Data

Historical Data

Full-fidelity Hyperliquid market data archives. Block replay, liquidation history, and event-driven queries for backtesting, research, and strategy development.

Available

Data Surfaces

Liquidation History

Complete record of detected liquidation events with severity, side, size, cascade risk, and 5-minute volume context. Per-coin thresholds applied.

Block Replay

Replay any historical block range at wire speed. Reconstruct L2 book state, trade sequences, and network tempo for any past period.

Event-Driven Queries

Filter events by type, time range, asset, severity, or signal channel. Aggregate without downloading entire datasets.

Research-Ready Archives

Pre-processed, normalized datasets in Parquet and CSV formats. Ready for pandas, polars, or any data analysis workflow.

Applications

Use Cases

Backtesting

Replay historical market conditions through your strategy. Test against real liquidation cascades, order flow regimes, and stress events.

Market Microstructure Research

Study L2 book dynamics, trade arrival patterns, and block timing distributions. Academic and quantitative research use cases.

Replaying Market Stress

Reconstruct historical stress episodes. Understand how your strategy would have performed during specific market dislocations.

Examples

Query Patterns

Address History

# Get all events for an address
GET /v1/history/address/0x1234...
  ?from=2026-03-01
  &to=2026-03-10
  &types=trade,liquidation

Liquidation Window

# Large liquidations in a time window
GET /v1/history/liquidations
  ?coin=BTC
  &min_size_usd=100000
  &from=2026-03-05T12:00:00Z
  &to=2026-03-05T13:00:00Z

Block Range Replay

# Replay blocks with full book state
GET /v1/history/blocks
  ?from_height=15000000
  &to_height=15001000
  &include=book,trades,signals

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