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SDK for the 0xArchive market data API for Hyperliquid (perps, HIP-3, HIP-4, spot) and Lighter.xyz","maintainers":[{"name":"fmenace","email":"app.fantom.menace@gmail.com"}],"readme":"# @0xarchive/sdk\n\n[![npm version](https://img.shields.io/npm/v/%400xarchive%2Fsdk.svg)](https://www.npmjs.com/package/@0xarchive/sdk) [![License: MIT](https://img.shields.io/badge/License-MIT-blue.svg)](https://opensource.org/licenses/MIT)\n\nTypeScript client for 0xArchive market data in Node services, dashboards, coding-agent workflows, and agent backends.\n\n0xArchive is granular market data infrastructure for Hyperliquid and Lighter.xyz. Hyperliquid includes core perps (`/v1/hyperliquid`), HIP-3 builder perps (`/v1/hyperliquid/hip3`), HIP-4 outcome markets (`/v1/hyperliquid/hip4`), and Hyperliquid Spot (`/v1/hyperliquid/spot`). Lighter.xyz is the second top-level venue API at `/v1/lighter`. In this SDK these map to `client.hyperliquid`, `client.hyperliquid.hip3`, `client.hyperliquid.hip4`, `client.spot`, and `client.lighter`.\n\nUse this SDK when the integration belongs in TypeScript or JavaScript code and you want typed REST helpers, WebSocket support, replay workflows, and order-book reconstruction utilities.\n\n## Installation\n\n```bash\nnpm install @0xarchive/sdk\n# or\nyarn add @0xarchive/sdk\n# or\npnpm add @0xarchive/sdk\n```\n\n## Quick Start\n\n```typescript\nimport { OxArchive } from '@0xarchive/sdk';\n\nconst client = new OxArchive({ apiKey: '0xa_your_api_key' });\n\n// First successful call: Hyperliquid BTC order book\nconst hlOrderbook = await client.hyperliquid.orderbook.get('BTC');\nconsole.log(`Hyperliquid BTC mid price: ${hlOrderbook.midPrice}`);\n\n// Lighter.xyz uses its own venue client\nconst lighterOrderbook = await client.lighter.orderbook.get('BTC');\nconsole.log(`Lighter BTC mid price: ${lighterOrderbook.midPrice}`);\n\n// Hyperliquid HIP-3 builder perps stay under client.hyperliquid.hip3\nconst hip3Instruments = await client.hyperliquid.hip3.instruments.list();\nconst hip3Orderbook = await client.hyperliquid.hip3.orderbook.get('km:US500');\nconst hip3Trades = await client.hyperliquid.hip3.trades.recent('km:US500');\nconst hip3Funding = await client.hyperliquid.hip3.funding.current('xyz:XYZ100');\nconst hip3Oi = await client.hyperliquid.hip3.openInterest.current('xyz:XYZ100');\n\n// Hyperliquid Spot lives at client.spot. Symbols are dashed canonical (HYPE-USDC).\nconst spotPairs = await client.spot.pairs.list();\nconst spotOrderbook = await client.spot.orderbook.get('HYPE-USDC');\nconst spotTrades = await client.spot.trades.recent('HYPE-USDC');\n\n// Get historical order book snapshots\nconst history = await client.hyperliquid.orderbook.history('ETH', {\n  start: Date.now() - 86400000, // 24 hours ago\n  end: Date.now(),\n  limit: 100\n});\n```\n\n## Choose Your Next Path\n\n| Need | Link |\n| --- | --- |\n| First authenticated route | [Quick Start](https://www.0xarchive.io/docs/quick-start) |\n| SDK install and route docs | [SDK docs](https://www.0xarchive.io/docs/sdks) |\n| Claude Code, ChatGPT Codex, and coding-agent workflows | [AI Clients](https://www.0xarchive.io/docs/ai-clients) |\n| Example notebooks | [Examples](https://github.com/0xArchiveIO/examples) |\n| File-based historical pulls | [Data Catalog](https://www.0xarchive.io/data) |\n| Route contract and machine context | [OpenAPI](https://www.0xarchive.io/openapi.json), [llms.txt](https://www.0xarchive.io/llms.txt) |\n\n## Data Coverage\n\n| Venue | Coverage | Notes |\n| --- | --- | --- |\n| Hyperliquid | April 2023+ | Perpetuals across the full venue |\n| Hyperliquid HIP-3 | February 2026+ | All HIP-3 symbols, orderbook, and history on every tier. |\n| Hyperliquid HIP-4 | May 2026+ | Outcome markets. All schemas on every tier. |\n| Hyperliquid Spot | March 2025+ for trades; May 2026+ for orderbook, L4, TWAP statuses | 294 dashed pairs (`HYPE-USDC`, `PURR-USDC`). No funding, OI, liquidations, or candles (perp-only constructs). |\n| Lighter.xyz | August 2025+ for fills; January 2026+ for orderbooks, open interest, funding rates | Perpetuals |\n\n## Configuration\n\n```typescript\nconst client = new OxArchive({\n  apiKey: '0xa_your_api_key',       // Required\n  baseUrl: 'https://api.0xarchive.io',  // Optional\n  timeout: 30000,                   // Optional, request timeout in ms (default: 30000)\n  validate: false,                  // Optional, enable Zod schema validation\n});\n```\n\n## REST API Reference\n\nCore resources (orderbook, trades, instruments, funding, openInterest, candles, freshness, summary, priceHistory) are available on both `client.hyperliquid.*` and `client.lighter.*`. Some resources are exchange-specific -- see each section for details.\n\n### Order Book\n\n```typescript\n// Get current order book (Hyperliquid)\nconst orderbook = await client.hyperliquid.orderbook.get('BTC');\n\n// Get current order book (Lighter.xyz)\nconst lighterOb = await client.lighter.orderbook.get('BTC');\n\n// Get order book at specific timestamp with custom depth\nconst historical = await client.hyperliquid.orderbook.get('BTC', {\n  timestamp: 1704067200000,\n  depth: 20  // Number of levels per side\n});\n\n// Get historical snapshots (start is required)\nconst history = await client.hyperliquid.orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000\n});\n```\n\n#### Orderbook Depth\n\nThe `depth` parameter controls how many price levels are returned per side. Full orderbook depth is available on every tier.\n\n**Note:** Hyperliquid L2 source data contains ~20 levels. Full-depth L2 (derived from L4) and Lighter.xyz provide full depth. Depth limits apply to L2 snapshot endpoints only — L4 and L2 diff endpoints return full data.\n\n#### Lighter Orderbook Granularity\n\nLighter.xyz orderbook history supports a `granularity` parameter for different data resolutions.\n\n| Granularity | Interval | Credit Multiplier |\n|-------------|----------|-------------------|\n| `checkpoint` | ~60s | 1x |\n| `30s` | 30s | 2x |\n| `10s` | 10s | 3x |\n| `1s` | 1s | 10x |\n| `tick` | tick-level | 20x |\n\n```typescript\n// Get Lighter orderbook history with 10s resolution\nconst history = await client.lighter.orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  granularity: '10s'\n});\n\n// Get 1-second resolution\nconst history = await client.lighter.orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  granularity: '1s'\n});\n\n// Tick-level data - returns checkpoint + raw deltas\nconst history = await client.lighter.orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  granularity: 'tick'\n});\n```\n\n**Note:** The `granularity` parameter is ignored for Hyperliquid orderbook history.\n\n#### Orderbook Reconstruction\n\nFor tick-level data, the SDK provides client-side orderbook reconstruction. This efficiently reconstructs full orderbook state from a checkpoint and incremental deltas.