An Open Book: Level 4 Order Book Data from the Hyperliquid Exchange
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https://zenodo.org/doi/10.5281/zenodo.18184441
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资源简介：
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.
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Zenodo创建时间：
2026-03-25
