Replay the book
Reconstruct market state and test execution logic against historical L2 observations.
A planned normalized dataset for L2 order books, trades, funding, candles, and asset context—captured for systematic research and historical replay.
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hyperliquid.l2_book01 / BUILT FOR RESEARCH
Start with the strategy. KnownAt handles collection, normalization, timestamps, and historical storage.
Reconstruct market state and test execution logic against historical L2 observations.
Measure spread, depth, imbalance, and the response of liquidity around market events.
Join trades and market state with funding and asset context in one timestamp model.
02 / NORMALIZED SCHEMA
Illustrative normalized schema; final fields may change before release. Types, timestamps, and source identifiers stay explicit so the same dataset works in notebooks, bots, and backtests.
hyperliquid.l2_bookobserved_attimestampWhen KnownAt observed this order-book state.
available_attimestampWhen the record became usable by a model.
coinstrHyperliquid perpetual or spot asset identifier.
sidestrBid or ask side of the order book.
levelint32Normalized price-level position within the side.
pricefloat64Price at the captured order-book level.
sizefloat64Resting size reported at the price level.
UTC · Hyperliquid| observed_at timestamp | coin str | side str | price float64 |
|---|---|---|---|
| 14:32:10.104 | BTC | bid | 108421.0 |
| 14:32:10.104 | BTC | ask | 108422.0 |
| 14:32:10.287 | BTC | bid | 108420.0 |
| 14:32:10.287 | BTC | ask | 108423.0 |
03 / SOURCE COVERAGE
KnownAt preserves source identifiers and acquisition time while presenting a stable interface over changing upstream APIs.
04 / ONE ACCESS LAYER
The API shape stays familiar whether you request the latest record, bounded history, or an information set as it was known at a past moment.
dataset = knownat.dataset(
"hyperliquid.l2_book"
)
rows = dataset.history(
from_="2026-08-01",
to="2026-08-30",
as_known_at="2026-08-30T00:00:00Z"
)POINT-IN-TIME QUERY
Observed time, availability time, ingestion time, and later revisions remain distinct. Your backtest sees only records it could have known then.
as_known_at=2026-08-30T00:00:00Z05 / AVAILABILITY
The page shows the planned normalized interface. Join now to follow coverage, schema, and release progress.