README.md

---
license: cc-by-4.0
pretty_name: Various crypto market data (Polymarket Up/Down order books, …)
language:
  - en
tags:
  - finance
  - prediction-markets
  - polymarket
  - order-book
  - market-microstructure
  - crypto
  - time-series
size_categories:
  - 100M<n<1B
configs:
  - config_name: polymarket_updown_orderbook
    data_files: "polymarket_updown_orderbook/data/*/*.parquet"
    default: true
  - config_name: hyperliquid_trades
    data_files: "hyperliquid_trades/data/*/*.parquet"
  - config_name: hl_archive_l2book
    data_files: "hyperliquid_mainnet_archive/l2book/*/*.parquet"
  - config_name: hl_archive_trades
    data_files: "hyperliquid_mainnet_archive/trades/*/*.parquet"
  - config_name: hl_archive_asset_ctx
    data_files: "hyperliquid_mainnet_archive/asset_ctx/*/*.parquet"
  - config_name: hl_archive_bbo
    data_files: "hyperliquid_mainnet_archive/bbo/*/*.parquet"
  - config_name: hl_archive_mark
    data_files: "hyperliquid_mainnet_archive/mark/*/*.parquet"
  - config_name: hl_archive_funding
    data_files: "hyperliquid_mainnet_archive/funding/*/*.parquet"
  - config_name: hl_archive_candles_5m
    data_files: "hyperliquid_mainnet_archive/candles/*/*.parquet"
  - config_name: hl_archive_bbo_stream
    data_files: "hyperliquid_mainnet_archive/bbo_stream/*/*.parquet"
---

# variouscryptodata

Crypto market datasets collected as a by-product of our own research and
published so they are not lost. One sub-folder per dataset; each appended
nightly where collection is still running.

| folder | what | coverage | cadence |
|---|---|---|---|
| `polymarket_updown_orderbook/` | Polymarket Up/Down (5m/15m) order books, 10 levels, BTC/ETH/SOL/XRP/DOGE/HYPE/BNB, with Binance spot reference | 2026-05-24 → present | appended nightly (previous UTC day) |
| `hyperliquid_trades/` | Hyperliquid perp trade prints (every fill) for BTC/ETH/SOL/HYPE/AVAX + 25 HIP-3 tradfi markets (`xyz:*` equities/commodities/FX, `cash:*`, `km:*`) | 2026-07-23 → present | appended nightly (previous UTC day) |
| `hyperliquid_mainnet_archive/` | Hyperliquid WebSocket capture for 16 perps (15 until 2026-07-20): **L2 order book snapshots (20 levels/side)**, trades, asset context (funding/OI/premium/oracle/mark/mid/impact), top-of-book+depth summary, mark/oracle, funding, 5m candles | part 1: 2026-07-18 (~14:03 UTC) → 2026-08-04 (~13:25 UTC), 16 perps (legacy bot); part 2: from 2026-08-22 ~19:49 UTC (first day partial), **all ~320 perp + HIP-3 markets** (dedicated collector) | part 2 appended nightly (previous UTC day) |

---

## polymarket_updown_orderbook

Continuous top-10-level order book snapshots for Polymarket's short-dated
**crypto Up/Down markets** (5-minute and 15-minute, BTC/ETH/SOL/XRP/DOGE/HYPE/BNB),
captured every ~6 seconds per market (≈2–3 s in the last minute before a market closes), with the Binance spot price, the market's
strike and the time left to resolution on every row.

- **Granularity:** one row per (market, snapshot); ~250 000 rows/day.
- **Both outcomes:** the `Up` and `Down` books are recorded side by side.
- **Layout:** `polymarket_updown_orderbook/data/date=YYYY-MM-DD/book_depth.parquet`
  (Hive-style day partitions).

Polymarket's CLOB API is live-only; to our knowledge no public archive of the
order books of these short-dated markets exists.

