| --- |
| pretty_name: QuantFeatures Hyperliquid Features 2026 (Sample) |
| license: other |
| license_name: quantfeatures-sample-evaluation |
| license_link: LICENSE.md |
| language: |
| - en |
| tags: |
| - finance |
| - crypto |
| - cryptocurrency |
| - market-microstructure |
| - time-series |
| - features |
| - hyperliquid |
| task_categories: |
| - time-series-forecasting |
| size_categories: |
| - 1M<n<10M |
| configs: |
| - config_name: TradeFlow |
| default: true |
| data_files: |
| - split: perp |
| path: data/TradeFlow/perp.parquet |
| - config_name: TradeTick |
| data_files: |
| - split: perp |
| path: data/TradeTick/perp.parquet |
| - config_name: TradeCovar |
| data_files: |
| - split: perp |
| path: data/TradeCovar/perp.parquet |
| - config_name: TradeCovarPlus |
| data_files: |
| - split: perp |
| path: data/TradeCovarPlus/perp.parquet |
| - config_name: TradeStats |
| data_files: |
| - split: perp |
| path: data/TradeStats/perp.parquet |
| - config_name: TradeGroup |
| data_files: |
| - split: perp |
| path: data/TradeGroup/perp.parquet |
| - config_name: TradeGroupPlus |
| data_files: |
| - split: perp |
| path: data/TradeGroupPlus/perp.parquet |
| - config_name: TradeLarge |
| data_files: |
| - split: perp |
| path: data/TradeLarge/perp.parquet |
| - config_name: TradeGradient |
| data_files: |
| - split: perp |
| path: data/TradeGradient/perp.parquet |
| - config_name: TradeImpact |
| data_files: |
| - split: perp |
| path: data/TradeImpact/perp.parquet |
| - config_name: QuoteBasic |
| data_files: |
| - split: perp |
| path: data/QuoteBasic/perp.parquet |
| - config_name: FundingRate |
| data_files: |
| - split: perp |
| path: data/FundingRate/perp.parquet |
| - config_name: FundingPaid |
| data_files: |
| - split: perp |
| path: data/FundingPaid/perp.parquet |
| - config_name: LiqFlow |
| data_files: |
| - split: perp |
| path: data/LiqFlow/perp.parquet |
| - config_name: LiqStats |
| data_files: |
| - split: perp |
| path: data/LiqStats/perp.parquet |
| - config_name: OpenIntBasic |
| data_files: |
| - split: perp |
| path: data/OpenIntBasic/perp.parquet |
| - config_name: OpenIntPlus |
| data_files: |
| - split: perp |
| path: data/OpenIntPlus/perp.parquet |
| - config_name: OpenIntGradient |
| data_files: |
| - split: perp |
| path: data/OpenIntGradient/perp.parquet |
| - config_name: TradeFlow_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeFlow/perp.parquet |
| - config_name: TradeTick_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeTick/perp.parquet |
| - config_name: TradeCovar_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeCovar/perp.parquet |
| - config_name: TradeCovarPlus_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeCovarPlus/perp.parquet |
| - config_name: TradeStats_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeStats/perp.parquet |
| - config_name: TradeGroup_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeGroup/perp.parquet |
| - config_name: TradeGroupPlus_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeGroupPlus/perp.parquet |
| - config_name: TradeLarge_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeLarge/perp.parquet |
| - config_name: TradeGradient_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeGradient/perp.parquet |
| - config_name: TradeImpact_10min |
| data_files: |
| - split: perp |
| path: data/10min/TradeImpact/perp.parquet |
| - config_name: QuoteBasic_10min |
| data_files: |
| - split: perp |
| path: data/10min/QuoteBasic/perp.parquet |
| - config_name: FundingRate_10min |
| data_files: |
| - split: perp |
| path: data/10min/FundingRate/perp.parquet |
| - config_name: LiqFlow_10min |
| data_files: |
| - split: perp |
| path: data/10min/LiqFlow/perp.parquet |
| - config_name: LiqStats_10min |
| data_files: |
| - split: perp |
| path: data/10min/LiqStats/perp.parquet |
| - config_name: OpenIntBasic_10min |
| data_files: |
| - split: perp |
| path: data/10min/OpenIntBasic/perp.parquet |
| - config_name: OpenIntPlus_10min |
| data_files: |
| - split: perp |
| path: data/10min/OpenIntPlus/perp.parquet |
| - config_name: OpenIntGradient_10min |
| data_files: |
| - split: perp |
| path: data/10min/OpenIntGradient/perp.parquet |
| extra_gated_heading: Request access to the QuantFeatures sample |
| extra_gated_prompt: >- |
| This sample is provided for evaluating QuantFeatures data products under the |
