Connect
Decide what to set before you connect, then open the socket, authenticate, keep it alive, and reconnect cleanly.
Keep alive
Ping/pong, idle timeout, backoff, and resubscription discipline.
Channels
Subscribe to order books, trades, L4 diffs, HIP-3, HIP-4, and Lighter channels.
Real-time streams
Choose WebSocket when live updates and sequence matter.
L4 order book
Maintain stateful L4 books with snapshots, diffs, gaps, and replay.
Replay
Play historical sequences at a controlled speed and handle gap messages.
Backtesting
Use replay windows for deterministic research and strategy checks.
Message schema
Use documented command and event shapes for clients and agents.
Limits
Size subscriptions, replay jobs, and reconnection behavior for your plan.
Tier limits
Match subscription count, replay speed, and concurrency to plan limits.
Server-Side Smoke Test
When To Use WebSocket
Use WebSocket when sequence matters. Live subscriptions are useful for monitors, dashboards, and local books that need updates after an initial state. Replay is useful for backtests, incident review, reconstruction, and workflows where event order carries meaning. If the job only needs one current order-book snapshot or one bounded trade list, REST is usually simpler and easier to retry. For a Hyperliquid-focused overview of live channels, replay speeds, and depth choices, start with the Hyperliquid WebSocket Streaming API. Every WebSocket client should implement four paths: open and authenticate, subscribe or start replay, handle messages, and recover from close or gap signals. A client that only handles happy-path messages will eventually corrupt a local stateful workflow. Keep reconnection and resubscription explicit, and route gap handling to the same data-quality policy used by REST jobs.Stream Execution Checklist
Before writing WebSocket code or handing the task to an agent, capture the stream checklist.| Field | Example |
|---|---|
| Mode | Live subscription or historical replay |
| Venue family | Hyperliquid core, Spot, HIP-3, HIP-4, or Lighter |
| Channel and symbol | orderbook + BTC, HIP-3 L4 diffs + km:US500, or Lighter order book + BTC |
| State model | Snapshot only, local book, alert stream, replay output, or dashboard state |
| Gap policy | Mark unsafe, rebuild from snapshot, rerun replay, or stop the job |
| Limit | One channel-symbol pair, bounded replay window, retry budget, and output destination |
| Metadata | Connection id, active subscription checklist, timestamps, gap events, and request or correlation IDs |
Contract Boundaries
WebSocket is a command-and-event surface. Client commands useop values such as subscribe, unsubscribe, replay, replay.pause, replay.resume, replay.seek, replay.stop, and ping. Server replay events use event names such as replay_started, replay_snapshot, historical_data, replay_completed, and gap_detected.
Use WebSocket message schema before building typed handlers. Do not infer event names from the replay-control command names; replay.pause is a client command, while replay_paused is a server event.
Message Discipline
Do not mix venue families inside one channel assumption. A HIP-3 channel should use HIP-3 symbols such askm:US500. Lighter channels should stay in the Lighter namespace. If the stream feeds a model, alert, or strategy harness, store enough message metadata to reconstruct what channel, symbol, time window, and request produced the state.