Hyperliquid
Perpetual futures market data, fills, trade episodes, wallet performance, funding rates, and metadata from Hyperliquid L1.
10 tables. All backed by ReplacingMergeTree — query hyperliquid_market_data and hyperliquid_funding_rates with FINAL; the other tables already deduplicate inside the view (adding FINAL anyway is harmless).
| Table | What it is |
|---|---|
agent.hyperliquid_market_data | Hourly perp snapshots (funding, OI, prices, volume) |
agent.hyperliquid_funding_rates | Historical funding rate settlements |
agent.hyperliquid_perp_meta | Contract metadata (~229 rows) |
agent.hyperliquid_perp_events | Individual perp fills — price, size, fee, closed PnL, direction, liquidation info |
agent.hyperliquid_episodes | Round-trip trade episodes per wallet — open/close time and price, fills, gross/net PnL, win flag |
agent.hyperliquid_wallet_perf | Per-wallet lifetime stats — trades, win rate, PnL, profit factor, volume |
agent.hyperliquid_oracle_prices | Oracle price snapshots per contract |
agent.hyperliquid_perp_dexs | Perp DEX registry — deployer, oracle updater, fee config, asset count |
agent.hyperliquid_spot_tokens | Spot token registry — indexes, decimals, EVM contract mapping |
agent.hyperliquid_spot_pairs | Spot pair registry — base/quote token indexes |
Market Data Schema
Engine: ReplacingMergeTree | ORDER BY: coin, snapshot_time
| Column | Type | Description |
|---|---|---|
snapshot_time | DateTime64(3) | Hourly snapshot |
coin | String | Contract ticker (BTC, ETH, SOL, etc.) |
funding | Float64 | Predicted hourly funding rate. Positive = longs pay shorts. |
open_interest | Float64 | OI in contract units (not USD) |
day_ntl_vlm | Float64 | 24h notional volume in USD |
oracle_px | Float64 | Oracle price (Pyth/Chainlink) |
mark_px | Float64 | Mark price (used for margin/liquidation) |
mid_px | Nullable(Float64) | Order book mid price |
premium | Nullable(Float64) | Mark - oracle basis |
snapshot_date | Date | Partition key |
Funding Rates Schema
Engine: ReplacingMergeTree | ORDER BY: coin, time
| Column | Type | Description |
|---|---|---|
time | DateTime64(3) | Settlement timestamp |
coin | String | Contract ticker |
funding_rate | Float64 | Settlement rate (per hour). Annualize: × 8760. |
premium | Float64 | Mark-to-oracle premium at settlement |
funding_date | Date | Partition key |
Perp Meta Schema
Engine: ReplacingMergeTree | ORDER BY: coin
| Column | Type | Description |
|---|---|---|
coin | String | Contract ticker |
sz_decimals | UInt8 | Sizing decimal places |
max_leverage | UInt16 | Maximum leverage |
Good to Know
- Use
FINALonhyperliquid_market_dataandhyperliquid_funding_rates— the other tables deduplicate internally. open_interestis in contract units — multiply bymark_pxfor USD value.- Funding rate is per-hour. Annualize:
funding_rate * 8760. perp_metais small (~229 rows) — safe to use freely in joins.perp_eventsis trade-level (individual fills).market_datais hourly snapshots.- Filter
perp_eventsonevent_dateandepisodesonclose_date/open_date— these are the partition-style date columns. episodesandwallet_perfare derived from fills — use them instead of aggregatingperp_eventsyourself.