0xArchive HIP-3 Builder Perps - Full-Depth L2 Order Book API

openapi: 3.2.0
info:
  title: 0xArchive HIP-3 Builder Perps - Full-Depth L2 Order Book API
  description: REST API for current and historical market data from Hyperliquid and Lighter. Hyperliquid coverage includes core perpetuals, Spot, HIP-3 builder perpetuals, and HIP-4 outcome markets. Coverage and access requirements vary by route. See https://docs.0xarchive.io/ for authentication, limits, and examples.
  version: 1.6.1
  termsOfService: https://0xarchive.io/terms
  contact:
    name: 0xArchive Support
    url: https://0xarchive.io
    email: support@0xarchive.io
  license:
    name: Proprietary
    url: https://0xarchive.io/terms
servers:
- url: https://api.0xarchive.io
  description: Production API
security:
- ApiKeyAuth: []
tags:
- name: HIP-3 Builder Perps - Full-Depth L2 Order Book
  description: Full-depth aggregated L2 order book snapshots, checkpoint history, and diffs for HIP-3 builder perps derived from L4 data. Full-depth checkpoints and diffs where available.
paths:
  /v1/hyperliquid/hip3/orderbook/{symbol}/l2:
    get:
      tags:
      - HIP-3 Builder Perps - Full-Depth L2 Order Book
      summary: Get HIP-3 full-depth L2 order book
      description: Get a full-depth aggregated L2 order book snapshot derived from L4 data for HIP-3. Use this route when you need full-depth aggregated L2 from March 10, 2026 onward. The native /orderbook route remains capped at 20 venue-native levels.
      operationId: getHip3FullDepthL2Orderbook
      parameters:
      - name: symbol
        in: path
        required: true
        description: HIP-3 symbol (case-sensitive, e.g., hyna:BTC, km:US500)
        schema:
          type: string
          example: km:US500
        example: km:US500
      - name: timestamp
        in: query
        description: Unix timestamp in milliseconds. If not provided, returns the latest full-depth L2 snapshot.
        schema:
          type: integer
          format: int64
          example: 1767225600000
      - name: depth
        in: query
        description: Requested aggregated L2 levels per side. This dedicated route returns all available aggregated levels for the selected symbol and checkpoint.
        schema:
          type: integer
          example: 200
      responses:
        '200':
          description: Full-depth L2 order book snapshot
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ApiResponseFullDepthL2OrderBook'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '404':
          $ref: '#/components/responses/NotFound'
        '429':
          $ref: '#/components/responses/RateLimited'
  /v1/hyperliquid/hip3/orderbook/{symbol}/l2/history:
    get:
      tags:
      - HIP-3 Builder Perps - Full-Depth L2 Order Book
      summary: Get HIP-3 full-depth L2 order book history
      description: Get paginated full-depth L2 checkpoint snapshots derived from L4 data for HIP-3 from March 10, 2026 onward. The route returns full checkpoint depth; it does not currently accept a per-request depth override.
      operationId: getHip3FullDepthL2History
      parameters:
      - name: symbol
        in: path
        required: true
        description: HIP-3 symbol (case-sensitive, e.g., hyna:BTC, km:US500)
        schema:
          type: string
          example: km:US500
        example: km:US500
      - name: start
        in: query
        description: Start timestamp in Unix milliseconds. Defaults to 24h ago.
        schema:
          type: integer
          format: int64
          example: 1767225600000
      - name: end
        in: query
        description: End timestamp in Unix milliseconds. Defaults to now.
        schema:
          type: integer
          format: int64
          example: 1767229200000
      - name: cursor
        in: query
        description: Cursor for pagination (timestamp from previous response's `next_cursor`)
        schema:
          type: integer
          format: int64
      - name: limit
        in: query
        description: 'Maximum number of checkpoint snapshots (default: 100, max: 1000)'
        schema:
          type: integer
          default: 100
          maximum: 1000
      responses:
        '200':
          description: Full-depth L2 checkpoint snapshots
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ApiResponseFullDepthL2OrderBookArray'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '404':
          $ref: '#/components/responses/NotFound'
        '429':
          $ref: '#/components/responses/RateLimited'
  /v1/hyperliquid/hip3/orderbook/{symbol}/l2/diffs:
    get:
      tags:
      - HIP-3 Builder Perps - Full-Depth L2 Order Book
      summary: Get HIP-3 full-depth L2 order book diffs
      description: Get tick-level aggregate L2 diffs derived from L4 deltas for HIP-3.
