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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
Message Types
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.
Use Fast Order BookfalseThis option enables the "fast" order book mode.

In this mode, order book updates are provided by the exchange significantly more frequently than in the standard mode.
However, the order book depth is limited to 5 levels.

Use this mode when faster top-of-book updates are preferred over deeper order book snapshots.

See the Hyperliquid WebSocket subscriptions docs for more details (l2Book + fast).

The default value for this option is false.
Output Book Size20Size of the output book.

Symbology

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

Subscribe using the instrument name from the exchange universe metadata (same value the connector validates against after REST discovery). For perpetuals, coin is the name from the perp meta response. For spot, use PURR/USDC for PURR and @{index} (for example @1) for other spot pairs, where index is the spot pair index in spotMeta.universe. Builder-deployed perps use {dex}:{coin} names.

See Hyperliquid Info endpoint and Asset IDs.

Supported symbol notations:

Symbol NotationExamples
COIN (upper case) (PERP)BTC
ETH
DEX:COIN (upper case) (PERP, builder-deployed)xyz:TSLA
flx:NVDA
CRYPTO/PAIR (upper case) (SPOT)PURR/USDC
@index (SPOT)@1
@107

Full symbol list (use each universe[].name value):

# Spot
curl -H "Content-Type: application/json" -X POST -d "{\"type\":\"spotMeta\"}" https://api.hyperliquid.xyz/info

# Perpetuals (all perp DEXes)
curl -H "Content-Type: application/json" -X POST -d "{\"type\":\"allPerpMetas\"}" https://api.hyperliquid.xyz/info

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>