Hyperliquid Perp Microstructure
The execution-and-risk microstructure of every Hyperliquid perp, hourly: annualised realised volatility measured from the minute-level mid-price (not a coarse snapshot), the effective round-trip spread from HL's on-chain impact quotes, and the one-sided taker slippage versus mid. Three descriptive METRICS per coin × hour, reconstructed from the raw minute-grained asset-context archive - the volatility and liquidity view that funding/OI feeds leave out, including the long tail of small-cap perps. Pure on-chain DEX data, no CEX.
- Source
- Hyperliquid
- Licence
- Redistributable open data
- Updates
- Intraday
- Data through
- 2026-06-29
- Quality
- QC clean · 0 failures
- Format
- Apache Parquet + dictionary
Safe to train on
Built only from a named, redistributable official source under a documented open licence - not scraped web data. No copyright grey zone, no personal data. Ships machine-readable Croissant metadata (ML Commons - loads in Hugging Face / Kaggle / Google), an AI training-licence manifest documenting source, licence and provenance for your model's data governance, and a machine-readable data dictionary (drop it into an agent / RAG prompt so the model knows every column) - all inspectable before you buy.
What's included
- realized_vol_pct - annualised vol from 1-minute mid-price returns, per coin × hour
- spread_bps - effective round-trip spread from on-chain impact quotes
- slippage_bps - one-sided taker slippage vs mid (execution cost)
- Reconstructed from minute-grained data most vendors downsample away; 2023-05 → present
- On-chain perpetual DEX only (NO centralised exchange); aggregate market data, no wallets
- Source: Hyperliquid public asset-context data - derived, cleaned redistribution
Schema
| Column | Type | Description | Filled | Distinct |
|---|---|---|---|---|
| zone | str | Coin (perp ticker) | 100.0% | 230 |
| ts | timestamp (UTC) | Hour (bar start) | 100.0% | 26,968 |
| metric | str | realized_vol_pct, spread_bps or slippage_bps | 100.0% | 3 |
| value | float | Metric value. Units: realized_vol_pct=annualised %, spread/slippage=bps | 100.0% | 8,276,852 |
| unit | str | Unit (mixed - see metric) | 100.0% | 1 |
| res_min | int | Native resolution in minutes (60 = hourly) | 100.0% | 1 |
Sample & preview
Every purchase ships as Apache Parquet with a data dictionary and the full QC report. A free sample (first rows + schema) is downloadable here - confirm fit before you buy. Source: Hyperliquid (redistributable open data; attribution passes through - see our Licence).
Don't trust screenshots - drop the sample into your notebook right now.
import pandas as pd df = pd.read_parquet("hyperliquid-perp-microstructure_sample.parquet") df.info() # typed columns, gap-aware, ready to join⬇ Download free Parquet sample or CSV for Excel
Coverage: 230 zones
0G · 2Z · AAVE · ACE · ADA · AERO · AI · AI16Z · AIXBT · ALGO · ALT · ANIME · APE · APEX · APT · AR · ARB · ARK · ASTER · ATOM · AVAX · AVNT · AXS · AZTEC · BABY · BADGER · BANANA · BCH · BERA · BIGTIME · BIO · BLAST · BLUR · BLZ · BNB · BNT · BOME · BRETT · BSV · BTC · CAKE · CANTO · CATI · CC · CELO · CFX · CHILLGUY · CHIP · COMP · CRV · CYBER · DASH · DOGE · DOOD · DOT · DYDX · DYM · EIGEN · ENA · ENS · ETC · ETH · ETHFI · FARTCOIN · FET · FIL · FOGO · FRIEND · FTM · FTT · FXS · GALA · GAS · GMT · GMX · GOAT · GRASS · GRIFFAIN · HBAR · HEMI · HMSTR · HPOS · HYPE · HYPER · ICP · ILV · IMX · INIT · INJ · IO · IOTA · IP · JELLY · JTO · JUP · KAITO · KAS · LAUNCHCOIN · LAYER · LDO · LINEA · LINK · LISTA · LIT · LOOM · LTC · MANTA · MATIC · MAV · MAVIA · ME · MEGA · MELANIA · MEME · MERL · MET · MEW · MINA · MKR · MNT · MON · MOODENG · MORPHO · MOVE · MYRO · NEAR · NEIROETH · NEO · NFTI · NIL · NOT · NTRN · NXPC · OGN · OM · OMNI · ONDO · OP · ORBS · ORDI · OX · PANDORA · PAXG · PENDLE · PENGU · PEOPLE · PIXEL · PNUT · POL · POLYX · POPCAT · PROMPT · PROVE · PUMP · PURR · PYTH · RDNT · RENDER · REQ · RESOLV · REZ · RLB · RNDR · RSR · RUNE · S · SAGA · SAND · SCR · SEI · SHIA · SKR · SKY · SNX · SOL · SOPH · SPX · STABLE · STBL · STG · STRAX · STRK · STX · SUI · SUPER · SUSHI · SYRUP · TAO · TIA · TNSR · TON · TRB · TRUMP · TRX · TST · TURBO · UMA · UNI · UNIBOT · USTC · USUAL · VINE · VIRTUAL · VVV · W · WCT · WIF · WLD · WLFI · XAI · XLM · XMR · XPL · XRP · YGG · YZY · ZEC · ZEN · ZEREBRO · ZETA · ZK · ZORA · ZRO · kBONK · kDOGS · kFLOKI · kLUNC · kNEIRO · kPEPE · kSHIB
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