Migrate from a native venue API

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Before you start

• Identify one native workflow that reads historical market data.
• Separate market-data reads from execution, account, wallet, and venue-control operations.
• Choose one Hyperliquid market type, symbol, timestamp, and output consumer.
• Load an API key from the runtime environment and check the selected symbol’s quality state.

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Inputs

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Steps

TS=$(( ($(date +%s) - 3600) * 1000 ))   # one hour ago, in Unix milliseconds

curl -sS "https://api.0xarchive.io/v1/hyperliquid/orderbook/BTC/l4?timestamp=$TS&depth=20" \
  -H "X-API-Key: $OXARCHIVE_API_KEY"

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What you get back

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Compare the outputs

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If something fails

• No usable coverage for the timestamp: stop the migration and choose a window that the route and quality response show as covered.
• 401: repair the key source or header.
• 404: check the Hyperliquid namespace and symbol format.
• A reconstruction or gap signal: discard unsafe local state, restart from the returned checkpoint, and apply ordered diffs only after the checkpoint.
• A mismatch with the old consumer: keep the old market-data path for comparison, inspect the exact route schema, and keep execution and account calls out of this workflow.

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Saved run metadata

{
  "migration": "hyperliquid-core-l4-snapshot-001",
  "venue_family": "hyperliquid_core",
  "symbol": "BTC",
  "data_family": "l4_orderbook",
  "route": "/v1/hyperliquid/orderbook/BTC/l4",
  "query": {
    "timestamp": "TS in Unix ms",
    "depth": 20
  },
  "quality_source": "record the selected data-quality response",
  "request_ids": ["00000000-0000-0000-0000-000000000000"],
  "checkpoint_timestamp": "record the response value",
  "diffs_applied": "record the response value",
  "native_scope_boundary": ["execution", "account", "wallet", "official venue control"],
  "output": "./artifacts/btc-l4-snapshot-001.json"
}

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Next step