L4 Book Updates Dataset

Übersicht

Die StreamL4BookUpdates stream delivers typed order-level book changes as NEW, UPDATE, und REMOVE diffs for one or more coins. It gives clients per-order L4 movement without consuming full L4 book snapshots every block, and without parsing JSON-encoded payloads: every diff is a strongly typed protobuf message.

gRPC : OrderBookStreaming
gRPC : StreamL4BookUpdates
Modell aktualisieren: Full reset snapshot on subscribe and for mid-stream replacement resets, then typed per-order diffs per block

So funktioniert es

Beim Abonnieren: The first message has snapshot: true and contains every resting order as a L4_ORDER_DIFF_TYPE_NEW diff, a full reset snapshot of the book
Danach pro Block: Each L4BookUpdatesUpdate contains typed diffs for orders that changed: NEW (order entered the book), UPDATE (order size changed), REMOVE (order left the book, sz is omitted)
Apply diffs to a local order map keyed by oid to maintain the current book
Replacement resets: Any later message can also have snapshot: true, for example when an ALO priority fee insertion changes queue order or when stream state is rebuilt. Whenever a message has snapshot: true, clear the keyed local order state before applying its diffs, not only on the first message

Unlike StreamL4Book, which sends diffs as a JSON-encoded Daten string, every field here is a typed protobuf field, so no secondary JSON parsing is required. A single stream can cover multiple coins (or all coins with an empty coins list).

Datenstruktur

Each L4BookUpdatesUpdate message contains the typed diffs for one block:

{
  "time": 1781109115476,
  "height": 586405189,
  "diffs": [
    { "diff_type": "L4_ORDER_DIFF_TYPE_NEW", "coin": "ETH", "oid": 54764586686,
      "user": "0x768484F7e2EBB675C57838366C02Ae99ba2A9B08", "side": "B", "px": "1649.1", "sz": "1.022" }
  ]
}

Anfrageparameter

Feld	Typ	Erforderlich	Beschreibung
coins	repeated string	Nein	List of symbols to subscribe to (e.g., "BTC", "ETH"). Empty means all coins

Benennung von Münzen

Die coins Der Parameter folgt der Namenskonvention Hyperliquid, die Perpetuals eindeutig vom Spot unterscheidet:

Unbefristete Verträge: Human-readable names, such as „BTC“, „ETH“, „HYPE“, „SOL“
Spot-Token: @{index} format, such as "@1", „@107“, "@142", "@166"
Ergebnismärkte (HIP-4): #N Format. Jedes Ergebnis hat zwei #N coins, one per side (Yes and No). Multi-price question markets consist of multiple grouped outcomes (price buckets plus a fallback), each with its own Yes/No coin pair. Use the outcomeMeta endpoint Zuordnung von Münzindizes zu Marktbezeichnungen und Seiten.
Ausnahme: „PURR/USDC“ ist die einzige Spot-Münze, auf der ein Name zu lesen ist

Es gibt keine Überschneidungen zwischen den Formaten. „BTC“ bezieht sich immer auf den BTC-Perpetual-Kontrakt; der Spot-BTC ist "@142". Um zu entdecken @index Zuordnungen für Spot-Token, Abfrage der Meta oder spotMeta Info-Endpunkte.

Antwortfelder

L4BookUpdatesUpdate

Feld	Typ	Beschreibung
Zeit	uint64	Block-Zeitstempel in Millisekunden
Höhe	uint64	Blockhöhe
Momentaufnahme	bool	True when the diffs carry a full reset snapshot of all resting orders (sent on subscribe and for mid-stream replacement resets)
diffs	L4OrderDiff[]	Typed per-order diffs for this block

L4OrderDiff

Feld	Typ	Beschreibung
diff_type	L4OrderDiffType	L4_ORDER_DIFF_TYPE_NEW (order entered the book), L4_ORDER_DIFF_TYPE_UPDATE (order size changed), or L4_ORDER_DIFF_TYPE_REMOVE (order left the book)
Münze	Zeichenkette	Symbol (z. B. „BTC“, „ETH“)
oid	uint64	Eindeutige Bestell-ID
Benutzer	Zeichenkette	Ethereum des Auftraggebers
Seite	Zeichenkette	„A“ (Ask/Verkaufen) oder „B“ (Bid/Kaufen)
px	Zeichenkette	Order price as a decimal string
sz	Zeichenkette	New/current order size for NEW and UPDATE diffs. Omitted on REMOVE

Proto-Definition

StreamL4BookUpdates ist definiert in orderbook.proto:

service OrderBookStreaming {
  rpc StreamL4BookUpdates (L4BookUpdatesRequest) returns (stream L4BookUpdatesUpdate);
}

message L4BookUpdatesRequest {
  repeated string coins = 1;
}

enum L4OrderDiffType {
  L4_ORDER_DIFF_TYPE_UNSPECIFIED = 0;
  L4_ORDER_DIFF_TYPE_NEW = 1;
  L4_ORDER_DIFF_TYPE_UPDATE = 2;
  L4_ORDER_DIFF_TYPE_REMOVE = 3;
}

message L4BookUpdatesUpdate {
  uint64 time = 1;
  uint64 height = 2;
  repeated L4OrderDiff diffs = 3;
  bool snapshot = 4;
}

message L4OrderDiff {
  L4OrderDiffType diff_type = 1;
  string coin = 2;
  uint64 oid = 3;
  string user = 4;
  string side = 5;
  string px = 6;
  string sz = 7;
}

