oxarchive 0.4.3

Official Python SDK for 0xarchive - Hyperliquid Historical Data API

oxarchive

Official Python 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

pip install oxarchive

For WebSocket support:

pip install oxarchive[websocket]

Quick Start

from oxarchive import Client

client = Client(api_key="ox_your_api_key")

# Hyperliquid data
hl_orderbook = client.hyperliquid.orderbook.get("BTC")
print(f"Hyperliquid BTC mid price: {hl_orderbook.mid_price}")

# Lighter.xyz data
lighter_orderbook = client.lighter.orderbook.get("BTC")
print(f"Lighter BTC mid price: {lighter_orderbook.mid_price}")

# Get historical order book snapshots
history = client.hyperliquid.orderbook.history(
    "ETH",
    start="2024-01-01",
    end="2024-01-02",
    limit=100
)

Async Support

All methods have async versions prefixed with a:

import asyncio
from oxarchive import Client

async def main():
    client = Client(api_key="ox_your_api_key")

    # Async get (Hyperliquid)
    orderbook = await client.hyperliquid.orderbook.aget("BTC")
    print(f"BTC mid price: {orderbook.mid_price}")

    # Async get (Lighter.xyz)
    lighter_ob = await client.lighter.orderbook.aget("BTC")

    # Don't forget to close the client
    await client.aclose()

asyncio.run(main())

Or use as async context manager:

async with Client(api_key="ox_your_api_key") as client:
    orderbook = await client.hyperliquid.orderbook.aget("BTC")

Configuration

client = Client(
    api_key="ox_your_api_key",           # Required
    base_url="https://api.0xarchive.io", # Optional
    timeout=30.0,                         # Optional, request timeout in seconds (default: 30.0)
)

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)
orderbook = client.hyperliquid.orderbook.get("BTC")

# Get current order book (Lighter.xyz)
orderbook = client.lighter.orderbook.get("BTC")

# Get order book at specific timestamp
historical = client.hyperliquid.orderbook.get("BTC", timestamp=1704067200000)

# Get with limited depth
shallow = client.hyperliquid.orderbook.get("BTC", depth=10)

# Get historical snapshots (start and end are required)
history = client.hyperliquid.orderbook.history(
    "BTC",
    start="2024-01-01",
    end="2024-01-02",
    limit=1000,
    depth=20  # Price levels per side
)

# Async versions
orderbook = await client.hyperliquid.orderbook.aget("BTC")
history = await client.hyperliquid.orderbook.ahistory("BTC", start=..., end=...)

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)
history = client.lighter.orderbook.history(
    "BTC",
    start="2024-01-01",
    end="2024-01-02",
    granularity="10s"
)

# Get 1-second resolution (Pro+ tier)
history = client.lighter.orderbook.history(
    "BTC",
    start="2024-01-01",
    end="2024-01-02",
    granularity="1s"
)

# Tick-level data (Enterprise tier) - returns checkpoint + raw deltas
history = client.lighter.orderbook.history(
    "BTC",
    start="2024-01-01",
    end="2024-01-02",
    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 recent trades
recent = client.hyperliquid.trades.recent("BTC", limit=100)

# Get trade history with cursor-based pagination
result = client.hyperliquid.trades.list("ETH", start="2024-01-01", end="2024-01-02", limit=1000)
trades = result.data

# Paginate through all results
while result.next_cursor:
    result = client.hyperliquid.trades.list(
        "ETH",
        start="2024-01-01",
        end="2024-01-02",
        cursor=result.next_cursor,
        limit=1000
    )
    trades.extend(result.data)

# Filter by side
buys = client.hyperliquid.trades.list("BTC", start=..., end=..., side="buy")

# Async versions
recent = await client.hyperliquid.trades.arecent("BTC")
result = await client.hyperliquid.trades.alist("ETH", start=..., end=...)

