realjojo/hyperliquid-reservoir

Hyperliquid Market Data: Liquidations, Fills, Order Books and Positions

This dataset comes from Reservoir, Hydromancer's free archive of Hyperliquid market data.

It has seven parts (the two snapshot tables count as one part):

Part	What it is	Covers
liquidations	Every liquidation on Hyperliquid's own perp markets: 5,864,727 fills from 397,855 accounts in 204 markets	28 Jul 2025 to 19 Oct 2026
candles_1m	1-minute candles for every market: 341 perps (Hyperliquid and HIP-3), 273 spot pairs and 8,049 HIP-4 prediction markets	20 Sep to 19 Oct 2026
hip4_fills	Every fill on HIP-4 prediction markets since launch: 15,063,935 rows in 12,645 markets, covering 6,242,173 trades plus settlements, splits and merges	2 May to 19 Oct 2026
adl	Every auto-deleverage (ADL) on Hyperliquid's own perp markets: 39,953 fills on 18 days	28 Jul 2025 to 19 Oct 2026
orderbooks	BTC, ETH, SOL and HYPE order books: top 20 levels each side, every minute	20 Sep to 19 Oct 2026
positions	Every open perp position on every venue at one moment: 406,682 positions held by 137,190 accounts	19 Oct 2026, 00:02 UTC
account_values	Every account's value at the same moment: 1,964,591 rows	19 Oct 2026, 00:02 UTC
crash_fills	Every Hyperliquid perp fill on the day of the 10 October 2025 crash: 17,629,682 fills	10 Oct 2025

This page is a dated sample. The full archive is updated every night on AWS. It holds every fill, 1-second candles, daily position snapshots and 1-minute order books for Hyperliquid and every HIP-3 venue. See Get the full data below.

What you can do with it

• Study liquidation cascades. See which markets, sizes and accounts were hit, minute by minute, during crashes like 10 October 2025.
• Backtest a trading idea. Use the 1-minute candles, or build your own bars from the full archive.
• Compare venues. The candles cover Hyperliquid's own markets, every live HIP-3 venue, spot pairs and HIP-4 prediction markets.
• Research prediction markets. Every HIP-4 trade since launch, with the market and the YES or NO side on each row.
• Measure liquidity. The order books show how much a trade of a given size would have moved the price, minute by minute.
• See who held what. The position snapshot shows every open position, its entry price, leverage and liquidation price.
• Train or test models. Forecasting, risk and anomaly detection, on real exchange data with every trade recorded on-chain.

Load it

from datasets import load_dataset

liqs = load_dataset("realjojo/hyperliquid-reservoir", "liquidations", split="train")
candles = load_dataset("realjojo/hyperliquid-reservoir", "candles_1m", split="train")

Or read the Parquet files directly with pandas or DuckDB:

import pandas as pd
df = pd.read_parquet("hf://datasets/realjojo/hyperliquid-reservoir/liquidations/")

Try it: the 10 October 2025 crash

The biggest day in the sample is 10 October 2025: 394,452 liquidation fills, worth about $7.2 billion, across 41,287 accounts. To see which markets were hit hardest:

SELECT coin,
       count(*)                 AS fills,
       count(DISTINCT address)  AS accounts,
       round(sum(price * size)) AS usd_liquidated
FROM 'hf://datasets/realjojo/hyperliquid-reservoir/liquidations/liquidations_2025-10.parquet'
WHERE timestamp >= '2025-10-10 00:00+00' AND timestamp < '2025-10-11 00:00+00'
GROUP BY coin
ORDER BY usd_liquidated DESC
LIMIT 10;

What's in each part

liquidations

One file per month. Each row is one fill of a position that was liquidated: the liquidated account's side of the trade. Market liquidations have crossed = true. Backstop liquidations, where Hyperliquid's liquidator vault takes over the position, have crossed = false, so don't filter this file on crossed. A single liquidation can be filled in several pieces, so it can span several rows that share the same tx_hash.

Main columns:

Column	Meaning
timestamp	Time of the fill (UTC)
coin	Market, for example BTC
side	buy or sell
direction	Close Long or Close Short for most liquidations; Liquidated Cross Long, Liquidated Isolated Long (or Short) for the rest. Use LIKE '%Long' to catch all long liquidations
liquidation_method	market (sold on the order book) or backstop (taken over by Hyperliquid's liquidator vault; 61,726 fills)
price, size	Fill price and size
liquidation_mark_px	Mark price that triggered the liquidation
realized_pnl	Profit or loss realised by this fill
start_position	The account's position before this fill
fee, fee_token	Fee paid
address	The liquidated account
tx_hash, order_id, trade_id	Identifiers for joining with other data
date	The UTC day the row was filed under

The other columns (builder, builder_fee, deployer_fee, priority_gas, twap_id and so on) follow Reservoir's fill format and are usually empty here. deployer_fee and priority_gas only exist from late March 2026.

candles_1m

One file per day. Built from Reservoir's 1-second candles, one row per market per minute that had trades. Minutes with no trades are missing, so check for gaps before running a backtest.

