L4 order book

L4 is the whole book order by order: resting orders across all served levels with their own oid and user_address, plus the diffs to roll the book forward and reconstruct it at any point in time, not the aggregated levels of L2. L4 is the deepest order-book grain 0xArchive serves and carries the fields needed for deterministic order-level reconstruction. It is a Hyperliquid-family surface: Hyperliquid core, Spot, HIP-3, and HIP-4 all expose L4. Lighter exposes individual orders through L3 instead, so do not reach for an L4 route on Lighter. Use L4 when you need microstructure, queue position, per-order user attribution, or a book you can reconstruct the same way twice; use L2 when aggregated levels are enough.

Get an L4 snapshot

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

Hyperliquid
Spot
HIP-3
HIP-4

curl "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC/l4" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

/v1/hyperliquid/orderbook/{symbol}/l4, /l4/diffs, /l4/history. Plain perp symbols such as BTC and ETH.

curl "https://api.0xarchive.io/v1/hyperliquid/spot/orderbook/HYPE-USDC/l4" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

/v1/hyperliquid/spot/orderbook/{symbol}/l4, /l4/diffs, /l4/history. Pair symbols such as HYPE-USDC.

curl "https://api.0xarchive.io/v1/hyperliquid/hip3/orderbook/km:US500/l4" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

/v1/hyperliquid/hip3/orderbook/{symbol}/l4, /l4/diffs, /l4/history. Namespaced builder symbols, case-sensitive (for example km:US500). Preserve the builder prefix.

curl "https://api.0xarchive.io/v1/hyperliquid/hip4/orderbook/%230/l4" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

/v1/hyperliquid/hip4/orderbook/{symbol}/l4, /l4/diffs, /l4/history. Outcome side ids such as %230 (Yes).

Request parameters

Parameter	In	Type	Required	Description
`symbol`	path	string	Yes	Trading pair symbol for the selected Hyperliquid family.
`timestamp`	query	integer (ms)	No	Snapshot routes only. Unix milliseconds; omit for the latest snapshot. ISO 8601 strings are rejected.
`depth`	query	integer	No	Snapshot routes only. Maximum resting orders returned per side; omit for the full stored depth.
`start`, `end`	query	integer (ms)	No	History and diff routes. Unix-millisecond window bounds; ISO 8601 strings are rejected.
`cursor`	query	string (diffs) / integer (ms, history)	No	Continuation token from `meta.next_cursor`; diff routes return strings and history routes return integer timestamps. Pass the returned value unchanged.
`limit`	query	integer	No	Diff routes default to 1000 and cap at 10000. Core, HIP-3, and HIP-4 history default to 100 and cap at 1000; Spot history defaults to 10 and caps at 10.

Current snapshot routes return one book object in data. History routes return arrays of snapshot objects, and diff routes return arrays of diff events. The cursor type and page-size cap are route-specific as shown above. Use /l4/history with start and end for a past window; timestamp is for the snapshot-at-time route. Route availability is route/family/symbol/schema-specific. Verify the exact endpoint, selected account, and API key status before relying on the response. Plans govern capacity and request windows, not route access; inspect the live route response before relying on it.

Example response

{
  "success": true,
  "data": {
    "coin": "BTC",
    "timestamp": "2026-06-05T13:53:32.540Z",
    "checkpoint_timestamp": "2026-06-05T13:53:32.540Z",
    "diffs_applied": 0,
    "last_block_number": 1023882395,
    "bids": [
      { "oid": 459287722336, "user_address": "0xfcf104006bfff47695c1dc21dad3e9de1e72098e", "side": "B", "price": 61088, "size": 0.40603, "timestamp": 1773273600123 }
    ],
    "asks": [
      { "oid": 459287726057, "user_address": "0x1c1c270b573d55b68b3d14722b5d5d401511bed0", "side": "A", "price": 61089, "size": 0.40924, "timestamp": 1773273600123 }
    ],
    "bid_count": 24501,
    "ask_count": 18101,
    "total_bid_size": 10176.96,
    "total_ask_size": 5165.62
  },
  "meta": { "request_id": "34567890-3456-4345-8345-345678901234" }
}

bids and asks are truncated above. That snapshot carried 24,501 bids and 18,101 asks: the entire resting book, each order with its own oid and user_address.