      operationId: getHip3FullDepthL2Diffs
      parameters:
      - name: symbol
        in: path
        required: true
        description: HIP-3 symbol (case-sensitive, e.g., hyna:BTC, km:US500)
        schema:
          type: string
          example: km:US500
        example: km:US500
      - name: start
        in: query
        description: Start timestamp in Unix milliseconds. Defaults to 24h ago.
        schema:
          type: integer
          format: int64
          example: 1767225600000
      - name: end
        in: query
        description: End timestamp in Unix milliseconds. Defaults to now.
        schema:
          type: integer
          format: int64
          example: 1767229200000
      - name: cursor
        in: query
        description: Cursor for pagination in `timestamp_ms_block_number` form from the previous response's `next_cursor`.
        schema:
          type: string
          example: '1767225600000_1023882395'
      - name: limit
        in: query
        description: 'Maximum number of diff events (default: 100, max: 1000)'
        schema:
          type: integer
          default: 100
          maximum: 1000
      responses:
        '200':
          description: Full-depth L2 diff events
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ApiResponseL2OrderBookDiffArray'
        '400':
          $ref: '#/components/responses/BadRequest'
        '401':
          $ref: '#/components/responses/Unauthorized'
        '404':
          $ref: '#/components/responses/NotFound'
        '429':
          $ref: '#/components/responses/RateLimited'
components:
  schemas:
    L2OrderBookDiff:
      type: object
      description: Full-depth L2 aggregate diff event derived from L4 deltas
      required:
      - timestamp
      - block_number
      - side
      - price
      - size
      - count
      properties:
        timestamp:
          type: string
          format: date-time
          description: Diff timestamp (UTC)
          example: '2026-06-05T13:53:33.971Z'
        block_number:
          type: integer
          format: int64
          description: Hyperliquid block number for the diff event
          example: 1023882395
        side:
          type: string
          enum:
          - B
          - A
          description: 'Book side: B for bid, A for ask'
          example: B
        price:
          type: number
          description: Price level changed by this diff
          example: 61088
        size:
          type: number
          description: Aggregate size at the price level after the diff
          example: 0.40603
        count:
          type: integer
          description: Number of orders at the price level after the diff
          example: 3
    ApiResponseFullDepthL2OrderBookArray:
      type: object
      properties:
        success:
          type: boolean
          example: true
        data:
          type: array
          items:
            $ref: '#/components/schemas/FullDepthL2OrderBook'
        meta:
          $ref: '#/components/schemas/ApiMeta'
    FullDepthL2OrderBook:
      allOf:
      - $ref: '#/components/schemas/OrderBook'
      - type: object
        description: 0xArchive full-depth aggregated L2 order book snapshot derived from L4 data
        properties:
          bid_levels:
            type: integer
            description: Total bid price levels available before any depth truncation
            example: 9842
          ask_levels:
            type: integer
            description: Total ask price levels available before any depth truncation
            example: 10318
          total_bid_size:
            type: number
            description: Aggregate bid size across the available full-depth L2 book
            example: 10234.56
          total_ask_size:
            type: number
            description: Aggregate ask size across the available full-depth L2 book
            example: 9876.54
    Error:
      type: object
      description: Error response
      properties:
        code:
          type: integer
          description: HTTP status code
        error:
          type: string
          description: Error message
        error_code:
          type: string
          description: 'Machine-readable error code. Common values: `invalid_query_params` (a query parameter failed to parse or validate) and `invalid_path_params` (a path parameter failed to parse). Other endpoint-specific codes exist; treat unknown codes as generic errors of the given HTTP status.'
