Hyperliquid L4 Order Book

Three streams collected from the Hyperliquid decentralised perpetual futures exchange by Jakob Albers (Oxford), with co-authors at UCLA, Oxford and Queen Mary University of London: order statuses covering the full order lifecycle for BTC, ETH and SOL over December 2025; raw book diffs — every visible change to the limit order book — for the same assets and month; and trades across 250+ perpetual contracts from October 2025 to January 2026. Order status data runs to roughly 880 million records per day across 744 hourly files for December 2025, and the README describes the inclusion of rejected orders as “data typically unavailable from any exchange”.

Working with it takes planning. The deposit is 195.3 GB across 15 files with single archives up to 49.6 GB, so pulling individual hours beats pulling whole tarballs. Order statuses are a custom fixed 54-byte packed little-endian C struct concatenated without delimiters, and the bundled mapdir lookup tables are required to decode statuses, order types, time-in-force and user addresses — the reader and the lookup tables are not optional. The included read_data.py needs only NumPy and pandas on Python ≥ 3.9 and exposes read_orders, read_book_diffs and read_trades returning DataFrames, with SCHEMA.md documenting the fields.

Scope and gaps are worth stating plainly. This is a single venue over a short window, and the trade stream has documented gaps — 2 missing hours in October 2025, 10 in November and 1 in January — while the December order and book-diff data is complete. It is a static archival deposit at version 1.0 rather than a live feed, published under CC BY 4.0, so attribution is required and commercial use is permitted.