orderbook blob. This page covers all of them: full-depth L2 routes where they exist, native 20-level L2 source snapshots, then the L4 order-level book and reconstruction below.
Route and dataset availability is route/family/symbol/schema-specific. Plans govern capacity and request windows, not route access; verify the selected symbol and data type before relying on a route.
Get an L2 snapshot
Pick your venue. The path and symbol format change. Lighter also exposes an L3 individual-order book where Hyperliquid exposes L4.- Hyperliquid
- Spot
- HIP-3
- HIP-4
- Lighter
Plain perp symbols such as
BTC and ETH. Use the /l2 routes for full-depth aggregated L2 (request levels via depth) from March 10, 2026 onward.
Hyperliquid and HIP-3 native L2 routes mirror Hyperliquid’s source snapshot and top out at 20 levels per side. A request like
depth=200 on /v1/hyperliquid/orderbook/BTC/history still returns at most 20 levels. For 200-level or full-depth aggregated Hyperliquid/HIP-3 L2, use the /l2 route family.
Request parameters
Use
/history with start and end for a past window. timestamp is for snapshot-at-time routes, not history routes.
The L2 snapshot returns the same envelope across venues:
Response fields
Responses use the{ success, data, meta } envelope; the fields below are data.
A price level is
px (price), sz (total size), and n (order count). px, sz, mid_price, spread, and spread_bps are decimal strings, so parse them as decimals, not floats. n aggregates the orders at that level; L4 lists each one with its oid and user_address. Full field meanings live in the field dictionary.
Depth: L2 vs L3 vs L4
L2Aggregated levels
Price levels with total size and order count (px, sz, n). The shape of the book.
L3Individual orders
Each order at a level, on Lighter. Order-level detail without full lifecycle.
L4All served resting-order levels
Resting orders with oid and user_address across all served levels, plus diffs to reconstruct the book.
Each grain has a focused page with its routes, parameters, example, and export schema:
L2 order book
Aggregated price-level depth: native venue snapshots and full-depth aggregated L2 on Hyperliquid core and HIP-3.
L3 order book
Order-level depth on Lighter: up to 250 resting orders per side with order index and owner account index.
L4 order book
Full order-level book on Hyperliquid families: resting orders across all served levels with
oid and user_address, plus diffs and reconstruction.Full-depth L2 from L4
Hyperliquid core and HIP-3 have a primary full-depth L2 route family derived from L4, with March 10, 2026+ coverage:
The
/l2/history routes return the checkpoint’s stored full depth and currently do not take a per-request depth override. Ask for a bounded start/end window and paginate with cursor.
L4 order-level book
L4 is the whole book, order by order: resting orders across all served levels withoid and user_address. It is the most detailed market data 0xArchive serves and carries the fields needed for deterministic order-level reconstruction. The L4 routes are in the venue switch above (/orderbook/{symbol}/l4, /l4/diffs, /l4/history).
bids and asks are truncated above. That real snapshot carried 24,501 bids and 18,101 asks: the entire resting book, each order with its own oid and user_address.
L4 response fields
price and size are numbers in L4 payloads. L2 uses px/sz decimal strings; the Lighter L3 route instead uses numeric price, remaining_size, original_size, order_index, and owner_account_index fields. Check types per route.
Reconstruct from diffs
A snapshot is a checkpoint. To follow the book over time, take anl4 checkpoint, then apply l4/diffs in order (honoring the optional insert_before field on new-order diffs; see L4 order books), or pull l4/history for a window. diffs_applied: 0 means a clean checkpoint; a higher number means it was rolled forward from the last one. When sequence and gap handling matter, move to WebSocket L4 order book and WebSocket replay, or let SDK reconstruction hold local book state for you.
A current L2 snapshot is fine for inspecting the book or a spread. It is not the same product as a replayable L4 history window. If you are evaluating a provider, that distinction is the one to push on: what depth, which venue family, what timestamp semantics, and whether the historical book can be reconstructed the same way twice.
Stream or replay it
Hyperliquid core, Spot, and HIP-3 stream live books. Subscribe toorderbook for L2 and l4_diffs or l4_orders for order-level updates on Hyperliquid core. Spot and HIP-3 use prefixed L2 and L4 variants.
Lighter current L2 and L3 snapshots use REST, while lighter_orderbook and lighter_l3_orderbook support historical WebSocket replay but not live subscriptions through the 0xArchive WebSocket. Historical data is also available through REST and exports. HIP-4 streams hip4_l4_diffs and hip4_l4_orders; HIP-4 current order-book reads use REST, and stored hip4_orderbook history remains replayable. For sequence and gap handling, see WebSocket L4 order book and WebSocket replay.
Export in bulk
Order books export at three depths, delivered as Parquet with ZSTD compression:l2_orderbook ($3/GB, $5 minimum), l3_orderbook ($3/GB, $5 minimum), and l4_orderbook ($4/GB, $12.50 minimum). Keep L2, L3, and L4 in separate tables. Build a selection in the Data catalog; columns and coverage keys are on Export schemas.