Beta
HyperCore APIs are in beta. Message fields, limits, and behavior may change, including breaking changes. To request access, contact [email protected].
l2Book | l2BookDiff | bbo | allMids | l4BookUpdates | |
|---|---|---|---|---|---|
| Delivers | Complete level window per changed market | Changed levels only | Best bid and ask | Mid price | Changed individual orders |
| Client state | None | Local book | None | None | Local order book |
| Detail | Aggregated levels | Aggregated levels | Top of book | One price | Orders with queue position |
| Typical use | Displays, periodic reads | Efficient live book | Prices and spreads | Price tracking | Market making, queue analysis |
All book streams begin with a snapshot (isSnapshot: true) and then send a market only when it changes, so quiet markets produce no messages.
For l2BookDiff and l4BookUpdates:
- Install the snapshot as local state.
- Apply each later message in order.
- Watch
seqon the subscription. If it skips, you missed a message and your book may be wrong: resubscribe and start again from the new snapshot. - If you receive
book_reset, drop local state for that subscription; a new snapshot follows. Thebook_resetmessage takes the nextseq, so count it.
Book streams don't replay. After any disconnect, resubscribe and rebuild from the snapshot. See replay and recovery.