\n\n```typescript\nimport { OrderBookReconstructor } from '@0xarchive/sdk';\n\n// Option 1: Get fully reconstructed snapshots (simplest)\nconst snapshots = await client.lighter.orderbook.historyReconstructed('BTC', {\n  start: Date.now() - 3600000,\n  end: Date.now()\n});\n\nfor (const ob of snapshots) {\n  console.log(`${ob.timestamp}: bid=${ob.bids[0]?.px} ask=${ob.asks[0]?.px}`);\n}\n\n// Option 2: Get raw tick data for custom reconstruction\nconst tickData = await client.lighter.orderbook.historyTick('BTC', {\n  start: Date.now() - 3600000,\n  end: Date.now()\n});\n\nconsole.log(`Checkpoint: ${tickData.checkpoint.bids.length} bids`);\nconsole.log(`Deltas: ${tickData.deltas.length} updates`);\n\n// Option 3: Auto-paginating iterator (recommended for large time ranges)\n// Automatically handles pagination, fetching up to 1,000 deltas per request\nfor await (const snapshot of client.lighter.orderbook.iterateTickHistory('BTC', {\n  start: Date.now() - 86400000, // 24 hours of data\n  end: Date.now()\n})) {\n  console.log(snapshot.timestamp, 'Mid:', snapshot.midPrice);\n  if (someCondition(snapshot)) break; // Early exit supported\n}\n\n// Option 4: Manual iteration (single page, for custom logic)\nconst reconstructor = client.lighter.orderbook.createReconstructor();\nfor (const snapshot of reconstructor.iterate(tickData.checkpoint, tickData.deltas)) {\n  // Process each snapshot without loading all into memory\n  if (someCondition(snapshot)) break; // Early exit if needed\n}\n\n// Option 5: Get only final state (most efficient)\nconst final = reconstructor.reconstructFinal(tickData.checkpoint, tickData.deltas);\n\n// Check for sequence gaps\nconst gaps = OrderBookReconstructor.detectGaps(tickData.deltas);\nif (gaps.length > 0) {\n  console.warn('Sequence gaps detected:', gaps);\n}\n```\n\n**Methods:**\n| Method | Description |\n|--------|-------------|\n| `historyTick(coin, params)` | Get raw checkpoint + deltas (single page, max 1,000 deltas) |\n| `historyReconstructed(coin, params, options)` | Get fully reconstructed snapshots (single page) |\n| `iterateTickHistory(coin, params, depth?)` | Auto-paginating async iterator for large time ranges |\n| `createReconstructor()` | Create a reconstructor instance for manual control |\n\n**Note:** The API returns a maximum of 1,000 deltas per request. For time ranges with more deltas, use `iterateTickHistory()` which handles pagination automatically.\n\n**ReconstructOptions:**\n| Option | Default | Description |\n|--------|---------|-------------|\n| `depth` | all | Maximum price levels in output |\n| `emitAll` | `true` | If `false`, only return final state |\n\n### Trades\n\nThe trades API uses cursor-based pagination for efficient retrieval of large datasets.\n\n```typescript\n// Get trade history with cursor-based pagination\nlet result = await client.hyperliquid.trades.list('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000\n});\n\n// Paginate through all results\nconst allTrades = [...result.data];\nwhile (result.nextCursor) {\n  result = await client.hyperliquid.trades.list('BTC', {\n    start: Date.now() - 86400000,\n    end: Date.now(),\n    cursor: result.nextCursor,\n    limit: 1000\n  });\n  allTrades.push(...result.data);\n}\n\n// Get recent trades (Lighter only - has real-time data)\nconst recent = await client.lighter.trades.recent('BTC', 100);\n```\n\n**Note:** The `recent()` method is available for Lighter.xyz (`client.lighter.trades.recent()`), HIP-3 (`client.hyperliquid.hip3.trades.recent()`), and HIP-4 (`client.hyperliquid.hip4.trades.recent()` / `getTradesRecent()`) -- all three have real-time ingestion. Hyperliquid does not have a recent trades endpoint (it uses hourly S3 backfill); calling `client.hyperliquid.trades.recent()` throws a structured `OxArchiveError` directing you to use `list()` with a time range instead.\n\n### Instruments\n\n```typescript\n// List all trading instruments (Hyperliquid)\nconst instruments = await client.hyperliquid.instruments.list();\n\n// Get specific instrument details\nconst btc = await client.hyperliquid.instruments.get('BTC');\nconsole.log(`BTC size decimals: ${btc.szDecimals}`);\n```\n\n#### Lighter.xyz Instruments\n\nLighter instruments have a different schema with additional fields for fees, market IDs, and minimum order amounts:\n\n```typescript\n// List Lighter instruments (returns LighterInstrument, not Instrument)\nconst lighterInstruments = await client.lighter.instruments.list();\n\n// Get specific Lighter instrument\nconst eth = await client.lighter.instruments.get('ETH');\nconsole.log(`ETH taker fee: ${eth.takerFee}`);\nconsole.log(`ETH maker fee: ${eth.makerFee}`);\nconsole.log(`ETH market ID: ${eth.marketId}`);\nconsole.log(`ETH min base amount: ${eth.minBaseAmount}`);\n```\n\n**Key differences:**\n| Field | Hyperliquid (`Instrument`) | Lighter (`LighterInstrument`) |\n|-------|---------------------------|------------------------------|\n| Symbol | `name` | `symbol` |\n| Size decimals | `szDecimals` | `sizeDecimals` |\n| Fee info | Not available | `takerFee`, `makerFee`, `liquidationFee` |\n| Market ID | Not available | `marketId` |\n| Min amounts | Not available | `minBaseAmount`, `minQuoteAmount` |\n\n#### HIP-3 Instruments\n\nHIP-3 instruments are derived from live market data and include mark price, open interest, and mid price:\n\n```typescript\n// List all HIP-3 instruments\nconst hip3Instruments = await client.hyperliquid.hip3.instruments.list();\nfor (const inst of hip3Instruments) {\n  console.log(`${inst.coin} (${inst.namespace}:${inst.ticker}): mark=${inst.markPrice}, OI=${inst.openInterest}`);\n}\n\n// Get specific HIP-3 instrument (case-sensitive)\nconst us500 = await client.hyperliquid.hip3.instruments.get('km:US500');\nconsole.log(`Mark price: ${us500.markPrice}`);\n```\n\n**Available HIP-3 Coins:**\n| Builder | Coins |\n|---------|-------|\n| xyz (Hyperliquid) | `xyz:XYZ100` |\n| km (Kinetiq Markets) | `km:US500`, `km:SMALL2000`, `km:GOOGL`, `km:USBOND`, `km:GOLD`, `km:USTECH`, `km:NVDA`, `km:SILVER`, `km:BABA` |\n\n#### HIP-4 Outcome Markets\n\nHIP-4 is Hyperliquid's binary outcome-market namespace. Each outcome has 2 sides (`#0` = Yes / side 0, `#1` = No / side 1, etc.). Markets are fully collateralized so there are no funding rates, no liquidations, and no candles by design. `mark_price` and `midPrice` are implied probabilities in `[0, 1]`, not USD prices.\n\n**Path encoding:** the backend accepts both the bare numeric form (`'0'`, `'1'`, ...) and the on-chain `#`-prefixed form (`'#0'`, `'#1'`, ...) — and `#`-prefixed is the canonical form returned by the API in `coin` fields. The SDK URL-encodes the value on the wire (`#` becomes `%23`) so the `#` form survives `fetch` (the WHATWG `URL` parser would otherwise treat `#` as a fragment delimiter and silently drop the rest of the path). Both forms are equivalent at the API; pass whichever is convenient.