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Hourly Exports

Parquet format, path: {s3_path}/date={YYYY-MM-DD}/hour={HH}/{HH}_{name}.parquet

Types: Decimal values in raw exports are stored as strings to preserve precision.

Changelog

Date
Change

2026-01-12

Oracle prices: added mark_px_2 column for second mark price input from setOracle. Currently not relevant for HyENA as only 1 mark price is pushed per update, but added for completeness in case they ever push 2.

2026-01-07

Foundational exports: skip markets with empty orderbooks (previously resulted in null values for best bid/ask prices and sizes)

2026-01-07

Foundational exports: fixed bug where triggered orders resting in the book were omitted

Funding Per User

File: {HH}_funding_per_user.parquet

Aggregated funding activity per user for the hour.

Field
Type
Description

user

string

Wallet address

total_abs_funding

f64

Sum of absolute funding (total activity)

net_funding

f64

Net funding (+received, -paid)

avg_funding_rate

f64?

Effective funding rate (net funding / total position size)

event_count

u32

Number of funding events

Liquidations Per User

File: {HH}_liquidations_per_user.parquet

Aggregated liquidations per user for the hour.

Field
Type
Description

user

string

Liquidated user address

total_notional

f64

Total notional liquidated (px × sz)

long_notional_liquidated

f64

Long positions liquidated

short_notional_liquidated

f64

Short positions liquidated

liquidation_count

u32

Number of liquidation fills

Raw Fills

Individual fill events. Separate exports per fill type:

Type
File

Perp

{HH}_fills.parquet

Spot

{HH}_spot_fills.parquet

Builder

{HH}_builder_fills.parquet

Liquidation

{HH}_liquidation_fills.parquet

TWAP

{HH}_twap_fills.parquet

HLPe Counterparty Taker

{HH}_hlpe_counterparty_taker_fills.parquet

Field
Type
Description

coin

string

Trading pair

px

string

Fill price

sz

string

Fill size

side

string

B / S

time

i64

Timestamp (ms)

start_position

string

Position before fill

dir

string

Open / Close

closed_pnl

string

Realized PnL

hash

string

Tx hash

oid

u64

Order ID

crossed

bool

Taker (true) / Maker (false)

fee

string

Fee amount

tid

u64

Trade ID

cloid

string?

Client order ID

fee_token

string

Fee token

user

string

User address

builder

string?

Builder address

builder_fee

string?

Builder fee

deployer_fee

string?

Deployer fee (HIP-3 only). Column present from 2026-03-21 onwards; earlier files may not include it.

priority_gas

string?

Priority gas fee in HYPE. Column present from 2026-04-13 onwards; earlier files may not include it.

twap_id

u64?

TWAP ID

tx_index

u32

Tx index in block

liquidation_user

string?

Liquidated user

liquidation_mark_px

string?

Mark px at liquidation

liquidation_method

string?

Liquidation method

Spot fills only (additional fields):

Field
Type
Description

base_symbol

string

Base token symbol (e.g., USDE, HYPE)

quote_symbol

string

Quote token symbol (e.g., USDC, USDE)

HLPe Counterparty Taker fills only (additional fields):

Field
Type
Description

fee_rate

string

Fee rate %

affiliate_id

string

Affiliate identifier (filled with user of the fill for now. If empty not an affiliate fill)

affiliate_fee_amount

string

Affiliate fee amount

net_fee_after_affiliates

string

Net fee after affiliate share

Raw Oracle Prices

File: {HH}_oracle_prices.parquet

Oracle and mark price snapshots.

Field
Type
Description

time

i64

Timestamp (ms)

dex

string

DEX identifier

coin

string

Trading pair

oracle_px

string?

Oracle price

mark_px

string?

Mark price (first input)

mark_px_2

string?

Mark price (second input) — added 2026-01-12

ext_perp_px

string?

External perp price

Raw Ledger (USDE Transfers)

File: {HH}_usde_ledger_events.parquet

USDE transfer events.

Field
Type
Description

time

i64

Timestamp

hash

string

Tx hash

event_type

string

SpotTransfer/Send/RewardsClaim/etc

from_address

string

Sender address

from_dex

string

Sender DEX

to_address

string

Recipient address

to_dex

string

Recipient DEX

amount

string

Transfer amount

fee

string

Fee amount

Raw TWAP Statuses

File: {HH}_twap_statuses.parquet

TWAP order status updates.

Field
Type
Description

time

i64

Timestamp (ms)

block_number

u64

Block number

tx_index

u32

Tx index

twap_id

u64

TWAP ID

user

string

User address

coin

string

Trading pair

side

string

Buy / Sell

sz

string

Total size

executed_sz

string

Executed size

executed_ntl

string

Executed notional

minutes

u32

Duration (minutes)

reduce_only

bool

Reduce-only flag

randomize

bool

Randomization flag

twap_timestamp

u64

Creation timestamp

status

string

TWAP status

is_error

bool

Error flag

Raw Funding Events

File: {HH}_funding_events.parquet

Individual funding events.

