Schemi dei dati L1

Il nodo scrive i dati in ~/hl/data. Con le impostazioni predefinite, la rete genera circa 100 GB di log al giorno, pertanto si consiglia di archiviare o eliminare i file meno recenti.

I flag della riga di comando per generare i dati ausiliari riportati di seguito sono disponibili all'indirizzo https://github.com/hyperliquid-dex/node

Blocchi delle transazioni

I blocchi analizzati come transazioni vengono trasmessi in streaming a

~/hl/data/replica_cmds/{start_time}/{date}/{height}

Snapshot dello stato

Gli snapshot dello stato vengono salvati ogni 10,000 blocchi in

~/hl/data/periodic_abci_states/{date}/{height}.rmp

Operazioni

I dati delle operazioni vengono salvati in

~/hl/data/node_trades/hourly/{date}/{hour}

// Example trade
{
  "coin": "COMP",
  "side": "B",
  "time": "2024-07-26T08:26:25.899",
  "px": "51.367",
  "sz": "0.31",
  "hash": "0xad8e0566e813bdf98176040e6d51bd011100efa789e89430cdf17964235f55d8",
  "trade_dir_override":"Na",
  // side_info always has length 2
  // side_info[0] is the buyer
  // side_info[1] is the seller
  "side_info": [
    {
      "user": "0xc64cc00b46101bd40aa1c3121195e85c0b0918d8",
      "start_pos": "996.67",
      "oid": 12212201265,
      "twap_id": null,
      "cloid": null
    },
    {
      "user": "0x768484f7e2ebb675c57838366c02ae99ba2a9b08",
      "start_pos": "-996.7",
      "oid": 12212198275,
      "twap_id": null,
      "cloid": null
    }
  ]
}

Fill

I dati dei fill vengono salvati in

~/hl/data/node_fills/hourly/{date}/{hour}

// Example fill
[                                                                              18:18:32 [11/1124]
  "0x1111111111111111111111111111111111111111",
  {
    "coin": "BTC",
    "px": "100000.0",
    "sz": "0.01",
    "side": "B",
    "time": 1721982385899,
    "startPosition": "0.0",
    "dir": "Open Long",
    "closedPnl": "0.0",
    "hash": "0xaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa",
    "oid": 123456789,
    "crossed": true,
    "fee": "0.55",
    "builderFee": "0.10",
    "builder": "0x2222222222222222222222222222222222222222",
    "subBuilders": [
      {
        "b": "0x3333333333333333333333333333333333333333",
        "s": 25000
      }
    ],
    "tid": 123456789012345,
    "feeToken": "USDC",
    "twapId": null
  }
]

Stati degli ordini

I dati sullo stato degli ordini vengono salvati in

~/hl/data/node_order_statuses/hourly/{date}/{hour}

// Example order status
{
  "time": "2024-07-26T08:31:48.717",
  "user": "0xc64cc00b46101bd40aa1c3121195e85c0b0918d8",
  "status": "canceled",
  "order": {
    "coin": "INJ",
    "side": "A",
    "limitPx": "25.381",
    // filled size
    "sz": "257.0",
    "oid": 12212359592,
    "timestamp": 1721982700270,
    "triggerCondition": "N/A",
    "isTrigger": false,
    "triggerPx": "0.0",
    "children": [],
    "isPositionTpsl": false,
    "reduceOnly": false,
    "orderType": "Limit",
    // original order size
    "origSz": "257.0",
    "tif": "Alo",
    "cloid": null
  }
}

Differenze grezze del book

I dati delle differenze grezze del book vengono salvati in

~/hl/data/node_raw_book_diffs/hourly/{date}/{hour}

// Example raw book diffs
// new resting order
{
  "user":"0x768484f7e2ebb675c57838366c02ae99ba2a9b08",
  "oid":35061046831,
  "coin":"CHILLGUY",
  "side": "Bid",
  "px": "1.36",
  "raw_book_diff": {
    "new":{"sz":"186910.0"}
  }
}
// resting order update
{
  "user":"0x768484f7e2ebb675c57838366c02ae99ba2a9b08",
  "oid":35061055064,
  "coin":"BTC",
  "side": "Bid",
  "px": "115323.2",
  "raw_book_diff": {
    "update":{"origSz":"0.2086","newSz":"0.2076"}
  }
}
// order removal
{
  "user":"0xc64cc00b46101bd40aa1c3121195e85c0b0918d8",
  "oid":35061057543,
  "side": "Ask",
  "px": "115200.2"
  "coin":"HYPE",
  "raw_book_diff":"remove"
}

Eventi vari

I dati degli eventi vari vengono salvati in

~/hl/data/misc_events/hourly/{date}/{hour}

Gli eventi vari attualmente includono i seguenti

• Depositi di staking
• Deleghe di staking
• Prelievi di staking
• Ricompense dei validatori
• Aggiornamenti del ledger (distribuzioni del funding, trasferimenti spot, ecc.)