        request_id:
          type: string
          format: uuid
          description: Unique request ID for support
    ApiResponseL2OrderBookDiffArray:
      type: object
      properties:
        success:
          type: boolean
          example: true
        data:
          type: array
          items:
            $ref: '#/components/schemas/L2OrderBookDiff'
        meta:
          $ref: '#/components/schemas/ApiMeta'
    OrderBook:
      type: object
      description: L2 order book snapshot
      required:
      - symbol
      - coin
      - timestamp
      - bids
      - asks
      properties:
        symbol:
          type: string
          description: Trading pair symbol
          example: BTC
        coin:
          type: string
          description: Trading pair symbol (deprecated, use symbol instead)
          example: BTC
          deprecated: true
        timestamp:
          type: string
          format: date-time
          description: Snapshot timestamp (UTC)
          example: '2025-01-21T10:30:45.123Z'
        bids:
          type: array
          description: Bid price levels (best bid first)
          items:
            $ref: '#/components/schemas/PriceLevel'
        asks:
          type: array
          description: Ask price levels (best ask first)
          items:
            $ref: '#/components/schemas/PriceLevel'
        mid_price:
          type: string
          description: Mid price (best bid + best ask) / 2
          example: '42150.50'
        spread:
          type: string
          description: Spread in absolute terms (best ask - best bid)
          example: '1.00'
        spread_bps:
          type: string
          description: Spread in basis points
          example: '2.37'
    ApiMeta:
      type: object
      description: Response metadata
      properties:
        count:
          type: integer
          description: Number of records returned
        next_cursor:
          type:
          - string
          - 'null'
          description: Cursor for pagination (timestamp). Use this value as the `cursor` parameter to fetch the next page of results.
        request_id:
          type: string
          format: uuid
          description: Unique request ID for support
        coverage_from:
          type: string
          format: date-time
          description: Earliest coverage for the requested symbol and data type. Present only when the requested window ends before coverage begins.
        notice:
          type: string
          description: Human-readable advisory about the response. Currently used when the requested window ends before coverage begins for the symbol; may carry other advisories in future.
    ApiResponseFullDepthL2OrderBook:
      type: object
      properties:
        success:
          type: boolean
          example: true
        data:
          $ref: '#/components/schemas/FullDepthL2OrderBook'
        meta:
          $ref: '#/components/schemas/ApiMeta'
    PriceLevel:
      type: object
      description: Single price level in the order book
      required:
      - px
      - sz
      - n
      properties:
        px:
          type: string
          description: Price
          example: '42150.00'
        sz:
          type: string
          description: Total size at this price level
          example: '1.5'
        n:
          type: integer
          description: Number of orders at this level
          example: 15
  responses:
    RateLimited:
      description: Rate limit exceeded
      headers:
        X-RateLimit-Limit:
          schema:
            type: integer
          description: Requests per second limit
        X-RateLimit-Remaining:
          schema:
            type: integer
          description: Remaining requests this second
        X-RateLimit-Reset:
          schema:
            type: integer
          description: Unix timestamp when limit resets
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            code: 429
            error: Rate limit exceeded
    Unauthorized:
      description: Authentication required
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            code: 401
            error: Missing or invalid API key. Provide X-API-Key header.
    NotFound:
      description: Resource not found
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            code: 404
            error: Resource not found
    BadRequest:
      description: Invalid request
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/Error'
          example:
            code: 400
            error: 'Failed to deserialize query string: limit: invalid digit found in string'
            error_code: invalid_query_params
            request_id: 3f2a9c71-5b0e-4d68-9a4c-7e1d2b6f8a05
  securitySchemes:
    ApiKeyAuth:
      type: apiKey
      in: header
      name: X-API-Key
      description: API key for authentication. Get yours at https://0xarchive.io/dashboard
externalDocs:
  description: 0xArchive Developer Docs
  url: https://docs.0xarchive.io/
x-0xarchive-docs-language-overlay:
  name: data-quality-supported-venue-language
  reason: Public OpenAPI language must describe supported venue-family coverage instead of broad exchange coverage.
  updated_at: '2026-05-24'
  remove_when: Public source OpenAPI uses supported venue-family wording for data-quality coverage and latency descriptions.
x-0xarchive-docs-overlay:
  name: hyperliquid-spot
  reason: Hyperliquid Spot routes are included in the local REST contract.
  source: live endpoint behavior and public CLI/MCP/Skill surface truth
  updated_at: '2026-05-08'
  remove_when: Public source contract includes the same Spot route family.