\n\n```typescript\n// Per-side instruments (one row per #N coin)\nconst sides = await client.hyperliquid.hip4.instruments.list();\nfor (const s of sides) {\n  console.log(`${s.symbol} (outcome ${s.outcomeId}/${s.side}): ${s.displayTitle}`);\n  console.log(`  slug: ${s.slug}, settled: ${s.isSettled}`);\n}\n\n// Per-outcome aggregates (one row per outcome)\nconst outcomes = await client.hyperliquid.hip4.listOutcomes({ isSettled: false, limit: 50 });\nfor (const o of outcomes.data) {\n  console.log(`outcome ${o.outcomeId}: ${o.displayTitle}`);\n  console.log(`  pair: ${o.outcomePair?.[0]} / ${o.outcomePair?.[1]}`);\n  console.log(`  expiry: ${o.expiry}, target: ${o.targetPrice}`);\n}\n\n// Detail (includes aggregatedOi)\nconst detail = await client.hyperliquid.hip4.getOutcome(0);\nconsole.log(detail.aggregatedOi?.outcomeDisplayOpenInterestContracts);\n\n// Slug-based lookup (per-outcome OR per-side slug)\nconst bySlug = await client.hyperliquid.hip4.getOutcomeBySlug('btc-above-78213-may-04-0600');\n\n// Slug-filter on listOutcomes\nconst filtered = await client.hyperliquid.hip4.listOutcomes({\n  slug: 'btc-above-78213-may-04-0600',\n});\n\n// Orderbook. Bare numeric form is recommended.\nconst ob = await client.hyperliquid.hip4.getOrderbook('0');\n// ob.midPrice is a probability ∈ [0, 1] — implied YES probability for #0.\n\n// Trades, OI, and prices\nconst trades = await client.hyperliquid.hip4.getTradesRecent('0', 50);\nconst oiNow = await client.hyperliquid.hip4.getOpenInterestCurrent('0');\nconst prices = await client.hyperliquid.hip4.getPrices('0', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n});\n\n// Convenience\nconst summary = await client.hyperliquid.hip4.getSummary('0');\nconst fresh = await client.hyperliquid.hip4.getFreshness('0');\n\n// L4\nconst l4 = await client.hyperliquid.hip4.getL4Orderbook('0');\nconst orders = await client.hyperliquid.hip4.getOrderHistory('0', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n});\n```\n\n> **No HIP-4 funding, liquidations, or candles.** These methods do not exist on `client.hyperliquid.hip4` by design. Don't expect them.\n\n#### Hyperliquid Spot\n\nSpot pairs live at `/v1/hyperliquid/spot` and `client.spot`. Symbols are dashed canonical (`HYPE-USDC`, `PURR-USDC`); the server resolves the dashed form to Hyperliquid's wire formats (`PURR/USDC`, `@107`) internally.\n\nSpot has **no funding, no open interest, no liquidations, and no candles** by design. Those are perpetual constructs. The SDK omits those resources from the spot client.\n\n```typescript\n// Pairs (one row per dashed symbol)\nconst pairs = await client.spot.pairs.list();\nconst hype = await client.spot.pairs.get('HYPE-USDC');\nconsole.log(`${hype.symbol}: mark=${hype.markPrice}, mid=${hype.midPrice}`);\n\n// Orderbook (live from 2026-05-05)\nconst ob = await client.spot.orderbook.get('HYPE-USDC');\nconsole.log(`${ob.coin} mid: ${ob.midPrice}`);\n\n// Orderbook history\nconst obHistory = await client.spot.orderbook.history('HYPE-USDC', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n  limit: 100,\n});\n\n// Trade history (S3 backfill from 2025-03-22)\nconst trades = await client.spot.trades.list('HYPE-USDC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000,\n});\n\n// Recent trades (real-time)\nconst recent = await client.spot.trades.recent('HYPE-USDC', 100);\n\n// L4 reconstruction (live from 2026-05-05)\nconst l4 = await client.spot.l4Orderbook.get('HYPE-USDC');\nconst diffs = await client.spot.l4Orderbook.diffs('HYPE-USDC', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n});\n\n// Order lifecycle events\nconst orders = await client.spot.orders.history('HYPE-USDC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n});\n\n// TWAP statuses by symbol or by user wallet\nconst bySymbol = await client.spot.twap.bySymbol('HYPE-USDC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n});\nconst byUser = await client.spot.twap.byUser('0xabc...', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n});\n\n// Per-symbol freshness across all spot data types\nconst fresh = await client.spot.freshness('HYPE-USDC');\nconsole.log(`Orderbook last updated: ${fresh.orderbook.lastUpdated}`);\n```\n\n> **Coverage caveats.** Spot trades go back to 2025-03-22 (the earliest date Hyperliquid published S3 spot fills). Pre-March 2025 spot history is unrecoverable from any free public archive. Spot orderbook, L4, and TWAP data are live-only from 2026-05-05; Hyperliquid does not publish historical spot orderbook data.\n\n### Funding Rates\n\n```typescript\n// Get current funding rate\nconst current = await client.hyperliquid.funding.current('BTC');\n\n// Get funding rate history (start is required)\nconst history = await client.hyperliquid.funding.history('ETH', {\n  start: Date.now() - 86400000 * 7,\n  end: Date.now()\n});\n\n// Get funding rate history with aggregation interval\nconst hourly = await client.hyperliquid.funding.history('BTC', {\n  start: Date.now() - 86400000 * 7,\n  end: Date.now(),\n  interval: '1h'\n});\n```\n\n#### Funding History Parameters\n\n| Parameter | Type | Required | Description |\n|-----------|------|----------|-------------|\n| `start` | `number \\| string` | Yes | Start timestamp (Unix ms or ISO string) |\n| `end` | `number \\| string` | Yes | End timestamp (Unix ms or ISO string) |\n| `cursor` | `number \\| string` | No | Cursor from previous response for pagination |\n| `limit` | `number` | No | Max results (default: 100, max: 1000) |\n| `interval` | `OiFundingInterval` | No | Aggregation interval: `'5m'`, `'15m'`, `'30m'`, `'1h'`, `'4h'`, `'1d'`. When omitted, raw ~1 min data is returned. |\n\n### Open Interest\n\n```typescript\n// Get current open interest\nconst current = await client.hyperliquid.openInterest.current('BTC');\n\n// Get open interest history (start is required)\nconst history = await client.hyperliquid.openInterest.history('ETH', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 100\n});\n\n// Get open interest history with aggregation interval\nconst hourly = await client.hyperliquid.openInterest.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1h'\n});\n```\n\n#### Open Interest History Parameters\n\n| Parameter | Type | Required | Description |\n|-----------|------|----------|-------------|\n| `start` | `number \\| string` | Yes | Start timestamp (Unix ms or ISO string) |\n| `end` | `number \\| string` | Yes | End timestamp (Unix ms or ISO string) |\n| `cursor` | `number \\| string` | No | Cursor from previous response for pagination |\n| `limit` | `number` | No | Max results (default: 100, max: 1000) |\n| `interval` | `OiFundingInterval` | No | Aggregation interval: `'5m'`, `'15m'`, `'30m'`, `'1h'`, `'4h'`, `'1d'`. When omitted, raw ~1 min data is returned. |\n\n### Liquidations\n\nGet historical liquidation events. Data available from May 2025 onwards for Hyperliquid, and from February 2026 for HIP-3.