Instruments

# List all trading instruments (Hyperliquid)
instruments = client.hyperliquid.instruments.list()

# Get specific instrument details
btc = client.hyperliquid.instruments.get("BTC")
print(f"BTC size decimals: {btc.sz_decimals}")

# Async versions
instruments = await client.hyperliquid.instruments.alist()
btc = await client.hyperliquid.instruments.aget("BTC")

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)
lighter_instruments = client.lighter.instruments.list()

# Get specific Lighter instrument
eth = client.lighter.instruments.get("ETH")
print(f"ETH taker fee: {eth.taker_fee}")
print(f"ETH maker fee: {eth.maker_fee}")
print(f"ETH market ID: {eth.market_id}")
print(f"ETH min base amount: {eth.min_base_amount}")

# Async versions
lighter_instruments = await client.lighter.instruments.alist()
eth = await client.lighter.instruments.aget("ETH")

Key differences:

Field	Hyperliquid (Instrument)	Lighter (LighterInstrument)
Symbol	name	symbol
Size decimals	sz_decimals	size_decimals
Fee info	Not available	taker_fee, maker_fee, liquidation_fee
Market ID	Not available	market_id
Min amounts	Not available	min_base_amount, min_quote_amount

Funding Rates

# Get current funding rate
current = client.hyperliquid.funding.current("BTC")

# Get funding rate history (start is required)
history = client.hyperliquid.funding.history(
    "ETH",
    start="2024-01-01",
    end="2024-01-07"
)

# Async versions
current = await client.hyperliquid.funding.acurrent("BTC")
history = await client.hyperliquid.funding.ahistory("ETH", start=..., end=...)

Open Interest

# Get current open interest
current = client.hyperliquid.open_interest.current("BTC")

# Get open interest history (start is required)
history = client.hyperliquid.open_interest.history(
    "ETH",
    start="2024-01-01",
    end="2024-01-07"
)

# Async versions
current = await client.hyperliquid.open_interest.acurrent("BTC")
history = await client.hyperliquid.open_interest.ahistory("ETH", start=..., end=...)

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
orderbook = client.orderbook.get("BTC")

# Deprecated - use client.hyperliquid.trades.list() instead
trades = client.trades.list("BTC", start=..., end=...)

WebSocket Client

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

import asyncio
from oxarchive import OxArchiveWs, WsOptions

ws = OxArchiveWs(WsOptions(api_key="ox_your_api_key"))

Real-time Streaming

Subscribe to live market data from Hyperliquid.

import asyncio
from oxarchive import OxArchiveWs, WsOptions

async def main():
    ws = OxArchiveWs(WsOptions(api_key="ox_your_api_key"))

    # Set up handlers
    ws.on_open(lambda: print("Connected"))
    ws.on_close(lambda code, reason: print(f"Disconnected: {code}"))
    ws.on_error(lambda e: print(f"Error: {e}"))

    # Connect
    await ws.connect()

    # Subscribe to channels
    ws.subscribe_orderbook("BTC")
    ws.subscribe_orderbook("ETH")
    ws.subscribe_trades("BTC")
    ws.subscribe_all_tickers()

    # Handle real-time data
    ws.on_orderbook(lambda coin, data: print(f"{coin}: {data.mid_price}"))
    ws.on_trades(lambda coin, trades: print(f"{coin}: {len(trades)} trades"))

    # Keep running
    await asyncio.sleep(60)

    # Unsubscribe and disconnect
    ws.unsubscribe_orderbook("ETH")
    await ws.disconnect()

asyncio.run(main())

Historical Replay

Replay historical data with timing preserved. Perfect for backtesting.

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

import asyncio
import time
from oxarchive import OxArchiveWs, WsOptions

async def main():
    ws = OxArchiveWs(WsOptions(api_key="ox_..."))

