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Hyperliquid Orders, Order Book & TWAP API

This page covers the Orders, BookUpdates and Twaps cubes: the full order lifecycle, order-book deltas you can rebuild the book from, and TWAP order execution.

API Key Required

To query or stream data outside the Bitquery IDE, you need an API access token.

Follow the steps here: How to generate Bitquery API token ➤

Order updates​

Every order event carries Status (open, filled, canceled, rejected, ...), OrderType (Limit, trigger types like Stop Market / Take Profit), time-in-force Tif (Gtc, Ioc, Alo), the limit price, the current and original size, and trigger settings for conditional orders.

Run it in the IDE: Hyperliquid Recent Orders ➤

query {
  Hyperliquid {
    Orders(
      limit: {count: 50}
      where: {Block: {Time: {since_relative: {minutes_ago: 1}}}}
    ) {
      Block { Time }
      Order {
        Market { Symbol Kind }
        Oid Status OrderType Tif Side LimitPx Size OrigSz
        IsTrigger TriggerPx TriggerCondition ReduceOnly Cloid
        Trader { Address }
      }
    }
  }
}
  • Oid links order events to fills (Trade.Execution.Oid) and book updates (BookUpdate.Oid); Cloid is the client-assigned order id.
  • Size is the remaining size, OrigSz the original size.
  • IsTrigger, TriggerPx, TriggerCondition describe stop / take-profit orders; IsPositionTpsl marks position-attached TP/SL.

Real-time order stream​

Run it in the IDE: Hyperliquid Orders Stream ➤

subscription {
  Hyperliquid {
    Orders(where: {Order: {Market: {Symbol: {is: "ETH"}}}}) {
      Block { Time }
      Order {
        Market { Symbol }
        Oid Status OrderType Tif Side LimitPx Size OrigSz IsTrigger ReduceOnly
        Trader { Address }
      }
    }
  }
}

Order book updates​

BookUpdates streams deltas of the on-chain order book. Kind is new (level added), change (size changed) or remove (order left the book); with Px, Size, SizeBefore, the order Oid and the trader behind the order. Consume the stream and apply the deltas to maintain a live book.

Run it in the IDE: Hyperliquid Order Book Stream ➤

subscription {
  Hyperliquid {
    BookUpdates(where: {BookUpdate: {Market: {Symbol: {is: "BTC"}}}}) {
      Block { Time }
      BookUpdate {
        Kind Side Px Size SizeBefore Oid
        Market { Symbol }
        Trader { Address }
      }
    }
  }
}

Unlike typical L2 feeds, each delta is attributable to an individual order and trader address — you can watch a specific market maker's quoting in real time by filtering on BookUpdate: {Trader: {Address: {is: "0x..."}}}.

TWAP orders​

Twaps tracks the lifecycle of TWAP orders: State.Status moves from activated through execution to finished (or terminated), with executed size and notional so far.

Run it in the IDE: Hyperliquid TWAP Orders ➤

query {
  Hyperliquid {
    Twaps(limit: {count: 50}, orderBy: {descending: Block_Time}) {
      Block { Time }
      Twap {
        TwapId
        Market { Symbol }
        Order { Side Size ReduceOnly Randomize }
        Interval { DurationMinutes StartTime EventTime }
        State { Status StatusError ExecutedSize ExecutedNotional }
        Trader { Address }
      }
    }
  }
}

TwapId matches Trade.TwapId on fills with IsTwap: true, so you can join a TWAP to its individual child fills.