# Hyperliquid L2 Books - Snapshots and Diffs

An L2 book groups resting liquidity by price. Each level contains price (`px`), total size (`sz`), and the number of resting orders (`n`), without exposing individual order identity.

## Access

| Availability | Access                                                                                                         | Details                                                                                                           |
| ------------ | -------------------------------------------------------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------- |
| Live         | [StreamL2Book](https://www.dwellir.com/docs/hyperliquid/stream_l2_book) and [StreamL2BookDiff](https://www.dwellir.com/docs/hyperliquid/stream_l2_book_diff) | Provides typed replacement snapshots for one coin, plus opening snapshots and ordered changes for up to 20 coins. |
| Live         | [Order Book WebSocket L2](https://www.dwellir.com/docs/hyperliquid/l2-book)                                                           | Provides the live JSON `l2Book` channel.                                                                          |
| Archival     | [S3 Bucket](https://www.dwellir.com/docs/hyperliquid/historical-data)                                                                 | Raw book records can support custom historical reconstruction when paired with a known state seed.                |

## Requests and depth

[StreamL2Book](https://www.dwellir.com/docs/hyperliquid/stream_l2_book) sends full snapshots for one coin. Omitted `n_levels` means 20 levels per side, values 1 through 100 select bounded depth, and explicit 0 requests full depth only when the endpoint supports it. An unsupported full-depth request returns `FAILED_PRECONDITION`.

For both full snapshots and [StreamL2BookDiff](https://www.dwellir.com/docs/hyperliquid/stream_l2_book_diff), `n_sig_figs` accepts 2, 3, 4, or 5. `mantissa` is valid only with `n_sig_figs` set to 5, and its value must be 2 or 5. `strict` is available only on `StreamL2Book` and suppresses unchanged snapshots.

## Reconstruction behavior

`StreamL2Book` opens with the current full book, then sends replacement snapshots. `StreamL2BookDiff` accepts 1-20 coins and opens with one `snapshot: true` full-book entry per coin. Use that snapshot as the state seed before you apply later diffs. Track `seq` and `prev_seq` independently per coin, remove a level when `sz` is `"0.0"`, and reconnect for new snapshot seeds after a gap or `ABORTED`.

Both streams are live views with no historical replay. A quiet coin can omit frames, and full-snapshot `block_number` values can skip when unchanged windows are coalesced.

## Sample data

This synthetic V3 opening payload visibly redacts the market identifier:

```protobuf
time: 1785736814057
block_number: 1058646974
diffs: {
  coin: "<redacted-market>"
  seq: 1
  prev_seq: 0
  bids: { px: "114250.0" sz: "1.35" n: 4 }
  asks: { px: "114251.0" sz: "0.82" n: 3 }
  snapshot: true
}
```

Later diff entries contain only changed levels. The complete bid and ask arrays appear again after a reconnect.

## Related pages

- [Order book WebSocket guide](https://www.dwellir.com/guides/order-book-server) — Build a production L2 client with reconnection handling.
- [Best bid and offer](https://www.dwellir.com/docs/hyperliquid/data-catalog/derived/bbo) — Use a lower-bandwidth top-of-book view.
- [L4 books](https://www.dwellir.com/docs/hyperliquid/data-catalog/derived/l4-book) — Inspect individual resting orders instead of aggregated levels.