Fills

Every trade execution across all Hyperliquid perpetual and spot markets.

Every trade execution (fill) across all perpetual and spot markets on Hyperliquid and all HIP-3 dexes. Updated daily. Partitioned by date, split by dex and sub-dataset.

S3 Paths

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

global/fills/raw/date=YYYY-MM-DD/fills.parquet              All fills
global/fills/spot/all/date=YYYY-MM-DD/fills.parquet          Spot fills only
global/fills/spot/builder_fills/date=YYYY-MM-DD/fills.parquet

by_dex/{dex}/fills/perp/all/date=YYYY-MM-DD/fills.parquet
by_dex/{dex}/fills/perp/liquidations/date=YYYY-MM-DD/fills.parquet
by_dex/{dex}/fills/perp/adl/date=YYYY-MM-DD/fills.parquet
by_dex/{dex}/fills/perp/builder_fills/date=YYYY-MM-DD/fills.parquet
by_dex/{dex}/fills/perp/twap_fills/date=YYYY-MM-DD/fills.parquet

Sub-datasets (liquidations, adl, builder_fills, twap_fills) are subsets of all. A liquidation fill appears in both liquidations/ and all/. Files are only created when non-empty — if a day has no ADL events for a dex, there is no adl/ file for that date.

Available dexes: hyperliquid, xyz, cash, hyna, flx, km, vntl

Schema

All fill files use the same 27-column Parquet schema:

Column	Type	Description
coin	string	Raw market identifier (e.g., BTC, xyz:MSFT, @107)
dex	string	DEX name
asset_class	string	perp or spot
base_symbol	string	Base asset (e.g., BTC, MSFT, PURR)
quote_symbol	string	Quote/collateral asset (e.g., USDC, USDT0, USDE, USDH)
price	decimal(20,10)	Execution price
size	decimal(20,10)	Fill size
side	string	buy or sell
timestamp	timestamp(ms, UTC)	Execution time
direction	string	Position direction (see below)
realized_pnl	decimal(20,10)	Realized profit/loss from this fill
tx_hash	string	Transaction hash
order_id	uint64	Order ID
trade_id	uint64	Trade ID
fee	decimal(20,10)	Trading fee
fee_token	string	Token used for fee payment
address	string	User wallet address
crossed	boolean	Whether the order crossed the spread
start_position	decimal(20,10)	Position size before this fill
client_order_id	string?	Client-provided order ID (nullable)
builder	string?	Builder address (nullable)
builder_fee	decimal(20,10)?	Builder fee (nullable)
deployer_fee	decimal(20,10)?	Deployer fee (nullable, HIP-3 fills only). Column present from 2026-03-21 onwards; earlier files may not include it.
priority_gas	decimal(20,10)?	Priority gas fee in HYPE (nullable). Column present from 2026-04-13 onwards; earlier files may not include it.
twap_id	uint64?	TWAP order ID (nullable)
is_liquidation	boolean?	true if user was liquidated, null for spot fills
liquidation_mark_px	decimal(20,10)?	Mark price at liquidation (nullable)
liquidation_method	string?	Liquidation method (nullable)

Direction values

Perp positions:

Value	Meaning
Open Long	Opening a long position
Open Short	Opening a short position
Close Long	Closing a long position
Close Short	Closing a short position
Long > Short	Flipping from long to short
Short > Long	Flipping from short to long

Liquidations:

Value	Meaning
Liquidated Cross Long	Cross-margin long liquidation
Liquidated Cross Short	Cross-margin short liquidation
Liquidated Isolated Long	Isolated-margin long liquidation
Liquidated Isolated Short	Isolated-margin short liquidation
Auto-Deleveraging	Auto-deleveraging event
Partial Borrow Liquidation	Partial borrow liquidation
Backstop Borrow Liquidation	Backstop borrow liquidation

Special:

Value	Meaning
Settlement	Settlement
Net Child Vaults	Net child vault position change

Spot:

Value	Meaning
Buy	Spot buy
Sell	Spot sell
Spot Dust Conversion	Automatic dust cleanup

Quick Start

DuckDB

-- Install and load httpfs extension for S3 access
INSTALL httpfs;
LOAD httpfs;
SET s3_region = 'ap-northeast-1';

-- All BTC fills on a specific day
SELECT * FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/fills/perp/all/date=2026-03-22/fills.parquet')
WHERE coin = 'BTC'
ORDER BY timestamp;

-- Daily volume by market
SELECT base_symbol, dex,
       sum(price * size) as volume_usd,
       count(*) as trades
FROM read_parquet('s3://hydromancer-reservoir/global/fills/raw/date=2026-03-22/fills.parquet')
WHERE asset_class = 'perp'
GROUP BY base_symbol, dex
ORDER BY volume_usd DESC;

-- All liquidations across all dexes for a week
SELECT *
FROM read_parquet('s3://hydromancer-reservoir/by_dex/*/fills/perp/liquidations/date=*/fills.parquet')
WHERE timestamp >= '2026-03-15' AND timestamp < '2026-03-22';

-- Spot trading activity
SELECT base_symbol, quote_symbol, count(*) as trades, sum(size) as total_size
FROM read_parquet('s3://hydromancer-reservoir/global/fills/spot/all/date=2026-03-22/fills.parquet')
GROUP BY base_symbol, quote_symbol
ORDER BY trades DESC;

Python

import duckdb

con = duckdb.connect()
con.execute("INSTALL httpfs; LOAD httpfs; SET s3_region = 'ap-northeast-1';")

df = con.execute("""
    SELECT * FROM read_parquet(
        's3://hydromancer-reservoir/by_dex/hyperliquid/fills/perp/all/date=2026-03-22/fills.parquet'
    )
    WHERE coin = 'BTC'
""").fetchdf()

print(df.head())