### Schema

| column | type | meaning |
|---|---|---|
| `ts` | int64 | snapshot time, Unix seconds (UTC) |
| `ts_ms` | float64 | snapshot time, Unix milliseconds (v2 rows; absent before 2026-06-12) |
| `market` | string | market slug, e.g. `btc-updown-5m-1779622200` (asset-period-windowStart) |
| `asset` | string | `btc`, `eth`, `sol`, `xrp`, `doge`, `hype`, `bnb` (all seven present on every day) |
| `period_min` | int64 | market length in minutes: 5 or 15 |
| `condition_id` | string | Polymarket condition id (public market identifier, 0x…) |
| `win_start_ts` | int64 | window start, Unix seconds (v2) |
| `secs_left` | int64 | seconds until the window closes / market resolves |
| `in_window` | bool | `true` only inside the collector's own entry window, 8–35 s before the market closes (not an 'is the market open' flag — every market is captured for its whole 5/15-minute life) |
| `favored` | string | which side has the higher mid-price (`Up`/`Down`); null when tied or when either book lacks a two-sided quote (common in the final minute; ~15–25 % of rows) |
| `spot` | float64 | Binance spot price of the underlying (REST ticker) fetched with the snapshot |
| `spot_ts_ms` | float64 | timestamp of that spot observation, Unix ms (v2) |
| `strike_spot` | float64 | first spot at/after window start = the market's strike (v2) |
| `Up` | string (JSON) | `{"bids":[[price,size],…],"asks":[[price,size],…]}` — up to 10 levels each, best first |
| `Down` | string (JSON) | same for the Down outcome |

Prices in `Up`/`Down` are outcome-token prices in USDC (0–1); sizes are in
shares. Parse with `json.loads` (Python) or `json_extract` (DuckDB).
Schema v1 (19 days, 2026-05-24 → 2026-06-11) has 11 columns; v2 (from 2026-06-12) has 15. Reading
with `union_by_name`/`diagonal` concat handles both.

### Quick start

```python
import polars as pl, json
df = pl.read_parquet(
    "hf://datasets/Barthel/variouscryptodata/polymarket_updown_orderbook/data/date=2026-08-21/book_depth.parquet")
row = df.filter(pl.col("asset") == "btc").row(0, named=True)
book = json.loads(row["Up"])
print(book["bids"][0], book["asks"][0], row["spot"], row["secs_left"])
```

```sql
-- DuckDB
SELECT asset, period_min, count(*)
FROM read_parquet('hf://datasets/Barthel/variouscryptodata/polymarket_updown_orderbook/data/*/*.parquet', union_by_name=true)
GROUP BY 1,2 ORDER BY 1,2;
```

### Collection notes (read before modelling)

- Best-effort single-host capture: short gaps (seconds to minutes) occur around
  reconnects and host maintenance; treat `ts` spacing as irregular.
- Snapshot cadence is adaptive: ~6 s per market normally, ~2–3 s during the last minute before a market closes; all live markets (7 assets × 2 periods) are polled in the same cycle.
- `spot` is the Binance spot price fetched by the collector at snapshot time,
  not Polymarket's resolution oracle; use it for analysis, not as ground truth
  for settlement.
- Nothing here is investment advice; no trading strategy is included.
- Every upload is scanned automatically for credentials before publishing.

---

## hyperliquid_trades

Every public trade print streamed from Hyperliquid's WebSocket `trades`
channel for 30 markets: the perps **BTC, ETH, SOL, HYPE, AVAX** and 25
**HIP-3** markets (tokenised equities, indices, commodities and FX such as
`xyz:NVDA`, `xyz:TSLA`, `xyz:GOLD`, `xyz:SP500`, `xyz:EUR`, `cash:USA500`,
`km:US500` — the `coin` column uses Hyperliquid's `dex:NAME` form). One Parquet
per UTC day, all markets in one file. Roughly 100 rows per day carry exchange
timestamps far outside the file's day: on every (re)subscription Hyperliquid replays a market's most recent trades, and for the three dormant markets `cash:SILVER`, `cash:USA500`, `km:US500` (no trades at all during the collection period so far) those ~30 replayed trades date from June/July 2026 and recur in every daily file; filter on
`time_ms` if that matters to you.

