WebSocket Channels | 0xArchive Docs

Channels

Channel inventory by venue, plus live vs replay availability and depth detail.

Hyperliquid

Historical data from April 2023. Symbols: BTC, ETH, SOL, etc.

Channel

orderbook

Description

High-frequency L2 order book snapshots (spacing varies by market activity and query window)

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "orderbook",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "bids": [
      {
        "px": "42150.50",
        "sz": "2.5",
        "n": 5
      }
    ],
    "asks": [
      {
        "px": "42151.00",
        "sz": "1.8",
        "n": 3
      }
    ],
    "mid_price": "42150.75"
  }
}

Channel

trades

Description

Trade/fill updates (pre-March 2025 fills are taker-only)

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "trades",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "side": "B",
      "price": "42150.50",
      "size": "0.25",
      "trade_id": 12345678
    }
  ]
}

Channel

candles

Description

OHLCV candles. Interval param: 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w

Mode

Historical only (March 2025+)

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "candles",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "interval": "1h",
  "data": {
    "open": "42100.00",
    "high": "42200.00",
    "low": "42050.00",
    "close": "42180.00",
    "volume": "125.5"
  }
}

Channel

open_interest

Description

Open interest snapshots

Mode

Real-time & Historical (May 2023+)

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "open_interest",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "open_interest": "12500.5",
    "mark_price": "42150.75"
  }
}

Channel

funding

Description

Funding rate snapshots

Mode

Real-time & Historical (May 2023+)

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "funding",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "funding_rate": "0.0001",
    "premium": "0.00005"
  }
}

Channel

liquidations

Description

Fills with is_liquidation: true (filtered subset of trades). Real-time emits the trades wire format with is_liquidation:true; historical replay emits the ClickHouse liquidations row shape (camelCase fields, liquidatedUser, tradeId).

Mode

Real-time & Historical (December 2025+)

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "liquidations",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "side": "A",
      "price": "42150.50",
      "size": "1.5",
      "trade_id": 12345678,
      "is_liquidation": true,
      "direction": "Close Long",
      "closed_pnl": -118.4
    }
  ]
}

Channel

ticker

Description

Price and 24h volume

Mode

Real-time only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "ticker",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "price": "42150.75",
    "volume_24h": "1250000000"
  }
}

Channel

all_tickers

Description

All market tickers at once (no symbol param needed)

Mode

Real-time only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "all_tickers",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "symbol": "BTC",
      "price": "42150.75",
      "volume_24h": "1250000000"
    }
  ]
}

Channel

l4_diffs

Description

L4 orderbook diffs with user wallet attribution. Batched by block (~100ms).

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "l4_diffs",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "side": "B",
      "price": "42150.50",
      "size_delta": "0.5"
    }
  ]
}

Channel

l4_orders

Description

Order lifecycle events (new, partial fill, filled, cancelled) with wallet attribution. Batched by block.

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "l4_orders",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "status": "filled",
      "side": "B",
      "price": "42150.50",
      "size": "1.2"
    }
  ]
}

HIP-3

Builder-deployed perpetuals on Hyperliquid. Historical trades, candles, orderbook, OI/funding, and liquidations begin in February 2026. Symbols: km:US500, hyna:BTC, etc.

Channel

hip3_orderbook

Description

L2 order book snapshots

Mode

Real-time & Historical

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "hip3_orderbook",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "bids": [
      {
        "px": "42150.50",
        "sz": "2.5",
        "n": 5
      }
    ],
    "asks": [
      {
        "px": "42151.00",
        "sz": "1.8",
        "n": 3
      }
    ],
    "mid_price": "42150.75"
  }
}

Channel

hip3_trades

Description

Trade/fill updates

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "hip3_trades",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "side": "B",
      "price": "42150.50",
      "size": "0.25",
      "trade_id": 12345678
    }
  ]
}

Channel

hip3_candles

Description

OHLCV candles. Interval param: 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w

Mode

Historical only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "hip3_candles",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "interval": "1h",
  "data": {
    "open": "42100.00",
    "high": "42200.00",
    "low": "42050.00",
    "close": "42180.00",
    "volume": "125.5"
  }
}

Channel

hip3_open_interest

Description

Open interest snapshots

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "hip3_open_interest",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "open_interest": "12500.5",
    "mark_price": "42150.75"
  }
}

Channel

hip3_funding

Description

Funding rate snapshots

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "hip3_funding",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "funding_rate": "0.0001",
    "premium": "0.00005"
  }
}

Channel

hip3_liquidations

Description

Fills with is_liquidation: true (filtered subset of hip3_trades). Real-time emits the hip3_trades wire format with is_liquidation:true; historical replay emits the ClickHouse hip3_fills-derived shape (camelCase fields, liquidatedUser, tradeId).

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "hip3_liquidations",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "side": "A",
      "price": "42150.50",
      "size": "1.5",
      "trade_id": 12345678,
      "is_liquidation": true,
      "direction": "Close Long",
      "closed_pnl": -118.4
    }
  ]
}

Channel

hip3_l4_diffs

Description

L4 orderbook diffs with user wallet attribution. Batched by block (~100ms).