Column	Meaning
minute	Start of the minute (UTC)
coin	Market name (see below)
open, high, low, close	Prices for the minute
volume	Volume traded in the minute
dex	Venue: hyperliquid, or a HIP-3 venue such as xyz
asset_class	perp, spot or outcome (HIP-4)

Each HIP-4 market has two coins, one for YES and one for NO, so the 8,049 markets appear as 16,098 coins.

How markets are named:

• Hyperliquid perps: BTC
• HIP-3 perps: venue prefix, for example xyz:MSFT
• Spot: the pair's number, for example @107 (HYPE/USDC)
• HIP-4 prediction markets: # and a number, for example #114940

hip4_fills

One file per month, hip4_fills_YYYY-MM.parquet. Same columns as liquidations, plus:

Column	Meaning
outcome_id	The HIP-4 market
outcome_side	Which side of the market the coin is (YES or NO)

Prices run from 0 to 1, which you can read as the market's probability. direction is Buy or Sell for trades, and Split Outcome, Merge Outcome, Negate Outcome, Merge Question or Settlement for the other events. Every trade appears twice, once for each account, so to count trades and volume use crossed = true AND direction IN ('Buy', 'Sell'). Filtering on crossed alone also counts settlements, splits and merges, which roughly doubles the volume. HIP-4 markets started in USDH and later moved to USDC; the quote_symbol column still says USDH on every row, so don't rely on it.

adl

One file, adl_all.parquet, with the same columns as liquidations. Each row is one fill of a position closed by auto-deleveraging. ADL is rare: 35,022 of the 39,953 rows are from 10 October 2025.

orderbooks

One file per market, orderbook_BTC.parquet and so on, with one row per minute (1,440 a day).

Column	Meaning
coin	Market
time	Time of the snapshot (UTC)
block_time_ms, block_number	Block the snapshot was taken at
bids, asks	Top 20 price levels each side. Each level has px (price), sz (total size) and n (number of orders)

px and sz are stored as text to keep their exact value, so cast them to numbers before doing maths.

positions and account_values

A snapshot of every account, taken at 00:02 UTC on 19 October 2026 (block 1,188,900,000).

positions has one row per open perp position, on every venue:

Column	Meaning
user	Account
market	Market, for example BTC or xyz:MSFT
size, notional	Position size (negative = short) and its value in USD
entry_price, liquidation_price	Average entry price and the price at which it would be liquidated
leverage_type, leverage	Cross or isolated, and the leverage
funding_pnl	Funding paid or received on the position
account_value	The account's total value

account_values has one row per account and venue: account_value, total_long_notional, total_short_notional, account_mode and the portfolio-margin columns (is_unified, pm_ratio, pm_avail_by_branch, pm_total_account_value).

crash_fills

One file, fills_2025-10-10.parquet: every fill on Hyperliquid's own perp markets on 10 October 2025, from 89,831 accounts in 182 markets. Same columns as liquidations. direction covers every kind of fill: Open Long, Close Short, Long > Short (a flip), the liquidation types, Auto-Deleveraging and Net Child Vaults. Every trade appears twice, once for each account; filter on crossed = true to count ordinary trades once. Count liquidations with is_liquidation = true instead: in backstop liquidations the liquidated account is not the taker, and the liquidator vault's side has a direction starting with Liquidated. Counted this way, liquidations were $7.16 billion of the day's $34.8 billion (20.6%).

Everything else in Reservoir

This page is a sample. Apart from the parts above, the full Reservoir archive on AWS has much more, all as Parquet files, one folder per day (for example date=2026-10-08, in UTC).

Dataset	Folder in s3://hydromancer-reservoir/	Starts	Size for one day
Every fill on every venue (perps, spot, HIP-4)	global/fills/raw/	28 Jul 2025	about 640 MB
Hyperliquid perp fills	by_dex/hyperliquid/fills/perp/all/	28 Jul 2025	about 360 MB
Liquidations, ADL, TWAP fills and builder fills	by_dex/{venue}/fills/perp/liquidations/, adl/, twap_fills/, builder_fills/	28 Jul 2025 (TWAP from 2 Aug 2025)	liquidations about 1 MB
Spot fills	global/fills/spot/all/	28 Jul 2025	about 27 MB
HIP-4 prediction-market fills	global/fills/outcome/all/	2 May 2026	about 27 MB
1-second candles, every market	global/candles/1s/ or by_dex/{venue}/candles/1s/	31 Jul 2025	about 44 MB
Perp positions, spot balances, account values (daily snapshots)	global/snapshots/perp/all/, spot/, account_values/	29 Jul 2025 (some days missing)	about 29 / 117 / 92 MB
Order books: top 20 levels each side, once a minute	by_dex/{venue}/orderbook/1m/perps/ (Hyperliquid also has spot/ and outcome/)	15 Dec 2025 (HIP-4 from 2 May 2026)	0.2 to 0.4 MB per market

global/ has every venue in one place. by_dex/ splits the same data by venue, so the files are smaller when you only need one venue.

