L4 Book Updates Dataset

概要

その StreamL4BookUpdates stream delivers typed order-level book changes as NEW, UPDATE、および 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 Service: OrderBookStreaming
gRPC Method: StreamL4BookUpdates
Update Model: Full reset snapshot on subscribe, then typed per-order diffs per block

仕組み

On subscribe: 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
Per block thereafter: それぞれ 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

Unlike StreamL4Book, which sends diffs as a JSON-encoded データ 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).

Data Structure

それぞれ 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" }
  ]
}

Request Parameters

フィールド	種類	Required	説明
coins	repeated string	いいえ	List of symbols to subscribe to (e.g., "BTC", "ETH"). Empty means all coins

Coin Naming

その coins parameter follows Hyperliquid's naming convention, which unambiguously distinguishes perpetuals from spot:

Perpetuals: Human-readable names, such as "BTC", "ETH", "HYPE", "SOL"
Spot tokens: @{index} format, such as "@1", "@107", "@142", "@166"
Outcome markets (HIP-4): #N format. Each outcome has two #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 to map coin indices to market names and sides.
Exception: "PURR/USDC" is the only spot coin with a readable name

There is no overlap between formats. "BTC" always refers to the BTC perpetual; spot BTC is "@142". To discover @index mappings for spot tokens, query the meta または spotMeta info endpoints.

Response Fields

L4BookUpdatesUpdate

フィールド	種類	説明
時間	uint64	Block timestamp in milliseconds
高さ	uint64	Block height
snapshot	bool	True when the diffs carry a full reset snapshot of all resting orders (sent on subscribe)
diffs	L4OrderDiff[]	Typed per-order diffs for this block

L4OrderDiff

フィールド	種類	説明
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)
コイン	文字列	Symbol (e.g., "BTC", "ETH")
oid	uint64	Unique order ID
ユーザー	文字列	Ethereum address of the order owner
側面	文字列	"A" (Ask/Sell) or "B" (Bid/Buy)
px	文字列	Order price as a decimal string
sz	文字列	New/current order size for NEW and UPDATE diffs. Omitted on REMOVE

Proto Definition

StreamL4BookUpdates is defined 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;
}

Example Updates

Initial Snapshot (first message, truncated)

The first message has snapshot: true and contains every resting order as a NEW diff:

{
  "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 Usage

gRPC ストリーミング

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

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

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

gRPC Only

StreamL4BookUpdates is only available via the gRPC Streaming API (OrderBookStreaming service). It is not available through JSON-RPC or WebSocket.

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

Feature	StreamL4BookUpdates	StreamL4Book	BOOK_UPDATES
Granularity	Individual orders, typed diffs	Individual orders	Individual order-level diffs
Diff encoding	Typed protobuf (NEW/UPDATE/REMOVE)	JSON-encoded data string	JSON objects
Includes current state	Yes (reset snapshot as NEW diffs)	Yes (initial snapshot)	No (forward-only)
Needs REST bootstrap	いいえ	いいえ	はい
Coins per stream	Multiple (or all coins)	One coin per stream	Filterable
Per-order details	User, oid, side, px, sz	User, oid, triggers, timestamps, tif	User, oid, size
こんな方に最適	Per-order book tracking without JSON parsing	Full order detail (triggers, tif, cloid)	Customers who only need book updates

Important Notes

Reset snapshot on subscribe and reconnect: The first message has snapshot: true with all resting orders as NEW diffs. Clear any local state and rebuild from it
REMOVE omits sz: Remove diffs identify the order by oid (with コイン, ユーザー, 側面, px) but carry no size. Delete the order from your local map
Typed alternative to StreamL4Book: If you need trigger info, timestamps, tif、または cloid 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
Orders - Order lifecycle events (open, filled, canceled, etc.)

概要​

仕組み​

Data Structure​

Request Parameters​

Coin Naming​

Response Fields​

L4BookUpdatesUpdate​

L4OrderDiff​

Proto Definition​

Example Updates​

API Usage​

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

Important Notes​

Related Streams​

概要

仕組み