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Official TypeScript SDK for 0xarchive - Historical Market Data API (Hyperliquid, Lighter.xyz)

Package Exports

  • @0xarchive/sdk

Readme

@0xarchive/sdk

Official TypeScript/JavaScript SDK for 0xarchive - Historical Market Data API.

Supports multiple exchanges:

  • Hyperliquid - Perpetuals data from April 2023
  • Lighter.xyz - Perpetuals data (August 2025+ for fills, Jan 2026+ for OB, OI, Funding Rate)

Installation

npm install @0xarchive/sdk
# or
yarn add @0xarchive/sdk
# or
pnpm add @0xarchive/sdk

Quick Start

import { OxArchive } from '@0xarchive/sdk';

const client = new OxArchive({ apiKey: 'ox_your_api_key' });

// Hyperliquid data
const hlOrderbook = await client.hyperliquid.orderbook.get('BTC');
console.log(`Hyperliquid BTC mid price: ${hlOrderbook.midPrice}`);

// Lighter.xyz data
const lighterOrderbook = await client.lighter.orderbook.get('BTC');
console.log(`Lighter BTC mid price: ${lighterOrderbook.midPrice}`);

// Get historical order book snapshots
const history = await client.hyperliquid.orderbook.history('ETH', {
  start: Date.now() - 86400000, // 24 hours ago
  end: Date.now(),
  limit: 100
});

Configuration

const client = new OxArchive({
  apiKey: 'ox_your_api_key',       // Required
  baseUrl: 'https://api.0xarchive.io',  // Optional
  timeout: 30000,                   // Optional, request timeout in ms (default: 30000)
  validate: false,                  // Optional, enable Zod schema validation
});

REST API Reference

All examples use client.hyperliquid.* but the same methods are available on client.lighter.* for Lighter.xyz data.

Order Book

// Get current order book (Hyperliquid)
const orderbook = await client.hyperliquid.orderbook.get('BTC');

// Get current order book (Lighter.xyz)
const lighterOb = await client.lighter.orderbook.get('BTC');

// Get order book at specific timestamp with custom depth
const historical = await client.hyperliquid.orderbook.get('BTC', {
  timestamp: 1704067200000,
  depth: 20  // Number of levels per side
});

// Get historical snapshots (start is required)
const history = await client.hyperliquid.orderbook.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  limit: 1000
});

Orderbook Depth Limits

The depth parameter controls how many price levels are returned per side. Tier-based limits apply:

Tier Max Depth
Free 20
Build 50
Pro 100
Enterprise Full Depth

Note: Hyperliquid source data only contains 20 levels. Higher limits apply to Lighter.xyz data.

Lighter Orderbook Granularity

Lighter.xyz orderbook history supports a granularity parameter for different data resolutions. Tier restrictions apply.

Granularity Interval Tier Required Credit Multiplier
checkpoint ~60s Free+ 1x
30s 30s Build+ 2x
10s 10s Build+ 3x
1s 1s Pro+ 10x
tick tick-level Enterprise 20x
// Get Lighter orderbook history with 10s resolution (Build+ tier)
const history = await client.lighter.orderbook.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  granularity: '10s'
});

// Get 1-second resolution (Pro+ tier)
const history = await client.lighter.orderbook.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  granularity: '1s'
});

// Tick-level data (Enterprise tier) - returns checkpoint + raw deltas
const history = await client.lighter.orderbook.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  granularity: 'tick'
});

Note: The granularity parameter is ignored for Hyperliquid orderbook history.

Trades

The trades API uses cursor-based pagination for efficient retrieval of large datasets.

// Get trade history with cursor-based pagination
let result = await client.hyperliquid.trades.list('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  limit: 1000
});

// Paginate through all results
const allTrades = [...result.data];
while (result.nextCursor) {
  result = await client.hyperliquid.trades.list('BTC', {
    start: Date.now() - 86400000,
    end: Date.now(),
    cursor: result.nextCursor,
    limit: 1000
  });
  allTrades.push(...result.data);
}

// Get recent trades (Lighter only - has real-time data)
const recent = await client.lighter.trades.recent('BTC', 100);

Instruments

// List all trading instruments (Hyperliquid)
const instruments = await client.hyperliquid.instruments.list();

// Get specific instrument details
const btc = await client.hyperliquid.instruments.get('BTC');
console.log(`BTC size decimals: ${btc.szDecimals}`);

Lighter.xyz Instruments

Lighter instruments have a different schema with additional fields for fees, market IDs, and minimum order amounts:

// List Lighter instruments (returns LighterInstrument, not Instrument)
const lighterInstruments = await client.lighter.instruments.list();

