L4 Book Updates Dataset

Présentation générale

Le StreamL4BookUpdates stream delivers typed order-level book changes as NEW, UPDATE, et 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
Modèle de mise à jour : Full reset snapshot on subscribe and for mid-stream replacement resets, then typed per-order diffs per block

Comment ça marche ?

Lors de l'inscription : 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
Par bloc supplémentaire : 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 données 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).

Structure de données

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" }
  ]
}

Paramètres de requête

Champ	Type	Obligatoire	Description
coins	repeated string	Non	List of symbols to subscribe to (e.g., "BTC", "ETH"). Empty means all coins

Dénomination des pièces

Le coins Ce paramètre respecte la convention de nommage Hyperliquid, qui distingue sans ambiguïté les contrats à durée indéterminée des contrats au comptant :

Titre perpétuel: Human-readable names, such as « BTC », « ETH », « HYPE », « SOL »
Jetons au comptant: @{index} format, such as « @1 », « @107 », « @142 », « @166 »
Marchés des résultats (HIP-4): #N format. Chaque résultat comporte deux #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 mettre en correspondance les indices des cryptomonnaies avec les noms et les côtés du marché.
Exception: « PURR/USDC » C'est la seule pièce de monnaie dont le nom est lisible.

Il n'y a pas de chevauchement entre les formats. « BTC » fait toujours référence au contrat à terme perpétuel sur BTC ; le BTC au comptant est « @142 ». Pour découvrir @index mappages pour les jetons ponctuels, interroger le méta ou spotMeta points de terminaison d'information.

Champs de réponse

L4BookUpdatesUpdate

Champ	Type	Description
temps	uint64	Horodatage du bloc en millisecondes
hauteur	uint64	Hauteur du bloc
instantané	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

Champ	Type	Description
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)
pièce de monnaie	chaîne de caractères	Symbole (par exemple, « BTC », « ETH »)
oid	uint64	Référence unique de la commande
utilisateur	chaîne de caractères	Ethereum du titulaire de la commande
côté	chaîne de caractères	« A » (Cours vendeur/Vente) ou « B » (Cours acheteur/Achat)
px	chaîne de caractères	Order price as a decimal string
sz	chaîne de caractères	New/current order size for NEW and UPDATE diffs. Omitted on REMOVE

Définition de « proto »

StreamL4BookUpdates est défini dans 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;
}

Exemples de mises à jour

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" }

Utilisation de l'API

gRPC

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

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

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

gRPC

StreamL4BookUpdates n'est disponible que via l'API gRPC (OrderBookStreaming service). Il n'est pas disponible via JSON-RPC ou WebSocket.

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

Fonctionnalité	StreamL4BookUpdates	StreamL4Book	MISE À JOUR DES LIVRES
Granularité	Individual orders, typed diffs	Commandes individuelles	Différences au niveau des commandes individuelles
Diff encoding	Typed protobuf (NEW/UPDATE/REMOVE)	JSON-encoded data string	JSON objects
Comprend l'état actuel	Yes (reset snapshot as NEW diffs)	Yes (initial snapshot)	No (forward-only)
Nécessite le démarrage REST	Non	Non	Oui
Coins per stream	Multiple (or all coins)	One coin per stream	Filterable
Détails par commande	User, oid, side, px, sz	Utilisateur, oid, déclencheurs, horodatages, tif	Utilisateur, oid, taille
Idéal pour	Per-order book tracking without JSON parsing	Full order detail (triggers, tif, cloid)	Les clients qui ont uniquement besoin de mises à jour de livres

Remarques importantes

Reset on every snapshot: true message: 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 instantané is true, not only on subscribe and reconnect
REMOVE omits sz: Remove diffs identify the order by oid (with pièce de monnaie, utilisateur, côté, px) but carry no size. Delete the order from your local map
Typed alternative to StreamL4Book: If you need trigger info, timestamps, tif, or cloïde 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
Commandes - Événements liés au cycle de vie des commandes (en cours, exécutées, annulées, etc.)

Présentation générale​

Comment ça marche ?​

Structure de données​

Paramètres de requête​

Dénomination des pièces​

Champs de réponse​

L4BookUpdatesUpdate​

L4OrderDiff​

Définition de « proto »​

Exemples de mises à jour​

Utilisation de l'API​

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

Remarques importantes​

Streams associés​