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Documentation Index

Fetch the complete documentation index at: https://docs.0xarchive.io/llms.txt

Use this file to discover all available pages before exploring further.

Order-book work starts with two decisions: venue family and depth. A generic orderbook label is not enough for code, exports, storage, or backtests because L2 snapshots, L3 individual orders, L4 lifecycle data, diffs, and reconstruction checkpoints are different artifacts.

Route Families

NeedStart with
Hyperliquid core L2 snapshot or history/v1/hyperliquid/orderbook/{symbol} and /v1/hyperliquid/orderbook/{symbol}/history
Hyperliquid core L4/v1/hyperliquid/orderbook/{symbol}/l4, /l4/diffs, and /l4/history
Hyperliquid Spot order book/v1/hyperliquid/spot/orderbook/{symbol}
Hyperliquid Spot L4/v1/hyperliquid/spot/orderbook/{symbol}/l4, /l4/diffs, and /l4/history
HIP-3 order book/v1/hyperliquid/hip3/orderbook/{symbol} and history/L4 routes
HIP-4 outcome order book/v1/hyperliquid/hip4/orderbook/{symbol} and history/L4 routes
Lighter L2/v1/lighter/orderbook/{symbol} and /history
Lighter L3/v1/lighter/l3orderbook/{symbol} and /history

Depth Decision

L2 is aggregated price-level depth. L3 is individual-order depth where the venue family supports it. L4 is order-level lifecycle or reconstruction-oriented depth where supported. These should be modeled as different datasets, not one orderbook blob. For local book state, pair this page with SDK Reconstruction and WebSocket L4 Order Book. For file exports, use Export Schemas because Data Catalog schema keys distinguish L2, L3, L4, and order events.

Evaluation Fit

If a provider says it has order-book data, ask what depth, what venue family, what timestamp semantics, how gaps are reported, and whether historical reconstruction can be repeated. A current L2 snapshot is useful for inspection. It is not the same product as a replayable L4 history window.

Implementation Rules

1

Choose venue family

Core, Spot, HIP-3, HIP-4, and Lighter have different namespaces and symbol formats.
2

Choose depth

Decide whether the job needs L2 snapshots, L3 individual orders, L4 order lifecycle, or replayable diffs.
3

Check support and access

High-depth routes can require a higher access tier or be unavailable for some markets.
4

Log reconstruction metadata

Preserve route, symbol, timestamp, cursor, request IDs, and gap/freshness decisions with output.

Next Step

Use WebSocket L4 Order Book when sequence matters, Export Schemas when the output is a file job, Example Responses when you need payload shapes, or Data Quality before any long historical window.
Last modified on May 18, 2026