Field
Type
Description

time

i64

Timestamp (ms)

user

string

User address

coin

string

Trading pair

funding_amount

string

Funding amount (+/-)

position_size

string

Position size

funding_rate

string

Funding rate

Raw Orders

Order events. Separate exports:

Type
File

All

{HH}_orders.parquet

Builder

{HH}_builder_orders.parquet

Field
Type
Description

order_time

u64

Submission time (ms)

user

string

User address

hash

string?

Tx hash

builder

string?

Builder address

builder_fee

u64?

Builder fee

status

string

filled/canceled/resting/etc

tx_index

u32

Tx index

coin

string

Trading pair

side

string

B / S

limit_px

string

Limit price

sz

string

Order size

oid

u64

Order ID

timestamp

u64

Order timestamp

trigger_condition

string

Trigger condition

is_trigger

bool

Is triggered order

trigger_px

string

Trigger price

is_position_tpsl

bool

Position TP/SL

reduce_only

bool

Reduce-only flag

order_type

string

Order type

orig_sz

string

Original size

tif

string?

Time in force

cloid

string?

Client order ID

children

string?

Child orders (JSON)

Raw Book Diffs

File: {HH}_book_diffs.parquet

Orderbook changes (new orders, updates, removals).

Field
Type
Description

time

i64

Timestamp (ms)

block_number

u64

Block number

tx_index

u32

Tx index

user

string

User address

oid

u64

Order ID

coin

string

Trading pair

side

string

bid / ask

px

string

Price level

diff_type

string

new / update / remove

sz

string?

Current size

orig_sz

string?

Original size

new_sz

string?

New size after update

Foundational Per Contract

File: {HH}_foundational_per_contract.parquet

Per-second market snapshots aggregated at the contract level.

Notes:

  • volume null means the service restarted, volume 0 means no volume in snapshot period

  • When open_interest is 0, mark_price and oracle_price may not be reliable as the market is likely delisted

  • open_interest, oracle_price, best_bid_price, best_ask_price, best_bid_size, and best_ask_size are aligned on block level

  • mark_price is aligned on block level for native perp dex. Exception: HIP3 dexes — exact block alignment is infeasible due to calculation method. We monitor the setOracle event that triggers mark price updates and instantly fetch from the internal node API. Should be exactly aligned except in rare cases where the node is catching up after being out of sync in that case it might be in front by a couple of updates. Should not happen much especially on our production node but we will monitor this.

Field
Type
Description

timestamp

datetime[ms, UTC]

Snapshot timestamp

dex

string

DEX identifier

market

string

Market symbol (BTC, ETH, etc.)

best_bid_price

decimal

Best bid price

best_ask_price

decimal

Best ask price

best_bid_size

decimal

Size at best bid

best_ask_size

decimal

Size at best ask

oracle_price

decimal

Oracle price

mark_price

decimal

Mark price

open_interest

decimal

Total open interest

volume

decimal

Volume in snapshot period

Foundational Per Address

File: {HH}_foundational_per_address.parquet

Per-second market snapshots broken down by address, showing each user's orderbook contribution.

Notes:

  • Users providing less than $1k total liquidity (bids + asks) are filtered out

  • Depth is measured from mark price, which can be eg below best bid in certain market conditions

Field
Type
Description

timestamp

datetime[ms, UTC]

Snapshot timestamp

dex

string

DEX identifier

market

string

Market symbol (BTC, ETH, etc.)

address

string

User wallet address

best_bid_price

decimal

User's best bid price

best_ask_price

decimal

User's best ask price

best_bid_size

decimal

User's size at best bid

best_ask_size

decimal

User's size at best ask

bid_depth_2bps

decimal

User's bid depth within 2 bps from mark price

bid_depth_5bps

decimal

User's bid depth within 5 bps from mark price

bid_depth_10bps

decimal

User's bid depth within 10 bps from mark price

bid_depth_25bps

decimal

User's bid depth within 25 bps from mark price

bid_depth_25_500bps

decimal

User's bid depth 25-500 bps from mark price

ask_depth_2bps

decimal

User's ask depth within 2 bps from mark price

ask_depth_5bps

decimal

User's ask depth within 5 bps from mark price

ask_depth_10bps

decimal

User's ask depth within 10 bps from mark price

ask_depth_25bps

decimal

User's ask depth within 25 bps from mark price

ask_depth_25_500bps

decimal

User's ask depth 25-500 bps from mark price

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