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Hyperliquid Market Data Connector

Hyperliquid Data Connector based on WebSocket/REST.

Features

hyperliquidConnector Key
Instrument Types
FXFUTURE
Asset Class
Crypto
Technology
WebSocketREST
Feed Mode
Real-Time
Order Book Update Mode
Snapshot
Order Book Type
Aggregated
Level 1
Level 2
Level 3
Trades
Funding Rates

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
WebSocket URLwss://api.hyperliquid.xyz/wsWebSocket root URL.
REST URLhttps://api.hyperliquid.xyz/REST root URL.
Read Timeout15000Read timeout in milliseconds.
Reconnect Timeout15000Reconnect timeout in milliseconds.
Exchange NameHYPERLIQDExchange name for this session.
Output Book Size20Size of the output book.

Symbology

Supported instrument types: the current version supports SPOT and PERP.

Supported symbol notations:

Symbol NotationExamples
COIN (upper case) (PERP)BTC
ETH
CRYPTO/PAIR (upper case) (SPOT)PURR/USDC
@index (SPOT)@1
@2

Full symbol list: TBD

Logging

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.hyperliquid" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>