hyperliquid-market-data

Hyperliquid market data

All reads are POST /info with a JSON body; no key, no signing. Market data is usually read from mainnet even when the desk trades on testnet, because testnet prices and books are thin; say which network a figure came from. Every figure the desk reports carries source (request type), network and UTC time.

BASE=https://api.hyperliquid.xyz            # or https://api.hyperliquid-testnet.xyz
hl() { curl -sS -m 15 -X POST "$BASE/info" -H 'Content-Type: application/json' -d "$1"; }

Python header (SDK):

from hyperliquid.info import Info
from hyperliquid.utils import constants
info = Info(constants.MAINNET_API_URL, skip_ws=True)     # TESTNET_API_URL for testnet

Prices

hl '{"type":"allMids"}' | jq '{BTC, ETH, SOL}'                          # mid per coin, strings

allMids falls back to last trade when the book is empty. For mark, oracle and mid together use metaAndAssetCtxs below. Python: info.all_mids().

Market metadata, funding, open interest, volume

hl '{"type":"metaAndAssetCtxs"}' | jq -r '
  .[0].universe as $u | .[1] | to_entries[] | . as $e | $u[$e.key] as $m
  | select($m.name == "BTC" or $m.name == "ETH" or $m.name == "SOL")
  | [$m.name, $e.value.midPx, $e.value.markPx, $e.value.oraclePx, $e.value.funding, $e.value.openInterest, $e.value.dayNtlVlm, $e.value.premium, $m.maxLeverage, $m.szDecimals] | @tsv'

Fields per asset (same order as meta.universe): midPx, markPx, oraclePx, funding (hourly rate as a decimal: 0.0000125 = 0.00125%/h), openInterest (coin units), dayNtlVlm (24h USD volume), premium (impact bid/ask versus oracle, the input to funding), prevDayPx, impactPxs. Universe fields: name, szDecimals, maxLeverage, marginTableId, onlyIsolated/marginMode, isDelisted.

Python: meta, ctxs = info.meta_and_asset_ctxs().

Derived numbers the desk uses (show the formula): OI notional = openInterest x markPx; annualised funding = funding x 24 x 365; 24h change = markPx / prevDayPx - 1.