Enhanced Datastreams

Decoded, enriched, trade-ready data

Normalized order books, rolling OHLCV, and derived signals — VWAP, CVD, imbalance, funding, OI — computed server-side, so your strategy spends its compute on alpha instead of bookkeeping.

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enhanced.ts

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1	sub({ type: "signals", coin: "BTC" });
2	// every 100ms:
3	{
4	vwap: 67210.4,
5	imbalance: 0.62, // bid-heavy
6	cvd: 1.84e6,
7	funding: 0.0091,
8	oi: 4.21e8,
9	}

Why Enhanced Datastreams

Built for production from day one

Clean, normalized data

Consistent schemas, decimal-correct prices, and aligned timestamps across every market — no more reconciling raw payloads by hand.

Analytics, precomputed

Rolling OHLCV, VWAP, order-book imbalance, CVD, open interest, funding, and liquidation feeds delivered ready to act on.

Lower time-to-signal

We do the aggregation server-side so your strategy spends compute on alpha, not on parsing and bookkeeping.

Historical + real-time, unified

Backfill and live data share one schema, so you can backtest and trade on the exact same shapes with zero glue code.

Pairs well with

RPC →JSON-RPC, REST, and WebSocket for Hyperliquid and HyperEVM — globally routed with automatic failover, and wire-compatible with the official API. Point your client at us and go faster today.Raw Datastreams →Every channel Hyperliquid emits — trades, L2 book, BBO, candles, fills — multiplexed over one resilient WebSocket, with sequence numbers and backfill so you never trade on a stale book.

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