// Get specific Lighter instrument
const eth = await client.lighter.instruments.get('ETH');
console.log(`ETH taker fee: ${eth.takerFee}`);
console.log(`ETH maker fee: ${eth.makerFee}`);
console.log(`ETH market ID: ${eth.marketId}`);
console.log(`ETH min base amount: ${eth.minBaseAmount}`);

Key differences:

Field Hyperliquid (Instrument) Lighter (LighterInstrument)
Symbol name symbol
Size decimals szDecimals sizeDecimals
Fee info Not available takerFee, makerFee, liquidationFee
Market ID Not available marketId
Min amounts Not available minBaseAmount, minQuoteAmount

Funding Rates

// Get current funding rate
const current = await client.hyperliquid.funding.current('BTC');

// Get funding rate history (start is required)
const history = await client.hyperliquid.funding.history('ETH', {
  start: Date.now() - 86400000 * 7,
  end: Date.now()
});

Open Interest

// Get current open interest
const current = await client.hyperliquid.openInterest.current('BTC');

// Get open interest history (start is required)
const history = await client.hyperliquid.openInterest.history('ETH', {
  start: Date.now() - 86400000,
  end: Date.now(),
  limit: 100
});

Liquidations (Hyperliquid only)

Get historical liquidation events. Data available from May 2025 onwards.

// Get liquidation history for a coin
const liquidations = await client.hyperliquid.liquidations.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  limit: 100
});

// Paginate through all results
const allLiquidations = [...liquidations.data];
while (liquidations.nextCursor) {
  const next = await client.hyperliquid.liquidations.history('BTC', {
    start: Date.now() - 86400000,
    end: Date.now(),
    cursor: liquidations.nextCursor,
    limit: 1000
  });
  allLiquidations.push(...next.data);
}

// Get liquidations for a specific user
const userLiquidations = await client.hyperliquid.liquidations.byUser('0x1234...', {
  start: Date.now() - 86400000 * 7,
  end: Date.now(),
  coin: 'BTC'  // optional filter
});

Candles (OHLCV)

Get historical OHLCV candle data aggregated from trades.

// Get candle history (start is required)
const candles = await client.hyperliquid.candles.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  interval: '1h',  // 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w
  limit: 100
});

// Iterate through candles
for (const candle of candles.data) {
  console.log(`${candle.timestamp}: O=${candle.open} H=${candle.high} L=${candle.low} C=${candle.close} V=${candle.volume}`);
}

// Cursor-based pagination for large datasets
let result = await client.hyperliquid.candles.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  interval: '1m',
  limit: 1000
});
const allCandles = [...result.data];
while (result.nextCursor) {
  result = await client.hyperliquid.candles.history('BTC', {
    start: Date.now() - 86400000,
    end: Date.now(),
    interval: '1m',
    cursor: result.nextCursor,
    limit: 1000
  });
  allCandles.push(...result.data);
}

// Lighter.xyz candles
const lighterCandles = await client.lighter.candles.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  interval: '15m'
});

Available Intervals

Interval Description
1m 1 minute
5m 5 minutes
15m 15 minutes
30m 30 minutes
1h 1 hour (default)
4h 4 hours
1d 1 day
1w 1 week

Data Quality Monitoring

Monitor data coverage, incidents, latency, and SLA compliance across all exchanges.

// Get overall system health status
const status = await client.dataQuality.status();
console.log(`System status: ${status.status}`);
for (const [exchange, info] of Object.entries(status.exchanges)) {
  console.log(`  ${exchange}: ${info.status}`);
}

// Get data coverage summary for all exchanges
const coverage = await client.dataQuality.coverage();
for (const exchange of coverage.exchanges) {
  console.log(`${exchange.exchange}:`);
  for (const [dtype, info] of Object.entries(exchange.dataTypes)) {
    console.log(`  ${dtype}: ${info.totalRecords.toLocaleString()} records, ${info.completeness}% complete`);
  }
}

// Get symbol-specific coverage with gap detection
const btc = await client.dataQuality.symbolCoverage('hyperliquid', 'BTC');
const oi = btc.dataTypes.open_interest;
console.log(`BTC OI completeness: ${oi.completeness}%`);
console.log(`Gaps found: ${oi.gaps.length}`);
for (const gap of oi.gaps.slice(0, 5)) {
  console.log(`  ${gap.durationMinutes} min gap: ${gap.start} -> ${gap.end}`);
}

// List incidents with filtering
const result = await client.dataQuality.listIncidents({ status: 'open' });
for (const incident of result.incidents) {
  console.log(`[${incident.severity}] ${incident.title}`);
}

// Get latency metrics
const latency = await client.dataQuality.latency();
for (const [exchange, metrics] of Object.entries(latency.exchanges)) {
  console.log(`${exchange}: OB lag ${metrics.dataFreshness.orderbookLagMs}ms`);
}