\n\n```typescript\n// Get liquidation history for a coin (Hyperliquid)\nconst liquidations = await client.hyperliquid.liquidations.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 100\n});\n\n// Paginate through all results\nconst allLiquidations = [...liquidations.data];\nwhile (liquidations.nextCursor) {\n  const next = await client.hyperliquid.liquidations.history('BTC', {\n    start: Date.now() - 86400000,\n    end: Date.now(),\n    cursor: liquidations.nextCursor,\n    limit: 1000\n  });\n  allLiquidations.push(...next.data);\n}\n\n// Get liquidations for a specific user\nconst userLiquidations = await client.hyperliquid.liquidations.byUser('0x1234...', {\n  start: Date.now() - 86400000 * 7,\n  end: Date.now(),\n  coin: 'BTC'  // optional filter\n});\n\n// HIP-3 liquidations (case-sensitive coins)\nconst hip3Liquidations = await client.hyperliquid.hip3.liquidations.history('km:US500', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 100\n});\n```\n\n### Liquidation Volume\n\nGet pre-aggregated liquidation volume in time-bucketed intervals. Returns total, long, and short USD volumes per bucket -- 100-1000x less data than individual liquidation records.\n\n```typescript\n// Get hourly liquidation volume for the last week (Hyperliquid)\nconst volume = await client.hyperliquid.liquidations.volume('BTC', {\n  start: Date.now() - 86400000 * 7,\n  end: Date.now(),\n  interval: '1h'  // 5m, 15m, 30m, 1h, 4h, 1d\n});\n\nfor (const bucket of volume.data) {\n  console.log(`${bucket.timestamp}: total=$${bucket.totalUsd}, long=$${bucket.longUsd}, short=$${bucket.shortUsd}`);\n}\n\n// HIP-3 liquidation volume (case-sensitive coins)\nconst hip3Volume = await client.hyperliquid.hip3.liquidations.volume('km:US500', {\n  start: Date.now() - 86400000 * 7,\n  end: Date.now(),\n  interval: '1h'\n});\n```\n\n### Orders\n\nAccess order history, order flow aggregations, and TP/SL (take-profit/stop-loss) orders. Available for Hyperliquid and HIP-3.\n\n```typescript\n// Get order history for a coin\nconst orders = await client.hyperliquid.orders.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000,\n  user: '0x1234...',    // optional: filter by user address\n  status: 'filled',     // optional: filter by status\n  order_type: 'limit',  // optional: filter by order type\n});\n\n// Paginate through all results\nconst allOrders = [...orders.data];\nwhile (orders.nextCursor) {\n  const next = await client.hyperliquid.orders.history('BTC', {\n    start: Date.now() - 86400000,\n    end: Date.now(),\n    cursor: orders.nextCursor,\n    limit: 1000\n  });\n  allOrders.push(...next.data);\n}\n\n// Get order flow (aggregated order activity over time)\nconst flow = await client.hyperliquid.orders.flow('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1h',  // optional aggregation interval\n  limit: 100\n});\n\n// Get TP/SL orders\nconst tpsl = await client.hyperliquid.orders.tpsl('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  user: '0x1234...',  // optional: filter by user\n  triggered: true,    // optional: filter by triggered status\n});\n\n// HIP-3 orders (case-sensitive coins)\nconst hip3Orders = await client.hyperliquid.hip3.orders.history('km:US500', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000\n});\n\nconst hip3Flow = await client.hyperliquid.hip3.orders.flow('km:US500', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1h'\n});\n\nconst hip3Tpsl = await client.hyperliquid.hip3.orders.tpsl('km:US500', {\n  start: Date.now() - 86400000,\n  end: Date.now()\n});\n```\n\n### L4 Order Book\n\nAccess L4 orderbook snapshots, diffs, and history. L4 data includes user attribution (who placed each order). Available for Hyperliquid and HIP-3.\n\n```typescript\n// Get current L4 orderbook snapshot\nconst l4Ob = await client.hyperliquid.l4Orderbook.get('BTC');\n\n// Get L4 orderbook at a specific timestamp with custom depth\nconst l4Historical = await client.hyperliquid.l4Orderbook.get('BTC', {\n  timestamp: 1704067200000,\n  depth: 20\n});\n\n// Get L4 orderbook diffs (incremental updates)\nconst diffs = await client.hyperliquid.l4Orderbook.diffs('BTC', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n  limit: 1000\n});\n\n// Paginate through diffs\nconst allDiffs = [...diffs.data];\nwhile (diffs.nextCursor) {\n  const next = await client.hyperliquid.l4Orderbook.diffs('BTC', {\n    start: Date.now() - 3600000,\n    end: Date.now(),\n    cursor: diffs.nextCursor,\n    limit: 1000\n  });\n  allDiffs.push(...next.data);\n}\n\n// Get L4 orderbook history (full snapshots over time)\nconst l4History = await client.hyperliquid.l4Orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000\n});\n\n// HIP-3 L4 orderbook (case-sensitive coins)\nconst hip3L4 = await client.hyperliquid.hip3.l4Orderbook.get('km:US500');\n\nconst hip3L4Diffs = await client.hyperliquid.hip3.l4Orderbook.diffs('km:US500', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n  limit: 1000\n});\n\nconst hip3L4History = await client.hyperliquid.hip3.l4Orderbook.history('km:US500', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000\n});\n```\n\n### L3 Order Book (Lighter only)\n\nAccess L3 orderbook snapshots and history from Lighter.xyz. L3 data includes individual order-level detail.\n\n```typescript\n// Get current L3 orderbook\nconst l3Ob = await client.lighter.l3Orderbook.get('BTC');\n\n// Get L3 orderbook at a specific timestamp with custom depth\nconst l3Historical = await client.lighter.l3Orderbook.get('BTC', {\n  timestamp: 1704067200000,\n  depth: 20\n});\n\n// Get L3 orderbook history\nconst l3History = await client.lighter.l3Orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000\n});\n\n// Paginate through L3 history\nconst allL3 = [...l3History.data];\nwhile (l3History.nextCursor) {\n  const next = await client.lighter.l3Orderbook.history('BTC', {\n    start: Date.now() - 86400000,\n    end: Date.now(),\n    cursor: l3History.nextCursor,\n    limit: 1000\n  });\n  allL3.push(...next.data);\n}\n```\n\n### L2 Order Book (Full-Depth)\n\nAccess L2 full-depth orderbook derived from L4 data. Available for Hyperliquid and HIP-3.\n\n```typescript\n// L2 full-depth orderbook\nconst l2 = await client.hyperliquid.l2Orderbook.get('BTC');\n\n// L2 orderbook at a specific timestamp with depth\nconst l2Historical = await client.hyperliquid.l2Orderbook.get('BTC', {\n  timestamp: 1704067200000,\n  depth: 50\n});\n\n// L2 orderbook history\nconst l2History = await client.hyperliquid.l2Orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  limit: 1000\n});\n\n// L2 tick-level diffs\nconst l2Diffs = await client.hyperliquid.l2Orderbook.diffs('BTC', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n  limit: 1000\n});\n\n// HIP-3 L2 orderbook\nconst hip3L2 = await client.hyperliquid.hip3.l2Orderbook.get('km:US500');\n```\n\n### Freshness\n\nCheck when each data type was last updated for a specific coin. Useful for verifying data recency before pulling it. Available across venue APIs.