Published March 25, 2026
| Version 1.0
Dataset
Open
An Open Book: Level 4 Order Book Data from the Hyperliquid Exchange
Authors/Creators
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1.
University of Oxford
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2.
University of California, Los Angeles
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3.
Queen Mary University of London
Description
This dataset accompanies the paper "An Open Book: Level 4 Order Book Data from the Hyperliquid Exchange."
It contains three data streams from the Hyperliquid decentralized perpetual futures exchange:
- Order statuses (Dec 2025): Complete order lifecycle events for BTC, ETH, and SOL perpetual contracts, including rejected orders — data typically unavailable from any exchange. Custom binary format, 54 bytes per record. ~880 million records per day.
- Raw book diffs (Dec 2025): Every change to the visible limit order book for BTC, ETH, and SOL. Gzip-compressed JSON lines.
- Trades (Oct 2025 – Jan 2026): Trade execution data for all 250+ perpetual contracts. Gzip-compressed JSON lines.
Includes lookup tables, a Python reader (read_data.py), and full schema documentation (SCHEMA.md). See README.md for quick start instructions.
Files
README.md
Files
(195.3 GB)
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Additional details
Related works
- Is described by
- Preprint: https://papers.ssrn.com/abstract=6465720 (URL)
- Is supplement to
- Preprint: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6250738 (URL)
- Preprint: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6250378 (URL)