// Get SLA compliance metrics for a specific month
const sla = await client.dataQuality.sla({ year: 2026, month: 1 });
console.log(`Period: ${sla.period}`);
console.log(`Uptime: ${sla.actual.uptime}% (${sla.actual.uptimeStatus})`);
console.log(`API P99: ${sla.actual.apiLatencyP99Ms}ms (${sla.actual.latencyStatus})`);

Data Quality Endpoints

Method Description
status() Overall system health and per-exchange status
coverage() Data coverage summary for all exchanges
exchangeCoverage(exchange) Coverage details for a specific exchange
symbolCoverage(exchange, symbol) Coverage with gap detection for specific symbol
listIncidents(params) List incidents with filtering and pagination
getIncident(incidentId) Get specific incident details
latency() Current latency metrics (WebSocket, REST, data freshness)
sla(params) SLA compliance metrics for a specific month

Legacy API (Deprecated)

The following legacy methods are deprecated and will be removed in v2.0. They default to Hyperliquid data:

// Deprecated - use client.hyperliquid.orderbook.get() instead
const orderbook = await client.orderbook.get('BTC');

// Deprecated - use client.hyperliquid.trades.list() instead
const trades = await client.trades.list('BTC', { start, end });

WebSocket Client

The WebSocket client supports three modes: real-time streaming, historical replay, and bulk streaming.

import { OxArchiveWs } from '@0xarchive/sdk';

const ws = new OxArchiveWs({ apiKey: 'ox_your_api_key' });

Real-time Streaming

Subscribe to live market data from Hyperliquid.

ws.connect({
  onOpen: () => console.log('Connected'),
  onClose: (code, reason) => console.log(`Disconnected: ${code}`),
  onError: (error) => console.error('Error:', error),
});

// Subscribe to channels
ws.subscribeOrderbook('BTC');
ws.subscribeTrades('ETH');
ws.subscribeTicker('SOL');
ws.subscribeAllTickers();

// Handle real-time data with typed callbacks
ws.onOrderbook((coin, data) => {
  console.log(`${coin} mid price: ${data.midPrice}`);
});

ws.onTrades((coin, trades) => {
  console.log(`${coin} new trades: ${trades.length}`);
});

// Unsubscribe when done
ws.unsubscribeOrderbook('BTC');

// Disconnect
ws.disconnect();

Historical Replay

Replay historical data with original timing preserved. Perfect for backtesting.

Important: Replay data is delivered via onHistoricalData(), NOT onTrades() or onOrderbook(). The real-time callbacks only receive live market data from subscriptions.

const ws = new OxArchiveWs({ apiKey: 'ox_...' });
ws.connect();

// Handle replay data - this is where historical records arrive
ws.onHistoricalData((coin, timestamp, data) => {
  console.log(`${new Date(timestamp).toISOString()}: ${data.midPrice}`);
});

// Replay lifecycle events
ws.onReplayStart((channel, coin, start, end, speed) => {
  console.log(`Starting replay: ${channel}/${coin} at ${speed}x`);
});

ws.onReplayComplete((channel, coin, recordsSent) => {
  console.log(`Replay complete: ${recordsSent} records`);
});

// Start replay at 10x speed
ws.replay('orderbook', 'BTC', {
  start: Date.now() - 86400000,  // 24 hours ago
  end: Date.now(),               // Optional, defaults to now
  speed: 10                       // Optional, defaults to 1x
});

// Lighter.xyz replay with granularity (tier restrictions apply)
ws.replay('orderbook', 'BTC', {
  start: Date.now() - 86400000,
  speed: 10,
  granularity: '10s'  // Options: 'checkpoint', '30s', '10s', '1s', 'tick'
});

// Handle tick-level data (granularity='tick', Enterprise tier)
ws.onHistoricalTickData((coin, checkpoint, deltas) => {
  console.log(`Checkpoint: ${checkpoint.bids.length} bids`);
  console.log(`Deltas: ${deltas.length} updates`);
  // Apply deltas to checkpoint to reconstruct orderbook at any point
});

// Control playback
ws.replayPause();
ws.replayResume();
ws.replaySeek(1704067200000);  // Jump to timestamp
ws.replayStop();

Bulk Streaming

Fast bulk download for data pipelines. Data arrives in batches without timing delays.

const ws = new OxArchiveWs({ apiKey: 'ox_...' });
ws.connect();

const allData: OrderBook[] = [];

// Handle batched data
ws.onBatch((coin, records) => {
  allData.push(...records.map(r => r.data));
});

ws.onStreamProgress((snapshotsSent) => {
  console.log(`Progress: ${snapshotsSent} snapshots`);
});

ws.onStreamComplete((channel, coin, recordsSent) => {
  console.log(`Downloaded ${recordsSent} records`);
});

// Start bulk stream
ws.stream('orderbook', 'ETH', {
  start: Date.now() - 3600000,  // 1 hour ago
  end: Date.now(),
  batchSize: 1000               // Optional, defaults to 1000
});

// Lighter.xyz stream with granularity (tier restrictions apply)
ws.stream('orderbook', 'BTC', {
  start: Date.now() - 3600000,
  end: Date.now(),
  granularity: '10s'  // Options: 'checkpoint', '30s', '10s', '1s', 'tick'
});

// Stop if needed
ws.streamStop();

Gap Detection

During historical replay and bulk streaming, the server automatically detects gaps in the data and notifies the client. This helps identify periods where data may be missing.