    # Handle replay data - this is where historical records arrive
    ws.on_historical_data(lambda coin, ts, data:
        print(f"{ts}: {data['mid_price']}")
    )

    # Replay lifecycle events
    ws.on_replay_start(lambda ch, coin, start, end, speed:
        print(f"Starting replay: {ch}/{coin} at {speed}x")
    )

    ws.on_replay_complete(lambda ch, coin, sent:
        print(f"Replay complete: {sent} records")
    )

    await ws.connect()

    # Start replay at 10x speed
    await ws.replay(
        "orderbook", "BTC",
        start=int(time.time() * 1000) - 86400000,  # 24 hours ago
        end=int(time.time() * 1000),                # Optional
        speed=10                                     # Optional, defaults to 1x
    )

    # Control playback
    await ws.replay_pause()
    await ws.replay_resume()
    await ws.replay_seek(1704067200000)  # Jump to timestamp
    await ws.replay_stop()

asyncio.run(main())

Bulk Streaming

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

import asyncio
import time
from oxarchive import OxArchiveWs, WsOptions

async def main():
    ws = OxArchiveWs(WsOptions(api_key="ox_..."))
    all_data = []

    # Handle batched data
    ws.on_batch(lambda coin, records:
        all_data.extend([r.data for r in records])
    )

    ws.on_stream_progress(lambda snapshots_sent:
        print(f"Progress: {snapshots_sent} snapshots")
    )

    ws.on_stream_complete(lambda ch, coin, sent:
        print(f"Downloaded {sent} records")
    )

    await ws.connect()

    # Start bulk stream
    await ws.stream(
        "orderbook", "ETH",
        start=int(time.time() * 1000) - 3600000,  # 1 hour ago
        end=int(time.time() * 1000),
        batch_size=1000                            # Optional, defaults to 1000
    )

    # Stop if needed
    await ws.stream_stop()

asyncio.run(main())

WebSocket Configuration

ws = OxArchiveWs(WsOptions(
    api_key="ox_your_api_key",
    ws_url="wss://api.0xarchive.io/ws",  # Optional
    auto_reconnect=True,                  # Auto-reconnect on disconnect (default: True)
    reconnect_delay=1.0,                  # Initial reconnect delay in seconds (default: 1.0)
    max_reconnect_attempts=10,            # Max reconnect attempts (default: 10)
    ping_interval=30.0,                   # Keep-alive ping interval in seconds (default: 30.0)
))

Available Channels

Channel	Description	Requires Coin
orderbook	L2 order book updates	Yes
trades	Trade/fill updates	Yes
ticker	Price and 24h volume	Yes
all_tickers	All market tickers	No

Timestamp Formats

The SDK accepts timestamps in multiple formats:

from datetime import datetime

# Unix milliseconds (int)
client.orderbook.get("BTC", timestamp=1704067200000)

# ISO string
client.orderbook.history("BTC", start="2024-01-01", end="2024-01-02")

# datetime object
client.orderbook.history(
    "BTC",
    start=datetime(2024, 1, 1),
    end=datetime(2024, 1, 2)
)

Error Handling

from oxarchive import Client, OxArchiveError

client = Client(api_key="ox_your_api_key")

try:
    orderbook = client.orderbook.get("INVALID")
except OxArchiveError as e:
    print(f"API Error: {e.message}")
    print(f"Status Code: {e.code}")
    print(f"Request ID: {e.request_id}")

Type Hints

Full type hint support with Pydantic models:

from oxarchive import Client, LighterGranularity
from oxarchive.types import OrderBook, Trade, Instrument, LighterInstrument, FundingRate, OpenInterest
from oxarchive.resources.trades import CursorResponse

client = Client(api_key="ox_your_api_key")

orderbook: OrderBook = client.orderbook.get("BTC")
trades: list[Trade] = client.trades.recent("BTC")
result: CursorResponse = client.trades.list("BTC", start=..., end=...)

# Lighter granularity type hint
granularity: LighterGranularity = "10s"

Requirements

• Python 3.9+
• httpx
• pydantic

License

MIT