l2BookDiff2 | Hyperliquid WebSocket API - GoldRush API Documentation

Processing

Realtime

GoldRush-native. l2BookDiff2 is not exposed on wss://api.hyperliquid.xyz/ws. Pointing a client at the public endpoint with this subscription type will fail.
Diff-only — no inline snapshot. Unlike l2BookDiff, this stream never sends a Snapshot frame. Every message is an Updates batch. Seed your local book from the REST l2BookDiffSnapshot info method, then apply diffs on top — see Bootstrapping & gap detection below.
Sequenced for gap detection. Each per-coin diff carries a monotonic seq and the prev_seq it follows; each batch carries a server epoch and a cursor. This lets a client detect a dropped message or a server reset and re-bootstrap deterministically.
coin is optional. Omit it to stream every asset on a single subscription; use marketTypes to choose which market families are included (defaults to ["perp"]).

Endpoint

wss://hypercore.goldrushdata.com/ws?key=<GOLDRUSH_API_KEY>

string

required

Your GoldRush API key. Passed as a query parameter at connection time - no Authorization header is used.

Send this JSON message after the connection is established:

string

required

Always "subscribe".

object

required

Show properties

string

required

Always "l2BookDiff2".

string | string[]

Asset filter. Accepts three shapes:

String - a single asset symbol (e.g. "HYPE", "BTC", "@107" for spot pairs). For HIP-3 markets, include the deployer prefix.
Array of strings - a fixed list of asset symbols (e.g. ["HYPE", "BTC", "ETH"]). Each coin is sequenced independently.
Omitted - wildcard. Streams diffs across every perp asset by default on one subscription (see marketTypes to include spot or outcome markets).

string[]

Optional. Selects which market families a wildcard subscription includes. Only valid when coin is omitted. Defaults to ["perp"].Accepted values:

"perp" (default) - vanilla perps and HIP-3 deployer-perps.
"spot" - @<index> spot markets and legacy spot pairs. Not included by default.
"outcome" - HIP-4 prediction-market outcomes. Not included by default.
"*" - every current type ("perp" + "spot" + "outcome") and auto-opt-in to any future types.

Mix and match in one subscription, e.g. ["perp", "outcome"]. A second subscribe with a different marketTypes value replaces the previous filter.

Example

Subscribe with	What you receive
`{"type":"l2BookDiff2","coin":"HYPE"}`	Diffs for HYPE only
`{"type":"l2BookDiff2","coin":["HYPE","BTC","ETH"]}`	Diffs for a fixed list of coins
`{"type":"l2BookDiff2"}`	Diffs for every perp coin (default: `marketTypes: ["perp"]`)
`{"type":"l2BookDiff2","marketTypes":["*"]}`	Diffs for every coin (perp + spot + outcome, plus future types)

wscat -c "wss://hypercore.goldrushdata.com/ws?key=$GOLDRUSH_API_KEY"

> {"method":"subscribe","subscription":{"type":"l2BookDiff2","coin":"BTC"}}

import WebSocket from "ws";

const ws = new WebSocket(
  `wss://hypercore.goldrushdata.com/ws?key=${process.env.GOLDRUSH_API_KEY}`,
);

ws.on("open", () => {
  ws.send(JSON.stringify({
    method: "subscribe",
    subscription: { type: "l2BookDiff2", coin: "BTC" },
  }));
});

ws.on("message", (raw) => {
  const msg = JSON.parse(raw.toString());
  if (msg.channel !== "l2BookDiff2") return;

  const { time, block_height, epoch, cursor, book_diffs } = msg.data.Updates;
  for (const d of book_diffs) {
    console.log(block_height, epoch, d.coin, "seq", d.prev_seq, "->", d.seq);
    // apply d.levels = [changedBids, changedAsks]; sz "0" removes the level
  }
});

import asyncio, json, os
import websockets

async def main():
    uri = f"wss://hypercore.goldrushdata.com/ws?key={os.environ['GOLDRUSH_API_KEY']}"
    async with websockets.connect(uri) as ws:
        await ws.send(json.dumps({
            "method": "subscribe",
            "subscription": {"type": "l2BookDiff2", "coin": "BTC"},
        }))
        async for raw in ws:
            msg = json.loads(raw)
            if msg.get("channel") != "l2BookDiff2":
                continue
            upd = msg["data"]["Updates"]
            for d in upd["book_diffs"]:
                print(upd["block_height"], upd["epoch"], d["coin"], "seq", d["prev_seq"], "->", d["seq"])

asyncio.run(main())

Unsubscribe

Send the same subscription body with method: "unsubscribe":

{
  "method": "unsubscribe",
  "subscription": { "type": "l2BookDiff2", "coin": "BTC" }
}

Unsubscribe matches subscriptions by exact body. A subscription created with coin: ["BTC", "ETH"] is a different subscription from one created with coin: "BTC". To narrow a multi-coin set, unsubscribe the original coin array in full, then resubscribe with the smaller list.