Which folder is which venue

Folder	Venue	Data from	Data until
hyperliquid	Hyperliquid's own perp markets	28 Jul 2025	ongoing
xyz	Trade[XYZ]	13 Oct 2025	ongoing
flx	Felix	13 Nov 2025	20 Jun 2026 (markets closed)
vntl	Ventuals	13 Nov 2025	19 Jun 2026 (markets closed)
hyna	HyENA	3 Dec 2025	2 Sep 2026 (markets closed)
km	Markets.xyz (old folder)	12 Jan 2026	17 Jun 2026 (continues in mkts)
cash	Dreamcash	20 Jan 2026	2 Jul 2026 (markets closed)
para	Paragon	1 Apr 2026	ongoing
mkts	Markets.xyz (current folder)	1 Jul 2026	ongoing
io	Entropy	19 Aug 2026	ongoing

When new data appears

Reservoir is updated once a day. Each UTC day is added the next day, around 10:00 to 12:00 UTC.

What Reservoir doesn't include

• Today. The newest folder is the previous day. For today's data, use the Hydromancer API.
• Every order. Order books are saved once a minute as the top 20 price levels. There's no order-by-order history; for that you need the live L4 stream.
• Positions during the day. Snapshots are taken once a day, a few minutes after midnight UTC.
• Hyperliquid's own markets before 28 July 2025, or a venue's data from before it launched.

Get the full data

The full archive lives in a public S3 bucket, s3://hydromancer-reservoir, in the Tokyo region (ap-northeast-1). The data is free. The bucket is "requester pays", so you need an AWS account, and AWS bills you for what you download.

Each day is added the following day, so the newest data is about a day behind.

Query a file in place with DuckDB, without downloading all of it. First put your AWS credentials in environment variables (the guide below shows how), then:

INSTALL httpfs; LOAD httpfs;
CREATE SECRET (TYPE s3, PROVIDER credential_chain, CHAIN 'env', REGION 'ap-northeast-1');
SET s3_requester_pays = true;

SELECT timestamp, coin, side, price, size, address
FROM read_parquet('s3://hydromancer-reservoir/by_dex/hyperliquid/fills/perp/liquidations/date=2026-10-18/fills.parquet')
WHERE coin = 'ETH'
ORDER BY timestamp
LIMIT 20;

Or download whole files with the AWS CLI:

aws s3 cp \
  s3://hydromancer-reservoir/by_dex/hyperliquid/fills/perp/liquidations/date=2026-10-18/fills.parquet \
  ./liquidations-2026-10-18.parquet \
  --request-payer requester

Downloading suits small files you'll use often, like liquidations. For big files, like a full day of fills, querying in place is usually cheaper, because you only transfer what you need.

The full guide, with a folder map, file sizes and more examples: How to Query Reservoir's Hyperliquid Data.

Reservoir docs: docs.hydromancer.xyz/reservoir. For data that Reservoir doesn't have, contact data@hydromancer.xyz.

For live data, Hydromancer has a Hyperliquid API and WebSocket streams.

FAQ

Why is this a sample and not the whole archive? The full archive grows every night and is easiest to use where it lives, on AWS. This page gives you a slice you can open straight away.

Is Reservoir real-time? No. It's updated once a day. For live data, use Hydromancer's WebSocket streams.

Do I need a Hydromancer API key for Reservoir? No. You need an AWS account, because the bucket is requester pays. An API key is only needed for the Hydromancer API.

Why is a date missing? A file only exists for a day that had matching data. For example, there are no ADL files on quiet days. Some snapshot days are also missing, so list the folder first.

How do I find a HIP-3 venue's data? Each venue has its own folder under by_dex/, such as by_dex/xyz/ for Trade[XYZ]. See the venue table above.

What if the data I need isn't there? Email data@hydromancer.xyz.

Licence and citation

This data is licensed under CC BY 4.0. You can use, share and build on it, including for commercial work, as long as you credit Hydromancer and link to https://hydromancer.xyz.

Please cite as:

Hydromancer. Reservoir: Hyperliquid historical market data. https://docs.hydromancer.xyz/reservoir

About

Made by Hydromancer. The data is taken from Hyperliquid's public chain data.