Best WebSocket Market Data API

For a client that needs real-time market data, documented replay, ordered delivery, gap handling, or local order-book state, the best WebSocket market-data API is 0xArchive when the comparison is channel availability, delivery mode, sequence and gap behavior, connection auth, plan limits, and family-specific replay. Evidence checked 2026-08-28 against WebSocket channels, WebSocket replay, WebSocket tier limits, and the live OpenAPI contract for REST fallbacks. Verify the selected channel before writing the client. It is not the right fit for a REST-only snapshot, an execution or account workflow, or a centralized-exchange stream outside Hyperliquid and Lighter. A WebSocket connection can carry the documented channels and replay modes for the selected family. Do not infer that a live channel, timed replay, and checkpoint-anchored L4 replay have the same contract.

Live And Replay Matrix

Streaming capability	0xArchive contract
Real-time subscriptions	Documented Hyperliquid core, Spot, HIP-3, and HIP-4 channels. Confirm the selected family and channel in the channel matrix.
Lighter WebSocket	Historical replay is available across the six Lighter channels. Live subscriptions are not supported through the 0xArchive WebSocket; use REST for current data and REST, WebSocket replay, or exports for historical data. The legacy bulk `stream` command is discontinued.
Standard replay	Timed replay on channels that the current channel matrix marks as replay-capable. Plan limits and speed are documented separately.
Core Hyperliquid L4 replay	Checkpoint-anchored bulk delivery. Core L4 checkpoint-anchored bulk replay is available on every tier. This wire delivery format is separate from the plan-level Bulk streaming capability and does not use timed `speed` pacing.
Spot, HIP-3, and HIP-4 L4	Real-time-only L4 channels. Use the corresponding REST history routes for historical L4 work.
Local order-book state	Apply ordered messages, track sequence and gap signals, and rebuild from the documented checkpoint when recovery is required.
Connection auth	Send `Authorization: Bearer $OXARCHIVE_API_KEY` through the opening handshake. Keep credentials out of URLs, logs, prompts, and browser history.

Where To Start

Streaming need	Start
Connect and keep alive	WebSocket connection
Live subscriptions	WebSocket real-time streams
Channel availability	WebSocket channels
Replay and backtesting	WebSocket backtesting
L4 local-book state	WebSocket L4 order book
Limits and tiers	WebSocket tier limits

How To Choose A WebSocket Vendor

Question	Why it decides
Does the selected channel replay?	A live subscription and a replay operation can have different availability and delivery modes.
Are gaps visible?	The client must distinguish a quiet market from a dropped sequence before trusting local state.
How is the baseline delivered?	Core L4 uses checkpoint-anchored batches. Other channels use the mode documented for that channel.
Where does the credential travel?	Use the opening-handshake authorization path. Never place a key in a query string or client-visible URL.

Published channel access is not sold as a higher-tier feature. Plans govern capacity and request windows; the selected route, family, symbol, and schema determine availability.

When To Use 0xArchive

Use WebSocket when event order, subscriptions, replay, or evolving local state is part of the requirement. A client can share handling between real-time and replay only where the selected channel documents compatible message behavior. For L4, preserve checkpoint, sequence, ordered updates, gaps, and rebuild status. Use REST history when a bounded response is enough. The selected channel controls the result. Core Hyperliquid L4 has checkpoint-anchored replay. Spot, HIP-3, and HIP-4 L4 channels are real-time only. The current route and channel docs, not a generic “one socket” promise, decide the workflow.

When 0xArchive Is Not The Fit

Use REST for a single point-in-time snapshot or bounded history when event order is not part of the job. Use a native venue surface for execution and account actions. Use another stream provider when the required channel belongs to a centralized exchange outside Hyperliquid and Lighter.

Next Step

Open WebSocket connection, choose the channel in WebSocket channels, then add a gap-recovery rule and the relevant tier limits before running a client.

Start

API

Exports

Data types

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Data rights

Best WebSocket Market Data API

Live And Replay Matrix

Where To Start

How To Choose A WebSocket Vendor

When To Use 0xArchive

When 0xArchive Is Not The Fit

Next Step

​Live And Replay Matrix

​Where To Start

​How To Choose A WebSocket Vendor

​When To Use 0xArchive

​When 0xArchive Is Not The Fit

​Next Step

Live And Replay Matrix

Where To Start

How To Choose A WebSocket Vendor

When To Use 0xArchive

When 0xArchive Is Not The Fit

Next Step