Description
A Python state machine that rebuilds a Hyperliquid order book down to individual Order ID from the order-status event stream.
What you get
- OrderBookState class: live book snapshot and order tracking by oid.
- Strict ordering: raises on out-of-order timestamps instead of silently resorting.
- 4/4 unit tests on synthetic data: order lifecycle (open to filled/canceled/rejected), fill removal, multi-level ordering and out-of-order detection.
Python + Polars. ZIP delivery.
What you need to bring
The input stream. node_order_statuses is not listed in Hyperliquid’s public S3 buckets; it is written by your own non-validating node started with –write-order-statuses. Ingestion (S3 download, LZ4 decompression) is not included: this is the state machine core.
Data quality disclosure
Validated against Hyperliquid’s documented schema and synthetic data. Not yet tested against live data from a real node.
Who it’s for: quants and data teams that already run, or plan to run, their own node and want order-level state from it.
Licensing: Hyperliquid hasn’t published an explicit redistribution clause for this data. This is a known, shared risk across every provider in the space.
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