Response fields

Responses use the { success, data, meta } envelope; the fields below are data.

Field	Type	Description
`coin`	string	Symbol (the L4 payload uses `coin`)
`timestamp`	string	When the book was in this state (UTC)
`checkpoint_timestamp`	string	Instant the reconstruction is current to
`diffs_applied`	integer	Diffs rolled onto the checkpoint; `0` is a clean checkpoint
`last_block_number`	integer	Chain block the reconstruction is current to
`bids`, `asks`	array	Resting orders, each with `oid`, `user_address`, `side`, `price`, `size`, and queue-join `timestamp`. Within each price level, orders are listed in true queue priority, ALO priority insertions included, not placement-time order.
`bid_count`, `ask_count`	integer	Number of orders in the full stored or reconstructed checkpoint before optional `depth` truncates the returned arrays.
`total_bid_size`, `total_ask_size`	number	Aggregate sizes in the full stored or reconstructed checkpoint before optional `depth` truncates the returned arrays.
`is_crossed`	boolean, optional	Present when a reconstructed historical book has best bid greater than or equal to best ask; omitted for clean snapshots.

price and size are numbers in L4 payloads. Hyperliquid and Lighter L2 routes use px/sz decimal strings for aggregated levels, while the Lighter L3 route uses numeric price, remaining_size, and original_size fields. Check types per route; the Endpoint reference carries the exact types, and full field meanings live in the field dictionary.

Reconstruct from diffs

0xArchive runs collection, backfill, and reconstruction server-side and returns the reconstructed checkpoint/snapshot. To follow the book over time, take an l4 checkpoint, then apply l4/diffs in order, or pull l4/history for a window. Diff items may carry an optional insert_before field (an order ID, or null): for a new ALO order granted queue priority, it names the resting order this one is inserted ahead of within its price level. Null or absent means tail append. To reproduce queue order when rolling a checkpoint forward, insert the new order directly before that oid instead of appending. The field is populated on data from 2026-07-21 onward. Depth truncation is by order count, so the orders at a depth cut can differ from responses served before that date. diffs_applied: 0 means a clean checkpoint; a higher number means it was rolled forward from the last one. If your application keeps a continuously updated local book, apply ordered diffs/replay after that checkpoint; a snapshot-only consumer can use the returned state directly. 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 dataset as a replayable L4 history window: what depth, which venue family, what timestamp semantics, and whether the historical book can be reconstructed the same way twice.

Stream it live

Order-level updates stream on l4_diffs and l4_orders for Hyperliquid core; Spot, HIP-3, and HIP-4 use prefixed variants (spot_l4_diffs, hip3_l4_diffs, hip4_l4_orders, and so on). For sequence and gap handling, see WebSocket L4 order book and WebSocket replay.

ws.send(JSON.stringify({ op: "subscribe", channel: "l4_diffs", symbol: "BTC" }));

The full channel matrix is on WebSocket channels.

Export in bulk

L4 books export as the l4_orderbook schema ($4/GB, $12.50 minimum), and order-level events export as l4_orders ($4/GB, $12.50 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

L2 order book

Aggregated price levels (px, sz, n) across every venue family.

L3 order book

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

Start from Order books for the depth overview, Order history and Order flow for the lifecycle around the book, WebSocket L4 order book when sequence matters, or Data quality before any long historical window.

Start

API

Exports

Data types

Venues

Data rights

Get an L4 snapshot

Request parameters

Example response

Response fields

Reconstruct from diffs

Stream it live

Export in bulk

Other depths

L2 order book

L3 order book

Next

​Get an L4 snapshot

​Request parameters

​Example response

​Response fields

​Reconstruct from diffs

​Stream it live

​Export in bulk

​Other depths

L2 order book

L3 order book

​Next

Get an L4 snapshot

Request parameters

Example response

Response fields

Reconstruct from diffs

Stream it live

Export in bulk

Other depths

Next