StreamL2Book - Stream L2 Book Snapshots
Subscribe to typed full L2 order-book snapshots for one Hyperliquid market over the V3 gRPC API.
StreamL2Book sends an aggregated full L2 book for one coin. It opens with the current book and then sends at most one full snapshot per coalesce window.
Request and opening behavior
coin is required and case-sensitive. Omitted n_levels returns 20 levels per side, 1 through 100 selects a bounded depth, and explicit 0 requests full depth when the endpoint supports it. An unsupported full-depth request returns FAILED_PRECONDITION. n_sig_figs accepts 2 through 5; mantissa is valid only with n_sig_figs: 5 and must be 2 or 5. strict: true suppresses frames when the aggregated levels are unchanged.
The opening snapshot is registered atomically with the subscription. bids are ordered best to worst, as are asks, and every frame supersedes the previous one.
Delivery and recovery
block_number can skip because the stream coalesces completed windows. Subscriber lag drops obsolete snapshots in-band; the next frame restores current state. ABORTED means the stream state reset, while DEADLINE_EXCEEDED means the consumer was too slow. See the shared market-stream contract for coin namespaces, common errors, and the live-only subscription model.
Related references: StreamL2BookDiff, StreamBbo, and the Order Book WebSocket L2 book.
GetTwapStatuses - Get TWAP Status Data
Retrieve TWAP order lifecycle events at a specific position from Hyperliquid L1 Gateway via gRPC. Get TWAP status data for reconciliation and auditing.
StreamBbo - Stream Best Bid and Offer
Subscribe to typed best-bid-and-offer updates for up to 20 Hyperliquid markets over the V3 gRPC API.