# Hyperliquid

Crypto perpetual and spot market data from the Hyperliquid L1. USDC-margined.

**Data available from:** 2025-07-28 (complete data from this date onward)\
**Collateral token:** USDC\
**Markets:** 350+ perp markets, 280+ spot pairs

## Datasets

**Bucket:** `s3://hydromancer-reservoir` (requester pays)

| Dataset                        | Path                                                           | Description                        |
| ------------------------------ | -------------------------------------------------------------- | ---------------------------------- |
| **All perp fills**             | `by_dex/hyperliquid/fills/perp/all/date=YYYY-MM-DD/`           | Every perp trade execution         |
| **Liquidations**               | `by_dex/hyperliquid/fills/perp/liquidations/date=YYYY-MM-DD/`  | Liquidation fills only             |
| **ADL**                        | `by_dex/hyperliquid/fills/perp/adl/date=YYYY-MM-DD/`           | Auto-deleveraging events           |
| **Builder fills**              | `by_dex/hyperliquid/fills/perp/builder_fills/date=YYYY-MM-DD/` | Builder-routed trades              |
| **TWAP fills**                 | `by_dex/hyperliquid/fills/perp/twap_fills/date=YYYY-MM-DD/`    | TWAP order executions              |
| **Spot fills**                 | `global/fills/spot/all/date=YYYY-MM-DD/`                       | All spot trades (Hyperliquid only) |
| **Candles**                    | `by_dex/hyperliquid/candles/1s/date=YYYY-MM-DD/`               | 1-second OHLCV candlesticks        |
| **Perp positioning snapshots** | `by_dex/hyperliquid/snapshots/perp/date=YYYY-MM-DD/`           | Daily position snapshots           |
| **Spot holdings snapshots**    | `global/snapshots/spot/date=YYYY-MM-DD/`                       | Daily spot balance snapshots       |
| **Account values**             | `global/snapshots/account_values/date=YYYY-MM-DD/`             | Daily account value snapshots      |

Sub-dataset files (liquidations, adl, etc.) are only created for dates that have data. If a file is missing for a date, there were no events of that type.

## Quick Start

```sql
INSTALL httpfs;
LOAD httpfs;
SET s3_region = 'ap-northeast-1';

-- BTC fills for a day
SELECT timestamp, side, price, size, direction, address
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/fills/perp/all/date=2026-03-22/fills.parquet')
WHERE coin = 'BTC'
ORDER BY timestamp;

-- BTC 1-minute candles (aggregated from 1s)
SELECT time_bucket(INTERVAL '1 minute', timestamp) as minute,
       first(open) as open, max(high) as high,
       min(low) as low, last(close) as close,
       sum(volume) as volume, sum(trade_count) as trades
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/candles/1s/date=2026-03-22/candles.parquet')
WHERE coin = 'BTC'
GROUP BY minute ORDER BY minute;

-- Largest BTC positions
SELECT user, size, notional, entry_price, leverage, leverage_type
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/snapshots/perp/date=2026-03-22/*.parquet')
WHERE market = 'BTC'
ORDER BY abs(size) DESC LIMIT 10;
```

For schema details see: [Fills](/reservoir/schema-reference/fills.md) · [Candles](/reservoir/schema-reference/candles.md) · [Snapshots](/reservoir/schema-reference/snapshots.md)


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