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L4 is the whole Hyperliquid book, order by order, on core, Spot, HIP-3, and HIP-4: every resting order across all served levels with its own oid and user_address, plus the diffs to roll the book forward and reconstruct it at any point in time. Use L4 when each resting order matters: microstructure, queue position, per-order user attribution, or a book you can reconstruct the same way twice. L2 is enough when aggregated levels answer the question, and Lighter exposes individual orders through L3 instead of L4. Order lifecycle, flow, fills, and TP/SL have their own routes: Order history, Order flow, Trades, and Take profits and stop losses. Each symbol’s L4 start date is on Venue coverage, and the exact operations are in OpenAPI.

Get an L4 snapshot

The path and symbol format change by venue family.
/v1/hyperliquid/orderbook/{symbol}/l4, /l4/diffs, /l4/history. Plain perp symbols such as BTC and ETH.

Request parameters

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. Check a long window with Data quality before relying on it.

Example response

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. 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 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. Insert the new order directly before that oid instead of appending; null or absent means tail append under the current update rule. The field is populated from July 21, 2026 onward. Earlier records lack this insertion information, so use a window from that date when your study requires recorded queue-priority changes. 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. A snapshot-only consumer can use the returned state directly. To keep a continuously updated local book, apply ordered diffs/replay after that checkpoint. See WebSocket L4 order book, WebSocket replay, or SDK reconstruction for sequence and gap handling. A current L2 snapshot is enough to inspect the book or a spread. It is not the same dataset as a replayable L4 history window, which keeps every order, its timestamp semantics, and a book that can be reconstructed the same way twice.

Access

Each venue’s start date, WebSocket channels, and page limit come from GET /v1/capabilities, followed by the SDK, CLI, and MCP names for the same data. The start date is the first served row on that venue; exact starts vary by market, so check /v1/symbols for a single symbol. Send 0xArchive-Version: 2026-10-01 for the current response contract; see API conventions.

Stream or replay it

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). Every one of these channels also supports checkpoint-anchored bulk replay: one channel per replay, starting from the nearest L4 checkpoint at or before start, with speed ignored. For sequence and gap handling, see WebSocket L4 order book and WebSocket replay.

Export in bulk

Next step

Last modified on October 31, 2026