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "hip3_l4_diffs",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "side": "B",
      "price": "42150.50",
      "size_delta": "0.5"
    }
  ]
}

Channel

hip3_l4_orders

Description

Order lifecycle events with wallet attribution. Batched by block.

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "hip3_l4_orders",
  "symbol": "km:US500",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "status": "filled",
      "side": "B",
      "price": "42150.50",
      "size": "1.2"
    }
  ]
}

Hyperliquid Spot

Hyperliquid spot pairs. 294 pairs live from May 2026. Symbols use dash form (PURR-USDC, HYPE-USDC, HFUN-USDC); the bare token (e.g. HFUN) is also accepted. No funding, OI, or liquidations (perp-only constructs).

Channel

spot_orderbook

Description

L2 order book snapshots (~1.9/sec) for spot pairs

Mode

Real-time only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "spot_orderbook",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "bids": [
      {
        "px": "42150.50",
        "sz": "2.5",
        "n": 5
      }
    ],
    "asks": [
      {
        "px": "42151.00",
        "sz": "1.8",
        "n": 3
      }
    ],
    "mid_price": "42150.75"
  }
}

Channel

spot_trades

Description

Spot trade/fill updates

Mode

Real-time only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "spot_trades",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "side": "B",
      "price": "42150.50",
      "size": "0.25",
      "trade_id": 12345678
    }
  ]
}

Channel

spot_l4_diffs

Description

L4 orderbook diffs with wallet attribution. Batched ~250ms (per-block, sourced from the Singapore prod node).

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "spot_l4_diffs",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "side": "B",
      "price": "42150.50",
      "size_delta": "0.5"
    }
  ]
}

Channel

spot_l4_orders

Description

Order lifecycle events (open, filled, canceled, selfTradeCanceled, badAloPxRejected, insufficientSpotBalanceRejected, iocCancelRejected, minTradeNtlRejected) with wallet attribution.

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "spot_l4_orders",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "status": "filled",
      "side": "B",
      "price": "42150.50",
      "size": "1.2"
    }
  ]
}

Channel

spot_twap

Description

TWAP order lifecycle for spot (activated, finished, error, terminated). Joinable by twap_id.

Mode

Real-time only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "spot_twap",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "status": "ok"
  }
}

HIP-4

Binary outcome markets on Hyperliquid L1. Per-side coins are #-prefixed (e.g. #0 for Yes, #1 for No). No funding, no liquidations, no candles by design (build candles client-side from hip4_trades). Live data from May 2026.

Channel

hip4_orderbook

Description

L2 order book snapshots per outcome side

Mode

Real-time & Historical

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "hip4_orderbook",
  "symbol": "#0",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "bids": [
      {
        "px": "42150.50",
        "sz": "2.5",
        "n": 5
      }
    ],
    "asks": [
      {
        "px": "42151.00",
        "sz": "1.8",
        "n": 3
      }
    ],
    "mid_price": "42150.75"
  }
}

Channel

hip4_trades

Description

Per-side fill/trade updates

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "hip4_trades",
  "symbol": "#0",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "side": "B",
      "price": "42150.50",
      "size": "0.25",
      "trade_id": 12345678
    }
  ]
}

Channel

hip4_open_interest

Description

Per-side OI snapshots (upstream channel name: activeSpotAssetCtx; server translates)

Mode

Real-time & Historical

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "hip4_open_interest",
  "symbol": "#0",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "open_interest": "12500.5",
    "mark_price": "42150.75"
  }
}

Channel

hip4_l4_diffs

Description

L4 orderbook diffs with user wallet attribution. Initial l4_snapshot then l4_batch event stream. Symbol required.

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "hip4_l4_diffs",
  "symbol": "#0",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "side": "B",
      "price": "42150.50",
      "size_delta": "0.5"
    }
  ]
}

Channel

hip4_l4_orders

Description

Order lifecycle events with wallet attribution. Symbol required.

Mode

Real-time only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "hip4_l4_orders",
  "symbol": "#0",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "order_id": "0xabc",
      "user_address": "0x1234...abcd",
      "status": "filled",
      "side": "B",
      "price": "42150.50",
      "size": "1.2"
    }
  ]
}

Lighter.xyz

Data from August 2025 for fills, candles, open interest, and funding; January 2026 for L2 orderbook; March 2026 for L3 orderbook. Symbols: BTC, ETH, SOL, etc.

Channel

lighter_orderbook

Description

Full-depth order book. Finer L2 granularity is tier-gated, and tick reconstruction is Enterprise-only.