- **Layout:** `hyperliquid_trades/data/date=YYYY-MM-DD/trades.parquet`
- **Rows:** ~0.6–3.6 million/day (median ≈2 M; weekends lowest); sorted by `time_ms`; de-duplicated on (`coin`,`tid`).

| column | type | meaning |
|---|---|---|
| `coin` | string | Hyperliquid market name (`BTC`, `xyz:NVDA`, …) |
| `side` | string | aggressor side as reported by Hyperliquid: `B` = buyer, `A` = seller |
| `px` | float64 | trade price (USDC) |
| `sz` | float64 | trade size (base units of the market) |
| `time_ms` | int64 | exchange trade time, Unix milliseconds (UTC) |
| `tid` | int64 | Hyperliquid trade id |

Deliberately **not** included: counterparty wallet addresses (`users`) and
transaction hashes — this dataset is about prices and flow, not about who
traded. Collection is best-effort from a single WebSocket client; brief gaps
(reconnects) can occur. HIP-3 markets follow their own trading hours, so
zero-trade stretches there are normal, not gaps.

```python
import polars as pl
t = pl.read_parquet("hf://datasets/Barthel/variouscryptodata/hyperliquid_trades/data/date=2026-08-21/trades.parquet")
print(t.group_by("coin").agg(pl.len(), (pl.col("px")*pl.col("sz")).sum().alias("notional")).sort("notional", descending=True).head(10))
```

---

## hyperliquid_mainnet_archive (part 1 static 2026-07-18 → 2026-08-04; part 2 from 2026-08-22, appended nightly)

An 18-day capture (2026-07-18 ~14:03 UTC → 2026-08-04 ~13:25 UTC; first and last day partial) of Hyperliquid's public WebSocket feed by a shadow-trading
research bot (no orders were sent from this data). Coins were the bot's
watch-list at the time — 16 liquid perps: BTC, ETH, SOL,
HYPE, XRP, AVAX, NEAR, ONDO, UNI, WLD, ZEC, PUMP, TRUMP, FARTCOIN, LIT, VVV
(15 coins on 2026-07-18 → 07-20; AVAX was added 2026-07-21, 16 from then on). One Parquet per table
per UTC day: `hyperliquid_mainnet_archive/<table>/date=YYYY-MM-DD/<table>.parquet`.

| table | rows/day (≈) | columns |
|---|---:|---|
| `l2book` | 100–300 k | `coin`, `time_ms` (exchange), `recv_ms` (local receive), `bids`, `asks` — JSON `[[px, sz, n_orders], …]`, 20 levels per side in part 1 (up to 20 in part 2), best first, full precision (`nSigFigs=null`); one snapshot per coin every ~5.4 s (the exchange's push cadence, not every book update) |
| `trades` | 0.3–1.3 M | `coin`, `side` (`B` buyer-aggressor / `A` seller-aggressor), `px`, `sz`, `time_ms`, `tid` — de-duplicated on (`coin`,`tid`); wallet addresses and tx hashes removed |
| `asset_ctx` | 0.5–1.5 M | `coin`, `recv_ms`, `funding` (hourly rate), `open_interest`, `prev_day_px`, `day_ntl_vlm`, `day_base_vlm`, `premium`, `oracle_px`, `mark_px`, `mid_px`, `impact_bid`, `impact_ask` — streamed `activeAssetCtx` updates |
| `bbo` | 100–300 k | `coin`, `recv_ms`, `bid_px`, `bid_sz`, `ask_px`, `ask_sz`, `spread`, `spread_bps`, `bid_depth_sz`, `bid_depth_usd`, `ask_depth_sz`, `ask_depth_usd`, `bid_levels`, `ask_levels` — top of book plus summed depth over the 20 captured levels, computed by the collector for each captured `l2book` snapshot (same row count and ~5 s cadence as `l2book`) |
| `mark` | ~250 k | `coin`, `recv_ms`, `mark_px`, `oracle_px` |
| `funding` | ~22 k | `coin`, `recv_ms`, `funding_rate` |
| `candles` | 2–5 k | `coin`, `interval` (`5m`), `open_ms`, `close_ms`, `open`, `high`, `low`, `close`, `volume`, `trade_count` — final state of each 5m candle |
| `bbo_stream` (part 2 only) | ~5–10 M | `coin`, `time_ms`, `recv_ms`, `bid_px`, `bid_sz`, `bid_n`, `ask_px`, `ask_sz`, `ask_n` — Hyperliquid's high-frequency `bbo` WebSocket channel (every top-of-book change) for the ~40 highest-volume markets |