type MiscEvent = {
  time: string;
  hash: string;
  inner: MiscEventInner;
}

type MiscEventInner = CDeposit | Delegation | CWithdrawal | ValidatorRewards | Funding | LedgerUpdate;

type CDeposit = {
  user: string;
  amount: number;
}

type Delegation = {
  user: string;
  validator: string;
  amount: number;
  is_undelegate: boolean;
}

type CWithdrawal = {
  user: string;
  amount: number;
  is_finalized: boolean;
}

type ValidatorRewards = {
  validator_to_reward: Array<[string, number]>;
}

type Funding {
  coin: string;
  usdc: number;
  szi: number;
  fundingRate: number;
  nSamples: number;
}

type LedgerUpdate = {
  users: Array<string>;
  delta: LedgerDelta;
}

// InternalTransfer means Perp USDC transfer
// RewardsClaim is for builder and referrer fees
// Deposit/Withdraw refer to Arbitrum USDC bridge
type LedgerDelta = Withdraw 
  | Deposit
  | VaultCreate
  | VaultDeposit
  | VaultWithdraw
  | VaultDistribution
  | VaultLeaderCommission
  | Liquidation
  | InternalTransfer
  | SubAccountTransfer
  | SpotTransfer
  | SpotGenesis
  | RewardsClaim
  | AccountActivationGas
  | PerpDexClassTransfer
  | DeployGasAuction;

type Withdraw = {
  usdc: number;
  nonce: number;
  fee: number;
}

type Deposit = {
  usdc: number;
}

type VaultCreate {
  vault: string;
  usdc: number;
  fee: number;
}

type VaultWithdraw {
  vault: string;
  user: string;
  requestedUsd: number;
  commission: number;
  closingCost: number;
  basis: number;
}

type VaultDistribution {
  vault: string;
  usdc: number;
}

type Liquidation {
  liquidatedNtlPos: number;
  accountValue: number;
  leverageType: string;
  liquidatedPositions: Array<LiquidatedPosition>;
}

type LiquidatedPosition {
  coin: string;
  szi: number;
}

type InternalTransfer {
  usdc: number;
  user: string;
  destination: string;
  fee: number;
}

type AccountClassTransfer {
  usdc: number;
  toPerp: boolean;
}

type SubAccountTransfer {
  usdc: number;
  user: string;
  destination: string;
}

type SpotTransfer {
  token: string;
  amount: number;
  usdcValue: number;
  user: string;
  destination: string;
  fee: number;
  nativeTokenFee: number;
}

type SpotGenesis {
  token: string;
  amount: number;
}

type RewardsClaim {
  amount: number;
}

type AccountActivationGas {
  amount: number;
  token: string;
}

type PerpDexClassTransfer {
  amount: number;
  token: string;
  dex: string;
  toPerp: boolean;
}

type DeployGasAuction {
  token: string;
  amount: number;
}

Snapshot L4

A partire da uno stato abci, il nodo può calcolare uno snapshot L4 del book, ossia l'intero book degli ordini con informazioni complete sugli ordini per ciascun livello. Può essere utilizzato come checkpoint a cui applicare il flusso degli stati degli ordini, consentendo agli utenti di trasmettere in streaming un book L4 in tempo reale.

Gli ordini nello snapshot sono ordinati cronologicamente allo stesso livello di prezzo. Gli ordini trigger compaiono alla fine e possono essere distinti tramite isTrigger .

[
  [
    "BTC", // coin
    [
      [ // bids
        {
          "coin": "BTC",
          "side": "B",
          "limitPx": "103988.0",
          "sz": "0.2782",
          "oid": 30112287571,
          "timestamp": 1747157301016,
          "triggerCondition": "N/A",
          "isTrigger": false,
          "triggerPx": "0.0",
          "children": [],
          "isPositionTpsl": false,
          "reduceOnly": false,
          "orderType": "Limit",
          "origSz": "0.2782",
          "tif": "Alo",
          "cloid": null
        },
        ..
      ],
      [ // asks
        {
          "coin": "BTC",
          "side": "A",
          "limitPx": "93708.0",
          "sz": "0.00047",
          "oid": 30073539988,
          "timestamp": 1747128626867,
          "triggerCondition": "Price below 101856",
          "isTrigger": true,
          "triggerPx": "101856.0",
          "children": [],
          "isPositionTpsl": false,
          "reduceOnly": true,
          "orderType": "Stop Market",
          "origSz": "0.00047",
          "tif": null,
          "cloid": null
        },
        ..
      ]
    ]
  ],
  [
    "ETH",
    ..
  ],
  [
    "SOL",
    ..
  ]
]