dataset card: hyperliquid_mainnet_archive part 2 (dedicated collector), bbo_stream config, audited corrections

README.md

@@ -33,6 +33,8 @@ configs:
     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
@@ -45,7 +47,7 @@ nightly where collection is still running.
 |---|---|---|---|
 | `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 | 2026-07-18 (from ~14:03 UTC) → 2026-08-04 (until ~13:25 UTC), 18 days | static (one-off archive) |
+| `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) |
 
 ---
 
@@ -157,7 +159,7 @@ print(t.group_by("coin").agg(pl.len(), (pl.col("px")*pl.col("sz")).sum().alias("
 
 ---
 
-## hyperliquid_mainnet_archive (static, 2026-07-18 → 2026-08-04)
+## 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
@@ -168,13 +170,40 @@ per UTC day: `hyperliquid_mainnet_archive/<table>/date=YYYY-MM-DD/<table>.parque
 
 | table | rows/day (≈) | columns |
 |---|---:|---|
-| `l2book` | 100–300 k | `coin`, `time_ms` (exchange), `recv_ms` (local receive), `bids`, `asks` — JSON `[[px, sz, n_orders], …]`, exactly 20 levels per side, best first, full precision (`nSigFigs=null`); one snapshot per coin every ~5.4 s (collector-throttled, not every book update) |
+| `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