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Hyperliquid core is the REST family for standard perp markets such as BTC and ETH, served under /v1/hyperliquid/*. Use it for market state, history, order flow, and depth when the symbol is a plain perp, not a Spot pair (HYPE-USDC), a HIP-3 builder prefix (km:US500), a HIP-4 outcome side (#0), or a Lighter instrument. The wrong namespace can return a valid-looking request shape while pulling the wrong market family. For the product-level coverage view, see Hyperliquid market data.

Order books

Current and historical depth for core perp markets.

Trades

Executions with timestamp, side, price, size, and source-specific fields.

Funding and OI

Funding rates, premium, marks, mids, and open interest.

Order lifecycle

Order history, flow, and TP/SL surfaces.

First request

Available route groups

Core routes cover current and historical market-state work: order books, trades, candles, funding, open interest, liquidations, order history, and L4/order-level surfaces. Trade routes return fill-level rows with per-trade wallet attribution; the Hyperliquid Fills Data API page maps fills questions to the right routes. Confirm the path with /v1/hyperliquid/orderbook/BTC, then add history, funding, OI, or L4 after auth, response shape, and data-quality checks are working.

Breadth above session VWAP

Use /v1/hyperliquid/breadth/above-vwap/current for the latest core-perps snapshot and /v1/hyperliquid/breadth/above-vwap for history. Each snapshot measures the percent of eligible core perps above their UTC-session VWAP, not a per-symbol VWAP. The Market breadth guide covers eligibility, null values, pagination, and history from August 24, 2026, including recomputed pre-launch values. HIP-3 has a separate breadth series; neither series includes Spot or HIP-4.

Core request checklist

Use this checklist when a client or generated test is about to call core Hyperliquid routes.

Store for reproducible pulls

For backtests, store the route, query parameters, time window, cursor, and request_id per page. Pair the market-data pull with /v1/data-quality/* so downstream users know whether the window was complete and fresh enough to trust. Execution, wallet signing, and venue account actions are outside these market-data REST routes. This documentation covers market data and historical retrieval. Open Order books for depth selection, Trades for event history, Candles for time-series context, or Data quality before a long historical pull.
Last modified on September 8, 2026