// Handle gap notifications during replay/stream
ws.onGap((channel, coin, gapStart, gapEnd, durationMinutes) => {
  console.log(`Gap detected in ${channel}/${coin}:`);
  console.log(`  From: ${new Date(gapStart).toISOString()}`);
  console.log(`  To: ${new Date(gapEnd).toISOString()}`);
  console.log(`  Duration: ${durationMinutes} minutes`);
});

// Start replay - gaps will be reported via onGap callback
ws.replay('orderbook', 'BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  speed: 10
});

Gap thresholds vary by channel:

  • orderbook, candles, liquidations: 2 minutes
  • trades: 60 minutes (trades can naturally have longer gaps during low activity periods)

WebSocket Configuration

const ws = new OxArchiveWs({
  apiKey: 'ox_your_api_key',          // Required
  wsUrl: 'wss://api.0xarchive.io/ws', // Optional
  autoReconnect: true,                // Auto-reconnect on disconnect (default: true)
  reconnectDelay: 1000,               // Initial reconnect delay in ms (default: 1000)
  maxReconnectAttempts: 10,           // Max reconnect attempts (default: 10)
  pingInterval: 30000,                // Keep-alive ping interval in ms (default: 30000)
});

Available Channels

Channel Description Requires Coin Historical Support
orderbook L2 order book updates Yes Yes
trades Trade/fill updates Yes Yes
candles OHLCV candle data Yes Yes (replay/stream only)
liquidations Liquidation events (May 2025+) Yes Yes (replay/stream only)
ticker Price and 24h volume Yes Real-time only
all_tickers All market tickers No Real-time only

Candle Replay/Stream

// Replay candles at 10x speed
ws.replay('candles', 'BTC', {
  start: Date.now() - 86400000,
  end: Date.now(),
  speed: 10,
  interval: '15m'  // 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w
});

// Bulk stream candles
ws.stream('candles', 'ETH', {
  start: Date.now() - 3600000,
  end: Date.now(),
  batchSize: 1000,
  interval: '1h'
});

// Lighter.xyz candles
ws.replay('lighter_candles', 'BTC', {
  start: Date.now() - 86400000,
  speed: 10,
  interval: '5m'
});

WebSocket Connection States

ws.getState(); // 'disconnected' | 'connecting' | 'connected' | 'reconnecting'
ws.isConnected(); // boolean

Timestamp Formats

The SDK accepts timestamps as Unix milliseconds or Date objects:

// Unix milliseconds (recommended)
client.orderbook.history('BTC', {
  start: Date.now() - 86400000,
  end: Date.now()
});

// Date objects (converted automatically)
client.orderbook.history('BTC', {
  start: new Date('2024-01-01'),
  end: new Date('2024-01-02')
});

// WebSocket replay/stream also accepts both
ws.replay('orderbook', 'BTC', {
  start: Date.now() - 3600000,
  end: Date.now(),
  speed: 10
});

Error Handling

import { OxArchive, OxArchiveError } from '@0xarchive/sdk';

try {
  const orderbook = await client.orderbook.get('INVALID');
} catch (error) {
  if (error instanceof OxArchiveError) {
    console.error(`API Error: ${error.message}`);
    console.error(`Status Code: ${error.code}`);
    console.error(`Request ID: ${error.requestId}`);
  }
}

TypeScript Support

Full TypeScript support with exported types:

import type {
  OrderBook,
  PriceLevel,
  Trade,
  Candle,
  Instrument,
  LighterInstrument,
  LighterGranularity,
  FundingRate,
  OpenInterest,
  Liquidation,
  CursorResponse,
  WsOptions,
  WsChannel,
  WsConnectionState,
} from '@0xarchive/sdk';

Runtime Validation

Enable Zod schema validation for API responses:

const client = new OxArchive({
  apiKey: 'ox_your_api_key',
  validate: true  // Enable runtime validation
});

When enabled, responses are validated against Zod schemas and throw OxArchiveError with status 422 if validation fails.

Requirements

  • Node.js 18+ or modern browsers with fetch and WebSocket support

License

MIT