Beispiele für Aktualisierungen

Initial Snapshot (first message, truncated)

The first message has snapshot: true and contains every resting order as a NEW diff. Later messages can also carry snapshot: true as a replacement reset; handle each one the same way:

{
  "time": 1781109063794,
  "height": 586404872,
  "snapshot": true,
  "diffs": [
    { "diff_type": "L4_ORDER_DIFF_TYPE_NEW", "coin": "BTC", "oid": 54764492622,
      "user": "0x039442e06b482Bf01A1a65742cf061bD73A80f31", "side": "B", "px": "62963", "sz": "0.00009" },
    { "diff_type": "L4_ORDER_DIFF_TYPE_NEW", "coin": "BTC", "oid": 54764537698,
      "user": "0x3643290CD5DE72b37d2f10A351Ce57c30d103969", "side": "B", "px": "62963", "sz": "0.00024" },
    { "diff_type": "L4_ORDER_DIFF_TYPE_NEW", "coin": "BTC", "oid": 54764482173,
      "user": "0x4547B9E33F07965711f67d0bE2423939A4E33aF5", "side": "B", "px": "62955", "sz": "0.00015" }
  ]
}

Per-Block Update with Removals

sz is omitted on REMOVE diffs:

{
  "time": 1781109083796,
  "height": 586404997,
  "diffs": [
    { "diff_type": "L4_ORDER_DIFF_TYPE_REMOVE", "coin": "BTC", "oid": 54764554671,
      "user": "0xc64cc00B46101bd40aA1C3121195E85c0B0918d8", "side": "B", "px": "62389.0" },
    { "diff_type": "L4_ORDER_DIFF_TYPE_REMOVE", "coin": "BTC", "oid": 54764557274,
      "user": "0xc64cc00B46101bd40aA1C3121195E85c0B0918d8", "side": "B", "px": "62421.0" }
  ]
}

New Order and Size Update

A new order entering the book:

{
  "time": 1781109115476,
  "height": 586405189,
  "diffs": [
    { "diff_type": "L4_ORDER_DIFF_TYPE_NEW", "coin": "ETH", "oid": 54764586686,
      "user": "0x768484F7e2EBB675C57838366C02Ae99ba2A9B08", "side": "B", "px": "1649.1", "sz": "1.022" }
  ]
}

A size change on a resting order (sz is the new current size):

{ "diff_type": "L4_ORDER_DIFF_TYPE_UPDATE", "coin": "ETH", "oid": 54764551695,
  "user": "0x4547B9E33F07965711f67d0bE2423939A4E33aF5", "side": "B", "px": "1702.9", "sz": "0.0032" }

API-Nutzung

gRPC

// Single coin
const request = {
  coins: ['BTC']
};

// Multiple coins in one stream
const multiRequest = {
  coins: ['BTC', 'ETH']
};

// All coins
const allCoinsRequest = {
  coins: []
};

gRPC

StreamL4BookUpdates ist nur über die gRPC -API verfügbar (OrderBookStreaming Dienst). Er ist nicht über JSON-RPC oder WebSocket verfügbar.

Comparison: L4 Book Updates vs L4 Book vs Book Updates Dataset

Funktion	StreamL4BookUpdates	StreamL4Book	BUCH_AKTUELLES
Granularität	Individual orders, typed diffs	Einzelbestellungen	Einzelne Abweichungen auf Auftragsebene
Diff encoding	Typed protobuf (NEW/UPDATE/REMOVE)	JSON-encoded data string	JSON objects
Beinhaltet den aktuellen Stand	Yes (reset snapshot as NEW diffs)	Yes (initial snapshot)	No (forward-only)
Erfordert REST-Bootstrap	Nein	Nein	Ja
Coins per stream	Multiple (or all coins)	One coin per stream	Filterable
Details pro Bestellung	User, oid, side, px, sz	Benutzer, OID, Trigger, Zeitstempel, TIF	Benutzer, OID, Größe
Am besten geeignet für	Per-order book tracking without JSON parsing	Full order detail (triggers, tif, cloid)	Kunden, die lediglich Buchaktualisierungen benötigen

Wichtige Hinweise

Reset on every snapshot: true Nachricht: The first message is a full reset with all resting orders as NEW diffs, and replacement resets can arrive mid-stream (for example after an ALO priority fee queue insertion). Clear any local state and rebuild whenever Momentaufnahme is true, not only on subscribe and reconnect
REMOVE omits sz: Remove diffs identify the order by oid (with Münze, Benutzer, Seite, px) but carry no size. Delete the order from your local map
Typed alternative to StreamL4Book: If you need trigger info, timestamps, tif, oder Kloid per order, use StreamL4Book; if you need lean typed per-order movement, use this stream
zstd compression recommended: Enable zstd compression on your gRPC channel to reduce bandwidth, especially when streaming multiple coins

StreamL4Book - Full order book at order granularity with snapshot + JSON-encoded diffs
StreamL2BookDiff - Incremental L2 price-level changes with sequence numbers
Aufträge - Ereignisse im Auftragslebenszyklus (eröffnet, ausgeführt, storniert usw.)

Übersicht​

So funktioniert es​

Datenstruktur​

Anfrageparameter​

Benennung von Münzen​

Antwortfelder​

L4BookUpdatesUpdate​

L4OrderDiff​

Proto-Definition​

Beispiele für Aktualisierungen​

API-Nutzung​

Comparison: L4 Book Updates vs L4 Book vs Book Updates Dataset​

Wichtige Hinweise​

Verwandte Streams​