\n\n```typescript\n// Hyperliquid\nconst freshness = await client.hyperliquid.freshness('BTC');\nconsole.log(`Orderbook last updated: ${freshness.orderbook.lastUpdated}, lag: ${freshness.orderbook.lagMs}ms`);\nconsole.log(`Trades last updated: ${freshness.trades.lastUpdated}, lag: ${freshness.trades.lagMs}ms`);\nconsole.log(`Funding last updated: ${freshness.funding.lastUpdated}`);\nconsole.log(`OI last updated: ${freshness.openInterest.lastUpdated}`);\n\n// Lighter.xyz\nconst lighterFreshness = await client.lighter.freshness('BTC');\n\n// HIP-3 (case-sensitive coins)\nconst hip3Freshness = await client.hyperliquid.hip3.freshness('km:US500');\n```\n\n### Summary\n\nGet a combined market snapshot in a single call -- mark/oracle price, funding rate, open interest, 24h volume, and 24h liquidation volumes.\n\n```typescript\n// Hyperliquid (includes volume + liquidation data)\nconst summary = await client.hyperliquid.summary('BTC');\nconsole.log(`Mark price: ${summary.markPrice}`);\nconsole.log(`Oracle price: ${summary.oraclePrice}`);\nconsole.log(`Funding rate: ${summary.fundingRate}`);\nconsole.log(`Open interest: ${summary.openInterest}`);\nconsole.log(`24h volume: ${summary.volume24h}`);\nconsole.log(`24h liquidation volume: $${summary.liquidationVolume24h}`);\nconsole.log(`  Long: $${summary.longLiquidationVolume24h}`);\nconsole.log(`  Short: $${summary.shortLiquidationVolume24h}`);\n\n// Lighter.xyz (price, funding, OI — no volume/liquidation data)\nconst lighterSummary = await client.lighter.summary('BTC');\n\n// HIP-3 (includes mid_price — case-sensitive coins)\nconst hip3Summary = await client.hyperliquid.hip3.summary('km:US500');\nconsole.log(`Mid price: ${hip3Summary.midPrice}`);\n```\n\n### Price History\n\nGet mark, oracle, and mid price history over time. Supports aggregation intervals. Data projected from open interest records.\n\n```typescript\n// Hyperliquid: available from April 2023\nconst prices = await client.hyperliquid.priceHistory('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1h'  // 5m, 15m, 30m, 1h, 4h, 1d\n});\n\nfor (const snapshot of prices.data) {\n  console.log(`${snapshot.timestamp}: mark=${snapshot.markPrice}, oracle=${snapshot.oraclePrice}, mid=${snapshot.midPrice}`);\n}\n\n// Lighter.xyz\nconst lighterPrices = await client.lighter.priceHistory('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1h'\n});\n\n// HIP-3 (case-sensitive coins)\nconst hip3Prices = await client.hyperliquid.hip3.priceHistory('km:US500', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1d'\n});\n\n// Paginate for larger ranges\nlet result = await client.hyperliquid.priceHistory('BTC', {\n  start: Date.now() - 86400000 * 30,\n  end: Date.now(),\n  interval: '4h',\n  limit: 1000\n});\nwhile (result.nextCursor) {\n  result = await client.hyperliquid.priceHistory('BTC', {\n    start: Date.now() - 86400000 * 30,\n    end: Date.now(),\n    interval: '4h',\n    cursor: result.nextCursor,\n    limit: 1000\n  });\n}\n```\n\n### Candles (OHLCV)\n\nGet historical OHLCV candle data aggregated from trades.\n\n```typescript\n// Get candle history (start is required)\nconst candles = await client.hyperliquid.candles.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1h',  // 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w\n  limit: 100\n});\n\n// Iterate through candles\nfor (const candle of candles.data) {\n  console.log(`${candle.timestamp}: O=${candle.open} H=${candle.high} L=${candle.low} C=${candle.close} V=${candle.volume}`);\n}\n\n// Cursor-based pagination for large datasets\nlet result = await client.hyperliquid.candles.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '1m',\n  limit: 1000\n});\nconst allCandles = [...result.data];\nwhile (result.nextCursor) {\n  result = await client.hyperliquid.candles.history('BTC', {\n    start: Date.now() - 86400000,\n    end: Date.now(),\n    interval: '1m',\n    cursor: result.nextCursor,\n    limit: 1000\n  });\n  allCandles.push(...result.data);\n}\n\n// Lighter.xyz candles\nconst lighterCandles = await client.lighter.candles.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  interval: '15m'\n});\n```\n\n#### Available Intervals\n\n| Interval | Description |\n|----------|-------------|\n| `1m` | 1 minute |\n| `5m` | 5 minutes |\n| `15m` | 15 minutes |\n| `30m` | 30 minutes |\n| `1h` | 1 hour (default) |\n| `4h` | 4 hours |\n| `1d` | 1 day |\n| `1w` | 1 week |\n\n### Data Quality Monitoring\n\nMonitor data coverage, incidents, latency, and SLA compliance across venue APIs.\n\n```typescript\n// Get overall system health status\nconst status = await client.dataQuality.status();\nconsole.log(`System status: ${status.status}`);\nfor (const [exchange, info] of Object.entries(status.exchanges)) {\n  console.log(`  ${exchange}: ${info.status}`);\n}\n\n// Get data coverage summary for venue APIs\nconst coverage = await client.dataQuality.coverage();\nfor (const exchange of coverage.exchanges) {\n  console.log(`${exchange.exchange}:`);\n  for (const [dtype, info] of Object.entries(exchange.dataTypes)) {\n    console.log(`  ${dtype}: ${info.totalRecords.toLocaleString()} records, ${info.completeness}% complete`);\n  }\n}\n\n// Get symbol-specific coverage with gap detection\nconst btc = await client.dataQuality.symbolCoverage('hyperliquid', 'BTC');\nconst oi = btc.dataTypes.open_interest;\nconsole.log(`BTC OI completeness: ${oi.completeness}%`);\nconsole.log(`Historical coverage: ${oi.historicalCoverage}%`);  // Hour-level granularity\nconsole.log(`Gaps found: ${oi.gaps.length}`);\nfor (const gap of oi.gaps.slice(0, 5)) {\n  console.log(`  ${gap.durationMinutes} min gap: ${gap.start} -> ${gap.end}`);\n}\n\n// Check empirical data cadence (when available)\nconst ob = btc.dataTypes.orderbook;\nif (ob.cadence) {\n  console.log(`Orderbook cadence: ~${ob.cadence.medianIntervalSeconds}s median, p95=${ob.cadence.p95IntervalSeconds}s`);\n}\n\n// Time-bounded gap detection (last 7 days)\nconst weekAgo = Date.now() - 7 * 24 * 60 * 60 * 1000;\nconst btc7d = await client.dataQuality.symbolCoverage('hyperliquid', 'BTC', {\n  from: weekAgo,\n  to: Date.now(),\n});\n\n// List incidents with filtering\nconst result = await client.dataQuality.listIncidents({ status: 'open' });\nfor (const incident of result.incidents) {\n  console.log(`[${incident.severity}] ${incident.title}`);\n}\n\n// Get latency metrics\nconst latency = await client.dataQuality.latency();\nfor (const [exchange, metrics] of Object.entries(latency.exchanges)) {\n  console.log(`${exchange}: OB lag ${metrics.dataFreshness.orderbookLagMs}ms`);\n}\n\n// Get SLA compliance metrics for a specific month\nconst sla = await client.dataQuality.sla({ year: 2026, month: 1 });\nconsole.log(`Period: ${sla.period}`);\nconsole.log(`Uptime: ${sla.actual.uptime}% (${sla.actual.uptimeStatus})`);\nconsole.log(`API P99: ${sla.actual.apiLatencyP99Ms}ms (${sla.actual.latencyStatus})`);\n```\n\n#### Data Quality Endpoints\n\n| Method | Description |\n|--------|-------------|\n| `status()` | Overall system health and per-exchange status |\n| `coverage()` | Data coverage summary for venue APIs |\n| `exchangeCoverage(exchange)` | Coverage details for a specific exchange |\n| `symbolCoverage(exchange, symbol, options?)