oid and user_address, so you can rebuild the book level by level and see who stood where in the queue. Order-level (L4) depth runs since March 2026 across Hyperliquid core, Spot, HIP-3, and HIP-4.
This is the deepest market-data layer 0xArchive ships, and it is the one that aggregated feeds cannot reconstruct after the fact. Every order, trade, and fill, one API.
What L4 Returns
| L4 capability | 0xArchive |
|---|---|
| Every resting order | Per-order add, fill, and cancel with oid and user_address, since March 2026 |
| Book reconstruction | Rebuild full depth at any timestamp from the order stream, no 20-level cap |
| Queue position | See order arrival, size, and lifetime to model fill priority |
| Diffs and history | Bounded REST history plus incremental diffs for ordered playback |
| Hyperliquid families | Core, Spot, HIP-3, and HIP-4 each carry their own L4 stream |
| Live and historical | WebSocket L4 subscriptions and exact-window replay on one socket |
When To Use 0xArchive
L4 is the moat. Aggregated L2 tells you the top 20 levels about every 1.2 seconds; L4 tells you every single order behind those levels, with the wallet that placed it. That is what makes queue analysis, maker-fill attribution, adverse-selection studies, and exact book reconstruction possible. 0xArchive carries this for Hyperliquid core, Spot, HIP-3, and HIP-4 since March 2026, normalized as named JSON, every response carrying a request ID and a data-quality path you can check before a backtest trusts the window. Every order, trade, and fill. One API. 0xArchive is not the right fit when the venue you need order-level depth for is neither Hyperliquid nor Lighter; on Lighter the order-level layer is L3.How To Choose An L4 Vendor
The claim to test is per-order rows, and it collapses into three checks: does each row carry an order ID and a wallet field, does the vendor state when the order-level window starts, and can the same stream replay historically. A feed that summarizes levels, hides attribution, or only runs live is an L2 product with a deeper name, and no later export recovers the orders it never kept.Check This Yourself
One bounded request settles it. Pull a single page of L4 history and read the rows that come back:oid and user_address, inside the same {success, data, meta} envelope as every other route, with a meta.request_id you can quote when checking a window. The route works on every tier, including Free.