currentDepth

Get real-time cumulative orderbook depth at multiple BPS levels for all markets.

New endpoint - this endpoint is not a part of original Hyperliquid API and is added by us for builder convenience.

⚠️ This is an add-on endpoint - access has to be purchased separately.

Overview

The currentDepth endpoint returns a real-time snapshot of cumulative orderbook depth at wide BPS levels (10, 25, 50, 100, 200, 500) for all markets. Depth is computed from the full L4 orderbook with no minimum liquidity filter.

Key details:

  • Refreshed every second (same cadence as foundational data snapshots)

  • Returns all markets in a single batch response

  • Depth values are cumulative (e.g., 50 bps includes all liquidity within 50 bps)

  • Grouped by DEX, filterable with optional dex parameter

  • Values are in USD

  • Includes timestampMs for data freshness verification

Request

Endpoint: POST /info

Field
Type
Description

type

string

Must be "currentDepth"

dex

string

Filter by DEX (e.g., "hyperliquid", "hyna") (optional)

Response

Response Fields

Field
Description

timestampMs

Epoch milliseconds when the depth snapshot was computed

data

Array of per-market depth entries

data[].coin

Base coin symbol (e.g., "BTC", "ETH")

data[].dex

DEX name (e.g., "hyperliquid", "hyna")

data[].levels

Array of depth levels, one per BPS threshold

data[].levels[].bps

BPS threshold (10, 25, 50, 100, 200, 500)

data[].levels[].bidDepthUsd

Cumulative bid depth within this BPS level, in USD

data[].levels[].askDepthUsd

Cumulative ask depth within this BPS level, in USD

Comparison with marketLiquidity

Feature
currentDepth
marketLiquidity

BPS levels

10, 25, 50, 100, 200, 500

2, 5, 10, 25, 25-500

Granularity

Real-time snapshot

Time series (24h retention)

Values

USD

Market asset units

Scope

All markets in one call

Single market per call

History

Current only

Up to 24h with time filtering

Rate limits

  • 5 points per request

Common errors

  • 403: Permission denied - check API key

  • 429: Rate limit exceeded

  • 500: Internal error - depth data may not yet be published

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