hyperliquid-market-data

# Hyperliquid market data All reads are `POST /info` with a JSON body; no key, no signing. Market data is usually read from **mainnet** even when the desk trades on testnet, because testnet prices and books are thin; say which network a figure came from. Every figure the desk reports carries source (request type), network and UTC time. ```bash BASE=https://api.hyperliquid.xyz # or https://api.hyperliquid-testnet.xyz hl() { curl -sS -m 15 -X POST "$BASE/info" -H 'Content-Type: application/json' -d "$1"; } ``` Python header (SDK): ```python from hyperliquid.info import Info from hyperliquid.utils import constants info = Info(constants.MAINNET_API_URL, skip_ws=True) # TESTNET_API_URL for testnet ``` ## Prices ```bash hl '{"type":"allMids"}' | jq '{BTC, ETH, SOL}' # mid per coin, strings ``` `allMids` falls back to last trade when the book is empty. For mark, oracle and mid together use `metaAndAssetCtxs` below. Python: `info.all_mids()`. ## Market metadata, funding, open interest, volume ```bash hl '{"type":"metaAndAssetCtxs"}' | jq -r ' .[0].universe as $u | .[1] | to_entries[] | . as $e | $u[$e.key] as $m | select($m.name == "BTC" or $m.name == "ETH" or $m.name == "SOL") | [$m.name, $e.value.midPx, $e.value.markPx, $e.value.oraclePx, $e.value.funding, $e.value.openInterest, $e.value.dayNtlVlm, $e.value.premium, $m.maxLeverage, $m.szDecimals] | @tsv' ``` Fields per asset (same order as `meta.universe`): `midPx`, `markPx`, ...