Skip to main content
L4 workflows reconstruct order-level book state from snapshots, ordered diffs, and gap signals. They require a known venue family, symbol, baseline source, ordered updates, gap policy, and recovery path. A client that cannot satisfy those requirements will produce an unreliable local book. This L4 workflow applies to Hyperliquid core, Spot, HIP-3, and HIP-4. Lighter exposes L3 individual-order depth instead.
SnapshotStart from a checkpointPull an L4 snapshot or replay baseline for one venue and symbol.
DiffsApply updates in orderProcess ordered diffs without dropping or reordering messages. Honor the optional insertBefore key on new-order diffs: it names the resting oid the order queue-jumps ahead of (ALO priority); absent means append at the tail.
Live bookHold current stateOn a gap event, mark the book unsafe and rebuild from a fresh checkpoint.

L4 Workflow

Implementation Pattern

1

Confirm route availability

L4 is available on Hyperliquid core, Spot, HIP-3, and HIP-4 routes on every tier; verify the selected symbol’s coverage date before requesting history.
2

Start with one symbol

Confirm the local book can process a small stream before widening to more markets.
3

Separate UI from book state

Drop or throttle noncritical UI updates before dropping book events.
4

Stop on unsafe gaps

If the book misses ordered events, mark it unsafe and rebuild from a known baseline.

L4 State Checklist

Capture this checklist before claiming a client maintains an L4 book.

REST And WebSocket Together

Use REST when you need point snapshots or bounded historical L4 records. Use WebSocket for live updates or replay when event order matters. A production L4 client often uses both: REST or replay for baseline and recovery, WebSocket for live state, and data-quality routes for trust decisions. Do not collapse L4 into a generic “orderbook” label in storage. Store whether the data is L2, L3, L4, current, historical, replayed, or reconstructed. That distinction matters for backtests, visualizations, alerting, and customer-facing products.

Next Step

Open WebSocket channels, WebSocket replay, SDK reconstruction, and the relevant REST family before implementing a local book.
Last modified on August 13, 2026