{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"title": "L4OrderBookSnapshot",
"description": "Current or reconstructed Hyperliquid-family L4 orderbook snapshot.",
"type": "object",
"required": [
"ask_count",
"asks",
"bid_count",
"bids",
"checkpoint_timestamp",
"coin",
"diffs_applied",
"last_block_number",
"timestamp",
"total_ask_size",
"total_bid_size"
],
"properties": {
"ask_count": {
"description": "Number of ask orders in the full stored/reconstructed checkpoint before optional depth truncates returned bids/asks.",
"type": "integer",
"example": 15
},
"asks": {
"description": "Ask-side resting orders, best price first.",
"type": "array",
"items": {
"description": "Individual resting order in a Hyperliquid-family L4 snapshot.",
"type": "object",
"required": [
"oid",
"price",
"side",
"size",
"timestamp",
"user_address"
],
"properties": {
"oid": {
"description": "Hyperliquid order identifier.",
"type": "integer",
"format": "int64",
"example": 18499128731
},
"price": {
"description": "Venue-native resting order price.",
"type": "number",
"example": 105384.5
},
"side": {
"description": "Book side: B for bid or A for ask.",
"type": "string",
"enum": [
"B",
"A"
],
"example": "B"
},
"size": {
"description": "Venue-native remaining order size.",
"type": "number",
"example": 0.824
},
"timestamp": {
"description": "Queue-join timestamp in Unix epoch milliseconds; 0 when unknown.",
"type": "integer",
"format": "int64",
"example": 1773273600123
},
"user_address": {
"description": "Address attributed to the resting order.",
"type": "string",
"example": "0x0000000000000000000000000000000000000000"
}
}
}
},
"bid_count": {
"description": "Number of bid orders in the full stored/reconstructed checkpoint before optional depth truncates returned bids/asks.",
"type": "integer",
"example": 12
},
"bids": {
"description": "Bid-side resting orders, best price first.",
"type": "array",
"items": {
"description": "Individual resting order in a Hyperliquid-family L4 snapshot.",
"type": "object",
"required": [
"oid",
"price",
"side",
"size",
"timestamp",
"user_address"
],
"properties": {
"oid": {
"description": "Hyperliquid order identifier.",
"type": "integer",
"format": "int64",
"example": 18499128731
},
"price": {
"description": "Venue-native resting order price.",
"type": "number",
"example": 105384.5
},
"side": {
"description": "Book side: B for bid or A for ask.",
"type": "string",
"enum": [
"B",
"A"
],
"example": "B"
},
"size": {
"description": "Venue-native remaining order size.",
"type": "number",
"example": 0.824
},
"timestamp": {
"description": "Queue-join timestamp in Unix epoch milliseconds; 0 when unknown.",
"type": "integer",
"format": "int64",
"example": 1773273600123
},
"user_address": {
"description": "Address attributed to the resting order.",
"type": "string",
"example": "0x0000000000000000000000000000000000000000"
}
}
}
},
"checkpoint_timestamp": {
"description": "Timestamp of the checkpoint used for this snapshot.",
"type": "string",
"format": "date-time",
"example": "2026-03-12T00:00:00.000Z"
},
"coin": {
"description": "Trading pair or market symbol.",
"type": "string",
"example": "BTC"
},
"diffs_applied": {
"description": "Number of L4 diffs applied after the checkpoint.",
"type": "integer",
"example": 0
},
"is_crossed": {
"description": "True only when a reconstructed historical book has best bid greater than or equal to best ask; omitted for clean snapshots.",
"type": "boolean",
"example": true
},
"last_block_number": {
"description": "Last Hyperliquid block represented by this snapshot.",
"type": "integer",
"format": "int64",
"example": 1023882395
},
"timestamp": {
"description": "Snapshot timestamp in UTC.",
"type": "string",
"format": "date-time",
"example": "2026-03-12T00:00:00.000Z"
},
"total_ask_size": {
"description": "Aggregate venue-native ask size in the full stored/reconstructed checkpoint before optional depth truncates returned bids/asks.",
"type": "number",
"example": 98.76
},
"total_bid_size": {
"description": "Aggregate venue-native bid size in the full stored/reconstructed checkpoint before optional depth truncates returned bids/asks.",
"type": "number",
"example": 102.34
}
}
}