Mode

Historical only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "lighter_orderbook",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "bids": [
      {
        "px": "42150.50",
        "sz": "2.5",
        "n": 5
      }
    ],
    "asks": [
      {
        "px": "42151.00",
        "sz": "1.8",
        "n": 3
      }
    ],
    "mid_price": "42150.75"
  }
}

Channel

lighter_trades

Description

Trade/fill updates

Mode

Historical only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "lighter_trades",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": [
    {
      "side": "B",
      "price": "42150.50",
      "size": "0.25",
      "trade_id": 12345678
    }
  ]
}

Channel

lighter_candles

Description

OHLCV candles. Interval param: 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w

Mode

Historical only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "lighter_candles",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "interval": "1h",
  "data": {
    "open": "42100.00",
    "high": "42200.00",
    "low": "42050.00",
    "close": "42180.00",
    "volume": "125.5"
  }
}

Channel

lighter_open_interest

Description

Open interest snapshots

Mode

Historical only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "lighter_open_interest",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "open_interest": "12500.5",
    "mark_price": "42150.75"
  }
}

Channel

lighter_funding

Description

Funding rate snapshots

Mode

Historical only

Tier

Build+

Message sample

{
  "type": "market_data",
  "channel": "lighter_funding",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "funding_rate": "0.0001",
    "premium": "0.00005"
  }
}

Channel

lighter_l3_orderbook

Description

L3 order-level orderbook snapshots with individual order IDs and sizes

Mode

Historical only

Tier

Pro+

Message sample

{
  "type": "market_data",
  "channel": "lighter_l3_orderbook",
  "symbol": "BTC",
  "timestamp": "2026-01-01T12:00:00Z",
  "data": {
    "bids": [
      {
        "px": "42150.50",
        "sz": "2.5",
        "n": 5
      }
    ],
    "asks": [
      {
        "px": "42151.00",
        "sz": "1.8",
        "n": 3
      }
    ],
    "mid_price": "42150.75"
  }
}

Real-time subscriptions

Subscribe to proxied venue streams.

JavaScript

// Subscribe to real-time order book updates
ws.send(JSON.stringify({
  op: "subscribe",
  channel: "orderbook",
  symbol: "BTC"
}));

// Subscribe to real-time trades
ws.send(JSON.stringify({
  op: "subscribe",
  channel: "trades",
  symbol: "ETH"
}));

// Subscribe to L4 orderbook diffs (Pro+, real-time only)
// Messages are batched by block and include user wallet addresses
ws.send(JSON.stringify({
  op: "subscribe",
  channel: "l4_diffs",
  symbol: "BTC"
}));

// Subscribe to L4 order lifecycle events (Pro+, real-time only)
// Streams order state changes (new, partial fill, filled, cancelled)
ws.send(JSON.stringify({
  op: "subscribe",
  channel: "l4_orders",
  symbol: "ETH"
}));

// Subscribe to HIP-3 L4 channels
ws.send(JSON.stringify({
  op: "subscribe",
  channel: "hip3_l4_diffs",
  symbol: "km:US500"
}));

ws.send(JSON.stringify({
  op: "subscribe",
  channel: "hip3_l4_orders",
  symbol: "km:US500"
}));

// Subscribe to HIP-4 outcome-market channels
// HIP-4 coins are #-prefixed: #0 = Yes side, #1 = No side
ws.send(JSON.stringify({
  op: "subscribe",
  channel: "hip4_orderbook",
  symbol: "#0"
}));

ws.send(JSON.stringify({
  op: "subscribe",
  channel: "hip4_l4_diffs",
  symbol: "#0"
}));

// Unsubscribe
ws.send(JSON.stringify({
  op: "unsubscribe",
  channel: "orderbook",
  symbol: "BTC"
}));

L4 orderbook streaming

L4 starts with a snapshot and follows with diff batches.

Python

import websockets, json, asyncio

async def stream_l4():
    uri = "wss://api.0xarchive.io/ws?apiKey=YOUR_KEY"
    async with websockets.connect(uri, max_size=20_000_000) as ws:
        # Subscribe to L4 diffs (works for l4_diffs, hip3_l4_diffs, or hip4_l4_diffs)
        await ws.send(json.dumps({
            "op": "subscribe",
            "channel": "l4_diffs",
            "symbol": "BTC"
        }))

        book = {"bids": {}, "asks": {}}
        snapshot_ts = None

        async for msg in ws:
            data = json.loads(msg)

            if data["type"] == "l4_snapshot":
                # Full book delivered first (every order including triggers)
                snapshot_ts = data["timestamp"]
                for order in data["data"]["bids"]:
                    book["bids"][order["oid"]] = order
                for order in data["data"]["asks"]:
                    book["asks"][order["oid"]] = order
                print(f"Snapshot: {len(book['bids'])} bids, {len(book['asks'])} asks")

            elif data["type"] == "l4_batch" and snapshot_ts is not None:
                # Apply diffs to maintain the book
                for diff in data["data"]:
                    if diff["ts"] <= snapshot_ts:
                        continue
                    side = "bids" if diff["side"] == "B" else "asks"
                    oid = diff["oid"]
                    if diff["dt"] == "new":
                        book[side][oid] = {
                            "oid": oid, "side": diff["side"],
                            "price": diff["px"], "size": diff["sz"],
                            "user_address": diff["user"]
                        }
                    elif diff["dt"] == "update":
                        if oid in book[side]:
                            book[side][oid]["size"] = diff["sz"]
                    elif diff["dt"] == "remove":
                        book[side].pop(oid, None)

asyncio.run(stream_l4())