Streamed messages

Every message has channel: "l2BookDiff2" and a data payload containing an Updates batch (this stream never emits a Snapshot). An Updates batch is emitted on each HyperCore block where the book for at least one subscribed coin changed.

{
  "channel": "l2BookDiff2",
  "data": {
    "Updates": {
      "time": 1786379817106,
      "block_height": 1105180205,
      "epoch": "466bf60f-bb7a-4591-89a3-a2660234fef5",
      "cursor": "1105180205:1786379817106",
      "book_diffs": [
        {
          "coin": "BTC",
          "seq": 4229978,
          "prev_seq": 4229977,
          "levels": [
            [
              { "px": "57686.0", "sz": "0.09903", "n": 25 }
            ],
            [
              { "px": "64164.0", "sz": "0", "n": 0 }
            ]
          ]
        }
      ]
    }
  }
}

Each entry in levels[0] (bids) and levels[1] (asks) replaces the current state at its px. A level with sz: "0" and n: 0 means the level at that price has been removed.

Bootstrapping & gap detection

l2BookDiff2 gives you diffs only, so you build the book yourself by seeding from a snapshot and applying diffs in order:

Subscribe to l2BookDiff2 for your coin(s) and start buffering the incoming Updates.
Fetch a snapshot for each coin from the REST l2BookDiffSnapshot info method. Note its height, epoch, and per-coin seq.
Discard already-applied diffs. Drop any buffered batch whose block_height is ≤ the snapshot’s height (the snapshot already includes those blocks). You may equivalently discard per coin by seq - drop any diff whose seq ≤ the snapshot’s seq - for the tightest alignment.
Verify the epoch. Every remaining diff’s epoch must equal the snapshot’s epoch. A different epoch means the stream reset after your snapshot - re-fetch the snapshot and restart.
Apply in order. For each coin, the first diff you apply should have prev_seq == snapshot.seq. For each level, upsert {px, sz, n}, or remove the price when sz is "0".
Ongoing gap detection. Per coin, each diff’s prev_seq must equal the last seq you applied for that coin. On a mismatch (a dropped message) or an epoch change (a server reset), re-bootstrap that coin from step 2.

The seq/prev_seq are per coin, tracked within the current epoch. Compare them per coin, not globally across the batch.

Response fields

string

Always "l2BookDiff2".

object

Contains an Updates batch.

Show Updates (per-block diffs)

int

HyperCore block timestamp in milliseconds.

int

HyperCore block height these diffs were produced at. Align against the snapshot’s height.

string

Server generation (UUID). Regenerated when the stream resets (e.g. a server restart); a new epoch means your snapshot and buffered diffs are stale, so re-bootstrap. Matches the epoch in the l2BookDiffSnapshot response.

string

A per-batch position marker, formatted "<block_height>:<time>". To recover from a disconnect, re-bootstrap from a fresh l2BookDiffSnapshot (see Bootstrapping & gap detection) — the stream does not replay from this value.

array<object>

Per-coin lists of changed price levels. One entry per coin that changed at this block.

Show book_diff fields

string

Asset symbol the diff applies to.

int

Per-coin monotonic sequence for this diff, within the current epoch.

int

The seq of the previous diff for this coin. Must equal the last seq you applied for the coin (or the snapshot’s seq for the first diff after a bootstrap). A mismatch signals a gap.

array<array<Level>>

Tuple [changed_bids, changed_asks]. Each entry replaces the current state at its px; an entry with sz: "0" and n: 0 removes the level at that price.

Show level properties

string

Price for this level (decimal string).

string

New aggregate size at this level (decimal string). "0" means the level is removed.

int

New number of orders aggregated into this level. 0 means the level is removed.

l2Book

subscribe to real-time L2 order book snapshots for all Hyperliquid assets over WebSocket.

l2BookDiff

subscribe to real-time L2 order book (initial snapshot + diffs) for all Hyperliquid assets over…

l4Book

subscribe to GoldRush’s order-level Hyperliquid book - initial snapshot of every resting order…

See all Hyperliquid endpoints: Overview hub · WebSocket API reference

Foundational API

Hyperliquid API

JSON-RPC

Service Keys

Ephemeral Keys

l2BookDiff2 | Hyperliquid WebSocket API

Processing

Endpoint

Example

Unsubscribe

Streamed messages

Bootstrapping & gap detection

Response fields

l2Book

l2BookDiff

l4Book

Processing

​Endpoint

​Subscribe

​Example

​Unsubscribe

​Streamed messages

​Bootstrapping & gap detection

​Response fields

​Related endpoints

l2Book

l2BookDiff

l4Book

Endpoint

Subscribe

Example

Unsubscribe

Streamed messages

Bootstrapping & gap detection

Response fields

Related endpoints