Hyperliquid Generated Order-Book Snapshots

orderbook_snapshots is generated data containing individual open orders across available markets at a point in time. It is separate from node-written feeds. Snapshot RPCs are intentionally absent from ListFeeds and use their own documented positioning rules.

Access

Snapshot behavior

StreamOrderbookSnapshots accepts an inclusive Unix-millisecond timestamp cursor. With no position, it sends the latest available snapshot immediately and then newer snapshots. A positioned stream begins with the snapshot covering the requested timestamp. GetOrderbookSnapshot also returns the snapshot covering the requested timestamp; an empty request returns the latest available snapshot.

Snapshot availability and maximum response size vary by endpoint. A timestamp outside retained history returns NOT_FOUND, while an oversized response returns RESOURCE_EXHAUSTED. In V3, block_number and timestamp are transport cursors outside decoded Record.data. The bytes in Record.data decode directly to the snapshot's top-level array.

Sample data

This synthetic decoded V3 Record.data payload visibly redacts the market and client-order identifiers. The numeric order ID is synthetic:

[
  [
    "<redacted-market>",
    [
      [
        {
          "coin": "<redacted-market>",
          "side": "B",
          "limitPx": "114250.0",
          "sz": "0.40",
          "oid": 123456789,
          "timestamp": 1785736809123,
          "triggerCondition": "N/A",
          "isTrigger": false,
          "triggerPx": "0.0",
          "children": [],
          "isPositionTpsl": false,
          "reduceOnly": false,
          "orderType": "Limit",
          "origSz": "0.40",
          "tif": "Gtc",
          "cloid": "<redacted-client-order-id>"
        }
      ],
      []
    ]
  ]
]

Each top-level entry is [coin, [bids, asks]]. Individual order metadata can vary by order type.

Related pages

• Order book WebSocket guide — Implement snapshot handling, updates, and reconnection.
• L4 books — Maintain the order-level live state represented by a snapshot.