` | Coverage with gap detection, cadence, and historical coverage |\n| `listIncidents(params)` | List incidents with filtering and pagination |\n| `getIncident(incidentId)` | Get specific incident details |\n| `latency()` | Current latency metrics (WebSocket, REST, data freshness) |\n| `sla(params)` | SLA compliance metrics for a specific month |\n\n**Note:** Data Quality endpoints (`coverage()`, `exchangeCoverage()`, `symbolCoverage()`) perform complex aggregation queries and may take 30-60 seconds on first request (results are cached server-side for 5 minutes). If you encounter timeout errors, create a client with a longer timeout:\n\n```typescript\nconst client = new OxArchive({\n  apiKey: '0xa_your_api_key',\n  timeout: 60000  // 60 seconds for data quality endpoints\n});\n```\n\n### Web3 Authentication\n\nGet API keys programmatically using an Ethereum wallet. No browser or email required.\n\n#### Free Tier (SIWE)\n\n```typescript\nimport { createWalletClient, http } from 'viem';\nimport { privateKeyToAccount } from 'viem/accounts';\nimport { mainnet } from 'viem/chains';\n\nconst account = privateKeyToAccount('0xYOUR_PRIVATE_KEY');\nconst walletClient = createWalletClient({ account, chain: mainnet, transport: http() });\n\n// 1. Get SIWE challenge\nconst challenge = await client.web3.challenge(account.address);\n\n// 2. Sign with personal_sign (EIP-191)\nconst signature = await walletClient.signMessage({ message: challenge.message });\n\n// 3. Submit → receive API key\nconst result = await client.web3.signup(challenge.message, signature);\nconsole.log(result.apiKey); // \"0xa_...\"\n```\n\n#### Paid Tier (x402 USDC on Base)\n\n```typescript\nimport { createWalletClient, http, encodePacked } from 'viem';\nimport { privateKeyToAccount } from 'viem/accounts';\nimport { base } from 'viem/chains';\nimport crypto from 'crypto';\n\nconst account = privateKeyToAccount('0xYOUR_PRIVATE_KEY');\nconst walletClient = createWalletClient({ account, chain: base, transport: http() });\n\nconst USDC_ADDRESS = '0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913';\n\n// 1. Get pricing\nconst quote = await client.web3.subscribeQuote('build');\n// quote.amount = \"49000000\" ($49 USDC), quote.payTo = \"0x...\"\n\n// 2. Build & sign EIP-3009 transferWithAuthorization\nconst nonce = `0x${crypto.randomBytes(32).toString('hex')}` as `0x${string}`;\nconst validAfter = 0n;\nconst validBefore = BigInt(Math.floor(Date.now() / 1000) + 3600);\n\nconst signature = await walletClient.signTypedData({\n  domain: {\n    name: 'USD Coin',\n    version: '2',\n    chainId: 8453,\n    verifyingContract: USDC_ADDRESS,\n  },\n  types: {\n    TransferWithAuthorization: [\n      { name: 'from', type: 'address' },\n      { name: 'to', type: 'address' },\n      { name: 'value', type: 'uint256' },\n      { name: 'validAfter', type: 'uint256' },\n      { name: 'validBefore', type: 'uint256' },\n      { name: 'nonce', type: 'bytes32' },\n    ],\n  },\n  primaryType: 'TransferWithAuthorization',\n  message: {\n    from: account.address,\n    to: quote.payTo as `0x${string}`,\n    value: BigInt(quote.amount),\n    validAfter,\n    validBefore,\n    nonce,\n  },\n});\n\n// 3. Build x402 payment envelope and base64-encode\nconst paymentPayload = btoa(JSON.stringify({\n  x402Version: 2,\n  payload: {\n    signature,\n    authorization: {\n      from: account.address,\n      to: quote.payTo,\n      value: quote.amount,\n      validAfter: '0',\n      validBefore: validBefore.toString(),\n      nonce,\n    },\n  },\n}));\n\n// 4. Submit payment → receive API key + subscription\nconst sub = await client.web3.subscribe('build', paymentPayload);\nconsole.log(sub.apiKey, sub.tier, sub.expiresAt);\n```\n\n#### Key Management\n\n```typescript\n// List and revoke keys (requires a fresh SIWE signature)\nconst keys = await client.web3.listKeys(challenge.message, signature);\nawait client.web3.revokeKey(challenge.message, signature, keys.keys[0].id);\n```\n\n### Legacy API (Deprecated)\n\nThe following legacy methods are deprecated and will be removed in v2.0. They default to Hyperliquid data:\n\n```typescript\n// Deprecated - use client.hyperliquid.orderbook.get() instead\nconst orderbook = await client.orderbook.get('BTC');\n\n// Deprecated - use client.hyperliquid.trades.list() instead\nconst trades = await client.trades.list('BTC', { start, end });\n```\n\n## WebSocket Client\n\nThe WebSocket client supports two modes: real-time streaming and historical replay. For file-based historical exports, use the [Data Catalog](https://www.0xarchive.io/data).\n\n```typescript\nimport { OxArchiveWs } from '@0xarchive/sdk';\n\nconst ws = new OxArchiveWs({ apiKey: '0xa_your_api_key' });\n```\n\n### Real-time Streaming\n\nSubscribe to live market data from Hyperliquid.\n\n```typescript\nws.connect({\n  onOpen: () => console.log('Connected'),\n  onClose: (code, reason) => console.log(`Disconnected: ${code}`),\n  onError: (error) => console.error('Error:', error),\n});\n\n// Subscribe to channels\nws.subscribeOrderbook('BTC');\nws.subscribeTrades('ETH');\nws.subscribeTicker('SOL');\nws.subscribeAllTickers();\n\n// Handle real-time data with typed callbacks\nws.onOrderbook((coin, data) => {\n  console.log(`${coin} mid price: ${data.midPrice}`);\n});\n\nws.onTrades((coin, trades) => {\n  console.log(`${coin} new trades: ${trades.length}`);\n});\n\n// Unsubscribe when done\nws.unsubscribeOrderbook('BTC');\n\n// Disconnect\nws.disconnect();\n```\n\n### Historical Replay\n\nReplay historical data with original timing preserved. Perfect for backtesting.\n\n> **Important:** Replay data is delivered via `onHistoricalData()`, NOT `onTrades()` or `onOrderbook()`.\n> The real-time callbacks only receive live market data from subscriptions.