concept decision checklist
Before moving from concepts into code, write down the decision checklist that controls the request.When this page is enough
This page is enough when the question is “where do I start?” or “which concept decides the route?” It is not enough when you are writing code. For code, move from this page into REST API, Endpoint reference, OpenAPI, or WebSocket.Data availability
Decide whether a market, data type, and time window are available.
Venues and market types
Choose Hyperliquid or Lighter, then the correct market type and API namespace.
Order book depth
Separate L2, L3, L4, diffs, order events, history, and reconstruction.
Historical market data
Plan windows, routes, quality gates, replay, and export choices.
Replay and reconstruction
Decide when sequence, local state, and gap handling require stricter workflows.
Rate limits
Design around request rate, concurrency, credits, request-window limits, and stop conditions.
Free tier
Use a starter key to confirm route fit without implying production capacity.
Data gaps
Treat stale or incomplete windows as explicit data-quality decisions.