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Join us on DiscordLive Level-2 order books for the most-traded Hyperliquid perps: where bids and asks are stacked, how deep liquidity is within a few basis points of mid, and which side is heavier. Each book is read alongside its HMM quant regime — so you can see when resting liquidity agrees with, or fights, the model's directional call.
Bid depth vs ask depth tells you which way the book is leaning: a wall of resting bids below price (green) is support; thin asks above (red) means little stands in the way of a rally. Imbalance is the bid/ask ratio within ±25 bps — the single number that captures "thick bid liquidity" vs "ask depth less than bid depth."
The liquidity heatmap shows where that depth has persisted over time — sticky liquidity at a price level is where the market keeps defending or capping.
Today the HMM regime engine reads only price, volatility and funding — the order book is shown here as an independent corroboration of its directional call. Next: spread, depth-imbalance and total-depth are planned as causal model features on the roadmap so the regime probabilities themselves will price in microstructure.
X-API-Key: cdk_live_...; machine-readable docs live at /llms.txt and /llms-full.txt.curl "https://cryptodataapi.com/api/v1/hyperliquid/l2-book?coin=BTC" \ -H "X-API-Key: cdk_live_..."
curl "https://cryptodataapi.com/api/v1/liquidity/depth" \ -H "X-API-Key: cdk_live_..."
curl "https://cryptodataapi.com/api/v1/backtesting/snapshots\ ?data_type=hl_l2_books&start=2026-03-10&end=2026-03-11" \ -H "X-API-Key: cdk_live_..."
curl "https://cryptodataapi.com/api/v1/backtesting/archives/download\ ?data_type=snapshots&symbol=hl_l2_books&start=2026-03-10&end=2026-06-13" \ -H "X-API-Key: cdk_live_..."
hl_l2_books archives — wire straight into a backfill path.Depth is the first thing a backtest quietly assumes and the last thing anyone archives. These are captured L2 ladders — the actual resting book at each snapshot — so slippage and fill assumptions can be measured against what was really there rather than modelled from volume.
curl -H "X-API-Key: cdk_live_yourkey" \ "https://cryptodataapi.com/api/v1/backtesting/snapshots?data_type=liquidity_depth&start=2026-07-01&limit=1000"
Snapshots are 5 minutes apart, so this supports depth-conditioned backtests — sizing, slippage budgets, regime filters — not tick-level fill simulation. We would rather say so than let you find out.