\n\n```typescript\nconst ws = new OxArchiveWs({ apiKey: 'ox_...' });\nws.connect();\n\n// Handle replay data - this is where historical records arrive\nws.onHistoricalData((coin, timestamp, data) => {\n  console.log(`${new Date(timestamp).toISOString()}: ${data.midPrice}`);\n});\n\n// Replay lifecycle events\nws.onReplayStart((channel, coin, start, end, speed) => {\n  console.log(`Starting replay: ${channel}/${coin} at ${speed}x`);\n});\n\nws.onReplayComplete((channel, coin, recordsSent) => {\n  console.log(`Replay complete: ${recordsSent} records`);\n});\n\n// Start replay at 10x speed\nws.replay('orderbook', 'BTC', {\n  start: Date.now() - 86400000,  // 24 hours ago\n  end: Date.now(),               // Optional, defaults to now\n  speed: 10                       // Optional, defaults to 1x\n});\n\n// Lighter.xyz replay with granularity\nws.replay('orderbook', 'BTC', {\n  start: Date.now() - 86400000,\n  speed: 10,\n  granularity: '10s'  // Options: 'checkpoint', '30s', '10s', '1s', 'tick'\n});\n\n// Handle tick-level data (granularity='tick')\nws.onHistoricalTickData((coin, checkpoint, deltas) => {\n  console.log(`Checkpoint: ${checkpoint.bids.length} bids`);\n  console.log(`Deltas: ${deltas.length} updates`);\n  // Apply deltas to checkpoint to reconstruct orderbook at any point\n});\n\n// Control playback\nws.replayPause();\nws.replayResume();\nws.replaySeek(1704067200000);  // Jump to timestamp\nws.replayStop();\n```\n\n### Gap Detection\n\nDuring historical replay, the server automatically detects gaps in the data and notifies the client. This helps identify periods where data may be missing.\n\n```typescript\n// Handle gap notifications during replay\nws.onGap((channel, coin, gapStart, gapEnd, durationMinutes) => {\n  console.log(`Gap detected in ${channel}/${coin}:`);\n  console.log(`  From: ${new Date(gapStart).toISOString()}`);\n  console.log(`  To: ${new Date(gapEnd).toISOString()}`);\n  console.log(`  Duration: ${durationMinutes} minutes`);\n});\n\n// Start replay - gaps will be reported via onGap callback\nws.replay('orderbook', 'BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  speed: 10\n});\n```\n\nGap thresholds vary by channel:\n- **orderbook**, **candles**, **liquidations**: 2 minutes\n- **trades**: 60 minutes (trades can naturally have longer gaps during low activity periods)\n\n### WebSocket Configuration\n\n```typescript\nconst ws = new OxArchiveWs({\n  apiKey: '0xa_your_api_key',          // Required\n  wsUrl: 'wss://api.0xarchive.io/ws', // Optional\n  autoReconnect: true,                // Auto-reconnect on disconnect (default: true)\n  reconnectDelay: 1000,               // Initial reconnect delay in ms (default: 1000)\n  maxReconnectAttempts: 10,           // Max reconnect attempts (default: 10)\n  pingInterval: 30000,                // Keep-alive ping interval in ms (default: 30000)\n});\n```\n\n### Available Channels\n\n#### Hyperliquid Channels\n\n| Channel | Description | Requires Coin | Mode |\n|---------|-------------|---------------|-------------------|\n| `orderbook` | L2 order book updates | Yes | Realtime + replay |\n| `trades` | Trade/fill updates | Yes | Realtime + replay |\n| `candles` | OHLCV candle data | Yes | Replay only |\n| `liquidations` | Liquidation events (May 2025+) | Yes | Realtime + replay (live as of 1.6.0) |\n| `open_interest` | Open interest snapshots | Yes | Replay/stream only |\n| `funding` | Funding rate snapshots | Yes | Replay/stream only |\n| `ticker` | Price and 24h volume | Yes | Real-time only |\n| `all_tickers` | All market tickers | No | Real-time only |\n| `l4_diffs` | L4 orderbook diffs with user attribution | Yes | Real-time only |\n| `l4_orders` | Order lifecycle events with user attribution | Yes | Real-time only |\n\nEach `liquidations` data message is a fill row with `is_liquidation: true` — the wire shape matches `trades` exactly. Use `onLiquidations` to receive a parsed `Trade[]`.\n\n#### HIP-3 Builder Perps Channels\n\n| Channel | Description | Requires Coin | Mode |\n|---------|-------------|---------------|-------------------|\n| `hip3_orderbook` | HIP-3 L2 order book snapshots | Yes | Realtime + replay |\n| `hip3_trades` | HIP-3 trade/fill updates | Yes | Realtime + replay |\n| `hip3_candles` | HIP-3 OHLCV candle data | Yes | Realtime + replay |\n| `hip3_open_interest` | HIP-3 open interest snapshots | Yes | Replay/stream only |\n| `hip3_funding` | HIP-3 funding rate snapshots | Yes | Replay/stream only |\n| `hip3_liquidations` | HIP-3 liquidation events (Feb 2026+) | Yes | Realtime + replay (live as of 1.6.0) |\n| `hip3_l4_diffs` | HIP-3 L4 orderbook diffs | Yes | Real-time only |\n| `hip3_l4_orders` | HIP-3 order lifecycle events | Yes | Real-time only |\n\n> **Note:** HIP-3 coins are case-sensitive (e.g., `km:US500`, `xyz:XYZ100`). Do not uppercase them.\n\n#### HIP-4 Outcome-Market Channels\n\n| Channel | Description | Requires Coin | Mode |\n|---------|-------------|---------------|-------------------|\n| `hip4_orderbook` | HIP-4 L2 order book snapshots | Yes | Realtime + replay |\n| `hip4_trades` | HIP-4 trade/fill updates | Yes | Realtime + replay |\n| `hip4_open_interest` | HIP-4 open interest (per side) | Yes | Realtime + replay |\n| `hip4_l4_diffs` | HIP-4 L4 orderbook diffs | Yes | Real-time only |\n| `hip4_l4_orders` | HIP-4 order lifecycle events | Yes | Real-time only |\n\nHIP-4 has no funding, no liquidations, no candles by design (markets settle to 0/1 at expiry). HIP-4 `mark_price` and `midPrice` are implied probabilities in `[0, 1]`, not USD prices.\n\nHIP-4 coins can be passed in either the bare numeric form (`'0'`, `'1'`) or the canonical `#`-prefixed form (`'#0'`, `'#1'`). The SDK URL-encodes `#` to `%23` on the wire so the path survives `fetch` parsing — pass whichever form is convenient.\n\n```typescript\nws.onOrderbook((coin, ob) => {\n  // For HIP-4, ob.midPrice is a probability ∈ [0, 1]\n  console.log(`${coin} implied probability: ${ob.midPrice}`);\n});\nws.subscribeHip4('hip4_orderbook', '0');\nws.subscribeHip4('hip4_trades', '#1');\n\n// Settlement signal — terminal for the coin\nws.onOutcomeSettled((coin, outcomeId, side, value, at) => {\n  console.log(`${coin} (outcome ${outcomeId} side ${side}) settled: ${value} at ${at}`);\n});\n```\n\n#### Hyperliquid Spot Channels\n\n| Channel | Description | Requires Coin | Mode |\n|---------|-------------|---------------|-------------------|\n| `spot_orderbook` | Spot L2 order book snapshots | Yes | Real-time only |\n| `spot_trades` | Spot trade/fill updates | Yes | Real-time only |\n| `spot_l4_diffs` | Spot L4 orderbook diffs | Yes | Real-time only |\n| `spot_l4_orders` | Spot order lifecycle events | Yes | Real-time only |\n| `spot_twap` | Spot TWAP statuses | Yes | Real-time only |\n\nSpot symbols are dashed canonical (`HYPE-USDC`, `PURR-USDC`). The server resolves the dashed form to wire format internally. Spot has no funding, no open interest, no liquidations, and no candles by design.