Backtest on the archive. Deploy on the wire.

Low-latency order flow and book microstructure live, with captured historical data available by request for backtests.

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Your problem

The parts you keep working around.

01

Backtests built on candles or sampled trades diverge from production the moment queue position matters.

02

Most feeds stop at L2: no order-level book, no way to reconstruct state at a given block.

03

Maintaining one pipeline for history and another for live doubles the schema-drift surface.

The mapping

How the platform answers, point by point.

The proof

Delivery you can measure, a schema that doesn't fork.

Stream delivery percentiles are published unedited. Degraded windows stay on the chart. Below them, a raw captured fill and a live message show the shared field model.

Stream delivery overheadp50 / p95 / p99 · ms · log scale

12:00p504.12 msp958.68 msp9920.03 ms

Worst window in range: p99 114.09 ms (16:00). Percentiles are published unedited, and degraded windows stay on the chart. Illustrative series in the published-benchmark format.

Archive row · trades dataset

manual Parquet / CSV / JSONL export

block_timetimestamp2026-06-09T08:14:02.418Z
coinstringBTC
pxstring67012.0
szstring0.14523
notionalstring9732.15
sidestringB
userstring0x7c4e…a3f9
closed_pnlstring182.337041
feestring2.433037
crossedbooltrue
tiduint64442191083327011

Live message · StreamSwaps

stream.hyperliquidrpc.com:443 · gRPC

"block_time": "2026-06-09T08:14:02.418Z",
"coin": "BTC",
"px": "67012.0",
"sz": "0.14523",
"notional": "9732.15",
"side": "B",
"user": "0x7c4e…a3f9",
"closed_pnl": "182.337041",
"fee": "2.433037",
"crossed": true,
"tid": 442191083327011

Hover a field. It is the same field, byte for byte, on both sides. Raw export fields stay aligned with the stream field model.

Integration sketch

The L4 book, subscribed.

Snapshot first, then per-block diffs in strict block order. Prices and sizes arrive as exact decimal strings, so the parser you backtest with is the parser you ship.

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import grpc channel = grpc.secure_channel(    "stream.hyperliquidrpc.com:443",    grpc.ssl_channel_credentials(),)metadata = (("x-api-key", "YOUR_KEY"),) # Full order-by-order book: snapshot, then per-block diffsstub = orderbook_pb2_grpc.OrderBookStreamingStub(channel)for msg in stub.StreamL4Book(    orderbook_pb2.L4BookRequest(coin="BTC"), metadata=metadata):    handle(msg)  # exact decimal strings, no float rounding
Where to start

The plan that fits.

Ultra

$199/moRecommended

Recent replay and maximum throughput.

Ultra adds recent replay up to 6 hours and higher throughput. Historical exports are prepared manually on request; desks needing private throughput go Enterprise.

Compare both plans

Put the archive under your backtest.

Start on Pro for the live feeds. Ultra adds recent replay up to 6 hours; manual historical exports are available on request.

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