L2 order book

L2 is price-level aggregated depth: each level carries a price, the total size resting at that price, and the order count behind it (px, sz, n), not the individual orders themselves. L2 is the shape of the book. Reach for it when you need spreads, depth charts, a top-of-book monitor, or a light historical window, and step up to L3 or L4 only when individual resting orders matter. Use Order history or Order flow when lifecycle records matter. This page covers two L2 surfaces: native venue snapshots, with a 20-level-per-side source cap for core and HIP-3, and the full-depth aggregated L2 route family derived from L4 on Hyperliquid core and HIP-3.

Get an L2 snapshot

Pick your venue. The path and symbol format change per family.

Hyperliquid
Spot
HIP-3
HIP-4
Lighter

curl "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC/l2?depth=200" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

Depth	Route
Full-depth aggregated L2 from L4	`/v1/hyperliquid/orderbook/{symbol}/l2`, `/l2/history`, `/l2/diffs`
Native L2 snapshot or history (20 levels)	`/v1/hyperliquid/orderbook/{symbol}`, `/v1/hyperliquid/orderbook/{symbol}/history`

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.

curl "https://api.0xarchive.io/v1/hyperliquid/spot/orderbook/HYPE-USDC?depth=3" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

Depth	Route
Native L2 snapshot or history	`/v1/hyperliquid/spot/orderbook/{symbol}`, `/v1/hyperliquid/spot/orderbook/{symbol}/history`

Pair symbols such as HYPE-USDC. Spot serves native L2 depth; order-level detail on Spot is L4.

curl "https://api.0xarchive.io/v1/hyperliquid/hip3/orderbook/km:US500/l2?depth=200" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

Depth	Route
Full-depth aggregated L2 from L4	`/v1/hyperliquid/hip3/orderbook/{symbol}/l2`, `/l2/history`, `/l2/diffs`
Native L2 snapshot or history (20 levels)	`/v1/hyperliquid/hip3/orderbook/{symbol}`, `/v1/hyperliquid/hip3/orderbook/{symbol}/history`

Namespaced builder symbols, case-sensitive (for example km:US500). Preserve the builder prefix.

curl "https://api.0xarchive.io/v1/hyperliquid/hip4/orderbook/%230?depth=3" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

Depth	Route
Native outcome book snapshot or history	`/v1/hyperliquid/hip4/orderbook/{symbol}`, `/v1/hyperliquid/hip4/orderbook/{symbol}/history`

Outcome side ids such as %230 (Yes). Books are probability-priced where documented.

curl "https://api.0xarchive.io/v1/lighter/orderbook/{symbol}?depth=3" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

Depth	Route
L2 snapshot or history	`/v1/lighter/orderbook/{symbol}`, `/v1/lighter/orderbook/{symbol}/history`

Lighter L2 matches the same px/sz/n shape. For order-level depth on Lighter, use L3. Find symbols on /v1/lighter/instruments.

Native L2 versus full-depth L2

Hyperliquid core and HIP-3 expose two L2 surfaces, and they answer different questions:

Job	Route	Notes
Full-depth aggregated L2	`/v1/hyperliquid/orderbook/{symbol}/l2` or the HIP-3 equivalent	Derived from L4, with March 10, 2026+ coverage
Native core/HIP-3 source snapshot or older top-book windows	`/v1/hyperliquid/orderbook/{symbol}` and `/history`, or the HIP-3 equivalents	Mirrors the venue snapshot; caps at 20 levels per side

Native Hyperliquid and HIP-3 L2 routes mirror the venue 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 full-depth aggregated L2 on those families, use the /l2 route family. Spot, HIP-4, and Lighter serve native L2 depth.

Request parameters

Parameter	In	Type	Required	Description
`symbol`	path	string	Yes	Trading pair symbol, e.g. `BTC`
`timestamp`	query	integer (ms)	No	Snapshot routes only; Unix milliseconds; omit for the latest snapshot. The Spot native snapshot route also documents its date-time form.
`start`, `end`	query	integer (ms)	No	History and diff routes; Unix-millisecond window bounds.
`depth`	query	integer	No	Native core/HIP-3/HIP-4 snapshots cap at 20 levels per side; other native routes and full-depth `/l2` snapshots follow their endpoint contract.
`limit`	query	integer	No	History and diff page size; defaults and ceilings are route-specific. Core/HIP-3 full-depth, HIP-4 native, and Lighter native history default to 100 and cap at 1000; Spot native history defaults to 10 and caps at 10.
`cursor`	query	string/integer	No	Continuation token from `meta.next_cursor`; its query type is route-specific, so pass the returned value unchanged.

The full-depth /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. Lighter’s native history route additionally accepts granularity=checkpoint|30s|10s|1s|tick; checkpoint returns snapshot items, while tick items contain a checkpoint plus its ordered deltas. Use that route-specific shape instead of treating every L2 history item as a plain book snapshot.

Example response

The L2 snapshot returns the same envelope across venues:

{
  "success": true,
  "data": {
    "coin": "BTC",
    "symbol": "BTC",
    "timestamp": "2026-06-05T13:53:33.971Z",
    "bids": [
      { "px": "61077.0", "sz": "0.0003", "n": 1 },
      { "px": "61075.0", "sz": "1.60628", "n": 6 }
    ],
    "asks": [
      { "px": "61078.0", "sz": "11.73086", "n": 32 },
      { "px": "61079.0", "sz": "1.45565", "n": 4 }
    ],
    "mid_price": "61077.5",
    "spread": "1",
    "spread_bps": "0.16372641316360362"
  },
  "meta": { "request_id": "23456789-2345-4234-8234-234567890123" }
}

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 a level; L4 lists each one with its oid and user_address. The /l2 routes also return bid_levels, ask_levels, total_bid_size, and total_ask_size. Full field meanings live in the field dictionary, and the Endpoint reference carries the exact types.

Stream or replay it

Hyperliquid core, Spot, and HIP-3 stream L2 books live. Subscribe to orderbook on Hyperliquid core; Spot and HIP-3 use spot_orderbook and hip3_orderbook. Lighter current L2 snapshots use REST, while lighter_orderbook supports historical WebSocket replay but not live subscriptions through the 0xArchive WebSocket. Historical data is also available through REST and exports. HIP-4 current order-book reads use REST; stored hip4_orderbook history remains replayable.

ws.send(JSON.stringify({ op: "subscribe", channel: "orderbook", symbol: "BTC" }));

The full channel matrix is on WebSocket channels.

Export in bulk

L2 books export as the l2_orderbook schema ($3/GB, $5 minimum), delivered as Parquet with ZSTD compression. Keep L2, L3, and L4 in separate tables. Build a selection in the Data catalog; columns and coverage keys are on Export schemas.

Other depths

L3 order book

Individual orders on Lighter, order-level detail without full lifecycle.

L4 order book

Every resting order with its oid and user_address, plus diffs and reconstruction.

Start from Order books for the depth overview, Order book depth to choose a grain, Example responses for more payload shapes, or Data quality before any long historical window.

Start

API

Exports

Data types

Venues

Data rights

Get an L2 snapshot

Native L2 versus full-depth L2

Request parameters

Example response

Stream or replay it

Export in bulk

Other depths

L3 order book

L4 order book

Next

​Get an L2 snapshot

​Native L2 versus full-depth L2

​Request parameters

​Example response

​Stream or replay it

​Export in bulk

​Other depths

L3 order book

L4 order book

​Next

Get an L2 snapshot

Native L2 versus full-depth L2

Request parameters

Example response

Stream or replay it

Export in bulk

Other depths

Next