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Published September 30, 2026 Sequenced L4 Order Book Diffs for Hyperliquid The GoldRush Hyperliquid WebSocket API now exposes l4BookUpdates, a strictly-ordered, diff-only L4 book stream with per-coin sequence numbers for gap detection. It pairs with a new /info method, l4BookSnapshot, which returns a full order-level book for one coin along with the height, epoch, and seq that bootstrap the stream. Both are GoldRush-native — neither exists on the public Hyperliquid feed.

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Why it’s different from l4Book

  • Strictly block-ordered — diffs are emitted synchronously in monotonic block_height order. The l4Book per-block broadcast can deliver adjacent blocks out of order, which puts an exact local book out of reach. l4Book is unchanged; l4BookUpdates is the sequenced sibling.
  • Per-coin seq / prev_seq — each per-coin entry names the sequence it follows. When prev_seq doesn’t match the last seq you applied, you dropped a message and you know it on the next frame instead of drifting silently. Coins in a multi-coin subscription are sequenced independently.
  • A server epoch — a UUID regenerated whenever the stream resets. A changed epoch tells you your local book is stale and to re-bootstrap, rather than applying diffs onto a book that no longer matches.
  • Diff-only, snapshot on demand — the stream never emits an inline Snapshot. You seed from l4BookSnapshot, so a reconnect re-fetches the one coin you need instead of pushing every subscribed book back over the wire.

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What you can build

  • An exact local order-level book — seed from l4BookSnapshot, drop buffered batches at or below its height, then apply new / update / remove diffs by oid. The snapshot’s seq is the prev_seq of the first diff you apply.
  • Queue position and per-trader flow — entries are individual orders carrying user, oid, and tif, so you can reconstruct queue order at a price, attribute flow per wallet, and follow an order’s lifecycle through order_statuses.
  • Pipelines that can prove they’re complete — seq, prev_seq, and epoch turn “did I miss anything?” into a check rather than an assumption, so a market-making loop or a backfill can assert continuity.
l4BookUpdates is perps-only and coin is required — subscribe with a single symbol or an array of up to 64. Learn more