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Documentation Index

Fetch the complete documentation index at: https://goldrush.dev/docs/llms.txt

Use this file to discover all available pages before exploring further.

Published May 11, 2026 Build with the Hyperliquid L2 Order Book The Hyperliquid WebSocket API exposes Hyperliquid’s l2Book channel at wss://hypercore.goldrushdata.com/ws, wire-equal to the public feed but with coin made optional and the per-IP subscription cap removed. A new recipe page shows how to turn that stream into the trading and analytics primitives most builders need.

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Why it’s nice to work with

  • Complete snapshots, not diffs - every message contains a full [bids, asks] tuple in best-first order with px / sz / n per level. No sequence numbers to track, no diff replay buffer, no REST snapshot to bootstrap.
  • Self-healing on packet loss - drop a message or restart your process and the next tick arrives with the full book state, so your in-memory view is correct without reconciliation logic.
  • Wildcard coverage - omit coin to stream every asset’s book over a single subscription instead of fanning out one subscription per asset.

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What you can build

The recipe walks through four patterns end-to-end with TypeScript and Python code:
  • Top-of-book tracker - read bids[0] and asks[0] from each message for a live ticker and spread.
  • Depth-weighted mid quote - size-weight the first K levels per side for a fair-value mid that’s robust to thin top-of-book liquidity.
  • Slippage estimator - walk levels until cumulative sz covers the requested notional and return the size-weighted fill price.
  • Liquidity heatmap - append each snapshot to a time-series store; because messages are complete, the heatmap rebuilds correctly from any contiguous slice of history.
Learn more