**Part 2 (from 2026-08-22 ~19:49 UTC, first day partial; appended nightly):**
a dedicated read-only collector subscribes `l2Book` + `trades` for **every**
perp on the main exchange and every HIP-3 market (≈320 markets, re-discovered
every 6 h, so newly listed markets appear automatically), and `bbo` for the
~40 highest-volume markets (ranked at collector start; new high-volume entrants
are added at discovery, none removed). Same table layout and column names as
part 1, with these differences:

- `asset_ctx`, `mark` and `funding` come from the REST `metaAndAssetCtxs`
  endpoint once per minute (part 1: streamed, ~5 s).
- `bbo` is derived from each `l2book` snapshot (identical definition to part 1).
- `l2book`: up to 20 levels per side — thin HIP-3 markets can have fewer (see
  `bid_levels`/`ask_levels`); the ~5.4 s cadence is the exchange's push rate.
- `candles` are 5-minute bars built from `trades` captured live (receive
  latency ≤ 60 s), only buckets with ≥ 1 trade (part 1: exchange candle stream
  incl. empty buckets); buckets around collector (re)starts may be partial.
- `trades`: on every (re)subscription Hyperliquid replays the last ~30 trades
  of a market, so each daily file can contain a few older trades per market —
  filter on `time_ms` if that matters.
- Part-2 volumes: `l2book`/`bbo` ≈ 5 M rows/day, `trades` ≈ 5–8 M,
  `bbo_stream` ≈ 9–11 M, `asset_ctx`/`mark`/`funding` ≈ 0.46 M, `candles` ≤ 92 k.
- Receive latency (recv_ms − time_ms): l2book ≈ 0.6 s median / ≈ 1–2 s p99;
  trades/bbo ≈ 0.35 s median; bursts up to ~10 s at (re)subscribe.

Gap between part 1 and part 2: 2026-08-04 13:25 → 2026-08-22 19:49 UTC.

Notes: `time_ms`/`open_ms` are exchange timestamps; `recv_ms` is the
collector's receive time (single host, best-effort; latency typically
≈0.45 s median and ≈1 s p99, with occasional bursts up to ~10–30 s). Hyperliquid's own
complete history is available from the exchange's requester-pays S3 archive;
this is a free, partial mirror for convenience.

```python
import polars as pl, json
b = pl.read_parquet("hf://datasets/Barthel/variouscryptodata/hyperliquid_mainnet_archive/l2book/date=2026-07-27/l2book.parquet")
snap = b.filter(pl.col("coin") == "ETH").row(0, named=True)
bids, asks = json.loads(snap["bids"]), json.loads(snap["asks"])
print(bids[0], asks[0])   # [px, sz, n_orders]
```

## License & citation

Data © the collector, released under **CC-BY-4.0**. Underlying quotes originate
from Polymarket's public CLOB API, Binance's public REST API and Hyperliquid's public WebSocket API. If you use
this data, please cite “Barthel/variouscryptodata (Hugging Face dataset)”.