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Published May 21, 2026 GoldRush-Exclusive: Hyperliquid L2 Order Book Diffs The GoldRush Hyperliquid WebSocket API now exposes a GoldRush-exclusive l2BookDiff channel at wss://hypercore.goldrushdata.com/ws that provides an initial snapshot followed by per-block diffs of Hyperliquid’s aggregated L2 book, with no equivalent on the public Hyperliquid feed. A new recipe page shows how to build cross-asset depth dashboards, market scanners, and arbitrage engines on one coin, a fixed list, or every Hyperliquid asset, with bandwidth proportional to what changed each block, not the size of the book.

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Why it’s different from l2Book

  • Snapshot then per-block diffs - one full Snapshot per subscribed coin on subscribe, then Updates messages each block carrying only the price levels that moved. l2Book in contrast re-sends the full book on every tick.
  • Bandwidth proportional to change - quiet markets cost almost nothing on the wire; only changed levels arrive instead of a full re-snapshot every tick. Pricing reflects this.
  • Multi-coin and wildcard on one subscription - coin accepts a single asset, an array, or can be omitted. When omitted, marketTypes defaults to ["perp"]; pass ["spot"], ["outcome"], a mix, or ["*"] to opt into spot, outcome, and any future market types.
  • GoldRush-native - not exposed on wss://api.hyperliquid.xyz/ws. Public Hyperliquid has no L2-diff transport at all.

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What you can build

The recipe walks through patterns end-to-end with TypeScript and Python code:
  • Maintain a Map<coin, Book> from diffs - apply each book_diff against per-side Map<px, Level> state: an entry with sz: "0" deletes the level, anything else replaces it. Same {px, sz, n} shape as l2Book, so existing aggregated-book types carry over and you only add a level-apply function.
  • Single coin, fixed list, or wildcard - one handler, only the subscribe payload changes. List and wildcard subscriptions receive one Snapshot per live coin before diffs begin, so the books map fills in over the first few messages rather than all at once.
  • Reconstruct a top-of-book stream - after each diff is applied, best bid is the highest px in book.bids and best ask the lowest in book.asks; cache and update only when an incoming diff touches or improves the current best.
Learn more