\n\n```typescript\nws.onOrderbook((coin, ob) => {\n  console.log(`${coin} mid: ${ob.midPrice}`);\n});\nws.onTrades((coin, trades) => {\n  console.log(`${coin} got ${trades.length} trades`);\n});\n\nawait ws.connect();\nws.subscribeSpot('orderbook', 'HYPE-USDC');\nws.subscribeSpot('trades', 'HYPE-USDC');\n\n// L4 channels\nws.subscribeSpot('l4_diffs', 'HYPE-USDC');\nws.subscribeSpot('l4_orders', 'HYPE-USDC');\n\n// TWAP statuses\nws.subscribeSpot('twap', 'HYPE-USDC');\n```\n\n#### Live Liquidations\n\n```typescript\nimport { OxArchiveWs } from '@0xarchive/sdk';\n\nconst ws = new OxArchiveWs({ apiKey: 'ox_...' });\nws.onLiquidations((channel, coin, fills) => {\n  for (const f of fills) {\n    console.log(`${channel} ${coin}: ${f.side} ${f.size}@${f.price} liq`);\n  }\n});\nawait ws.connect();\n\nws.subscribeLiquidations('BTC');\nws.subscribeHip3Liquidations('hyna:BTC');\n```\n\n#### Lighter.xyz Channels\n\n| Channel | Description | Requires Coin | Historical Support |\n|---------|-------------|---------------|-------------------|\n| `lighter_orderbook` | Lighter L2 order book (reconstructed) | Yes | Yes |\n| `lighter_trades` | Lighter trade/fill updates | Yes | Yes |\n| `lighter_candles` | Lighter OHLCV candle data | Yes | Yes |\n| `lighter_open_interest` | Lighter open interest snapshots | Yes | Replay/stream only |\n| `lighter_funding` | Lighter funding rate snapshots | Yes | Replay/stream only |\n| `lighter_l3_orderbook` | Lighter L3 order-level orderbook | Yes | Yes |\n\n#### Candle Replay/Stream\n\n```typescript\n// Replay candles at 10x speed\nws.replay('candles', 'BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  speed: 10,\n  interval: '15m'  // 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w\n});\n\n// Lighter.xyz candles\nws.replay('lighter_candles', 'BTC', {\n  start: Date.now() - 86400000,\n  speed: 10,\n  interval: '5m'\n});\n```\n\n#### HIP-3 Replay\n\n```typescript\n// Replay HIP-3 orderbook at 50x speed\nws.replay('hip3_orderbook', 'km:US500', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n  speed: 50,\n});\n\n// HIP-3 candles\nws.replay('hip3_candles', 'km:US500', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  speed: 100,\n  interval: '1h'\n});\n```\n\n### Multi-Channel Replay\n\nReplay multiple data channels simultaneously with synchronized timing. Data from all channels is interleaved chronologically. Before the timeline begins, `replay_snapshot` messages provide the initial state for each channel at the start timestamp.\n\n```typescript\nconst ws = new OxArchiveWs({ apiKey: 'ox_...' });\nawait ws.connect();\n\n// Handle initial snapshots (sent before timeline data)\nws.onReplaySnapshot((channel, coin, timestamp, data) => {\n  console.log(`Initial ${channel} state at ${new Date(timestamp).toISOString()}`);\n  if (channel === 'orderbook') {\n    currentOrderbook = data;\n  } else if (channel === 'funding') {\n    currentFundingRate = data;\n  } else if (channel === 'open_interest') {\n    currentOI = data;\n  }\n});\n\n// Handle interleaved historical data\nws.onHistoricalData((coin, timestamp, data) => {\n  // The `channel` field on the raw message indicates which channel\n  // this data point belongs to\n  console.log(`${new Date(timestamp).toISOString()}: data received`);\n});\n\nws.onReplayComplete((channel, coin, count) => {\n  console.log(`Replay complete: ${count} records`);\n});\n\n// Start multi-channel replay\nws.multiReplay(['orderbook', 'trades', 'funding'], 'BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now(),\n  speed: 10\n});\n\n// Playback controls work the same as single-channel\nws.replayPause();\nws.replayResume();\nws.replaySeek(1704067200000);\nws.replayStop();\n```\n\n**Channels available for multi-channel replay:** All historical channels can be combined in a single multi-channel replay. This includes `orderbook`, `trades`, `candles`, `liquidations`, `open_interest`, `funding`, and their `lighter_*` and `hip3_*` variants.\n\n### WebSocket Connection States\n\n```typescript\nws.getState(); // 'disconnected' | 'connecting' | 'connected' | 'reconnecting'\nws.isConnected(); // boolean\n```\n\n## Timestamp Formats\n\nThe SDK accepts timestamps as Unix milliseconds or Date objects:\n\n```typescript\n// Unix milliseconds (recommended)\nclient.hyperliquid.orderbook.history('BTC', {\n  start: Date.now() - 86400000,\n  end: Date.now()\n});\n\n// Date objects (converted automatically)\nclient.hyperliquid.orderbook.history('BTC', {\n  start: new Date('2024-01-01'),\n  end: new Date('2024-01-02')\n});\n\n// WebSocket replay also accepts both\nws.replay('orderbook', 'BTC', {\n  start: Date.now() - 3600000,\n  end: Date.now(),\n  speed: 10\n});\n```\n\n## Error Handling\n\n```typescript\nimport { OxArchive, OxArchiveError } from '@0xarchive/sdk';\n\ntry {\n  const orderbook = await client.orderbook.get('INVALID');\n} catch (error) {\n  if (error instanceof OxArchiveError) {\n    console.error(`API Error: ${error.message}`);\n    console.error(`Status Code: ${error.code}`);\n    console.error(`Request ID: ${error.requestId}`);\n  }\n}\n```\n\n## TypeScript Support\n\nFull TypeScript support with exported types:\n\n```typescript\nimport type {\n  OrderBook,\n  PriceLevel,\n  Trade,\n  Candle,\n  Instrument,\n  LighterInstrument,\n  Hip3Instrument,\n  LighterGranularity,\n  FundingRate,\n  OpenInterest,\n  Liquidation,\n  LiquidationVolume,\n  CoinFreshness,\n  CoinSummary,\n  PriceSnapshot,\n  CursorResponse,\n  WsOptions,\n  WsChannel,\n  WsConnectionState,\n  WsReplaySnapshot,\n  // Orderbook reconstruction\n  OrderbookDelta,\n  TickData,\n  ReconstructedOrderBook,\n  ReconstructOptions,\n  TickHistoryParams,\n} from '@0xarchive/sdk';\n\n// Import reconstructor class\nimport { OrderBookReconstructor } from '@0xarchive/sdk';\n```\n\n## Runtime Validation\n\nEnable Zod schema validation for API responses:\n\n```typescript\nconst client = new OxArchive({\n  apiKey: '0xa_your_api_key',\n  validate: true  // Enable runtime validation\n});\n```\n\nWhen enabled, responses are validated against Zod schemas and throw `OxArchiveError` with status 422 if validation fails.\n\n## Data Catalog\n\nFor large-scale data exports (full order books, complete trade history, etc.), use the [Data Catalog](https://www.0xarchive.io/data). It lets you choose markets, datasets, and date ranges, see a live quote, and export zstd-compressed Parquet.\n\n## Links\n\n- [API Docs](https://www.0xarchive.io/docs)\n- [Python SDK](https://pypi.org/project/oxarchive/)\n- [Rust SDK](https://crates.io/crates/oxarchive)\n- [CLI](https://npmjs.com/package/@0xarchive/cli)\n- [MCP Server](https://mcp.0xarchive.io) (or [self-host](https://npmjs.com/package/@0xarchive/mcp-server))\n- [0xArchive Skill](https://github.com/0xArchiveIO/0xarchive-skill)\n- [Examples](https://github.com/0xArchiveIO/examples)\n\n## Requirements\n\n- Node.js 18+ or modern browsers with `fetch` and `WebSocket` support\n\n## License\n\nMIT\n","readmeFilename":"README.md"}