/l2 route family for Hyperliquid core and HIP-3, derived from L4, with an observed floor of March 10, 2026 where the selected symbol exposes the data. L4 returns individual resting-order rows with oid and user_address; observed L4 floors are March 10, 2026 for core and HIP-3, while HIP-4 begins May 2, 2026 and Spot requires separate diff and checkpoint-reconstruction probes. REST, WebSocket, and Parquet are separate access paths with family-specific availability.
Use core perp symbols such as BTC here. Use Spot for pairs like HYPE-USDC, HIP-3 for builder markets, and HIP-4 for outcome markets. Lighter is a separate venue with its own order book routes.
For a practical order-book workflow, use the Hyperliquid order-book guide, then return here for the exact route contract.
Order book routes
L2, L3, and L4 route families.
Order book depth
What L2, L3, and L4 mean.
What Order Book Data Is Available
Hold one symbol and one UTC window constant on the first pull, then widen to more depth families.
L2, L3, and L4 Order Book Data
L2 is aggregated depth: each price level with total size and order count. Hyperliquid L4 is order-level: individual resting-order rows withoid and user_address. Lighter is separate: its L3 route returns individual resting orders with numeric order_index, owner_account_index, price, remaining_size, and original_size, capped at 250 orders per side per tick from March 5, 2026. Lighter L3 does not use L2 px/sz strings or Hyperliquid L4 identity fields. Use L2 for spread, depth, and slippage history; use L4 or Lighter L3 when the job needs order-level state, with the matching family route.
Route Map
Which Depth Do I Need
Pick depth by the downstream job, then pull one bounded window before widening.1
Backtesting and slippage
L2 depth snapshots give spread, depth, and slippage history for one symbol and window.
2
Execution and microstructure
Order-level book routes provide resting-state and queue geometry. Separate lifecycle and flow routes provide placement, cancel, and fill records for execution analysis.
3
Gate downstream use
Check Data quality, freshness, and request IDs before the output feeds research, models, or alerts.