| QuantFeatures Sample Evaluation License (see LICENSE.md). Redistribution, |
| resale, and production or live-trading use are not permitted without a |
| separate agreement. |
| extra_gated_fields: |
| Full name: text |
| Company or institution: text |
| Work email: text |
| Intended use: |
| type: select |
| options: |
| - Evaluating data for research |
| - Evaluating data for a commercial license |
| - Academic research |
| - label: Other |
| value: other |
| I agree to the QuantFeatures Sample Evaluation License and will not redistribute the data: checkbox |
| extra_gated_button_content: Agree and request access |
| --- |
| |
| # QuantFeatures Hyperliquid Features 2026 (Sample) |
|
|
| Research-ready, hourly and 10-minute features for Hyperliquid perpetuals, every UTC day of 2026: trade activity and flow, trade distributions, top of book, funding, open interest and liquidations. The previous UTC day is added each day (one-day delay). |
|
|
| | Attribute | Value | |
| | --- | --- | |
| | Instruments | BCH, BNB, BTC, ETH, HYPE, XRP (quoted in USDC; the `quote` column reads `usdt`) | |
| | Days | Every UTC day, 2026-01-01 to 2026-11-10 | |
| | Update | Daily, after 01:30 UTC, adds the previous UTC day | |
| | Interval | 1 hour, 24 intervals per day; and 10 minutes, 144 intervals per day (configs ending `_10min`) | |
|
|
| Feature version `3.1.0`; 3,861,504 rows across 35 files. |
|
|
| ## Source |
|
|
| No third-party data vendor is involved. |
|
|
| - 2026-01-01 to 2026-11-04: Hyperliquid's own archived node trade fills, one row per trade, taken from the taker's fill. The archive has trades only, so `QuoteBasic`, `FundingRate`, `OpenIntBasic`, `OpenIntPlus`, `OpenIntGradient` start on 2026-11-05. Liquidations (`LiqFlow`, `LiqStats`) are flagged in these fills. |
| - From 2026-11-05: Hyperliquid's public websocket trade, best bid/offer and asset context (funding, open interest, mark price) streams, recorded by QuantFeatures with exchange timestamps. The websocket has no liquidation stream, so `LiqFlow`, `LiqStats` end on 2026-11-04. |
| - `FundingPaid` is the hourly funding settlement reported by Hyperliquid's public API, for the whole period, so it has no 10-minute config. |
|
|
| ## Load |
|
|
| ```python |
| from datasets import load_dataset |
| |
| perp = load_dataset("QuantFeatures/hyperliquid-features", "TradeFlow", split="perp") |
| ``` |
|
|
| Or with pandas: |
|
|
| ```python |
| import pandas as pd |
| perp = pd.read_parquet("hf://datasets/QuantFeatures/hyperliquid-features/data/TradeFlow/perp.parquet") |
| |
| # 10-minute intervals |
| perp_10min = pd.read_parquet("hf://datasets/QuantFeatures/hyperliquid-features/data/10min/TradeFlow/perp.parquet") |
| ``` |
|
|
| ## Modules (configs) |
|
|
| | Config | Family | Input | Interval | Days | Columns | Rows | |
| | --- | --- | --- | --- | --- | ---: | ---: | |
| | `TradeFlow` | Trade activity | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 45 | 45,216 | |
| | `TradeTick` | Extended trade activity | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 33 | 45,216 | |
| | `TradeCovar` | Trade relationships | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 30 | 45,216 | |
| | `TradeCovarPlus` | Extended trade relationships | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 54 | 45,216 | |
| | `TradeStats` | Trade distribution | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 24 | 45,216 | |
| | `TradeGroup` | Trade grouping | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 123 | 45,216 | |
| | `TradeGroupPlus` | Grouped trade distribution | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 124 | 45,216 | |
| | `TradeLarge` | Trade tails | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 123 | 45,216 | |
| | `TradeGradient` | Trade dynamics | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 42 | 45,216 | |
| | `TradeImpact` | Trade dynamics | Exchange trades | 1 h | 2026-01-01 to 2026-11-10 | 42 | 45,216 | |
| | `QuoteBasic` | Top of book | Best-bid/offer quotes | 1 h | 2026-11-05 to 2026-11-10 | 71 | 864 | |
| | `FundingRate` | Funding | Derivative ticker feed | 1 h | 2026-11-05 to 2026-11-10 | 33 | 864 | |
| | `FundingPaid` | Funding | Funding settlements (exchange API) | 1 h | 2026-01-01 to 2026-11-10 | 9 | 45,216 | |
| | `LiqFlow` | Liquidations | Liquidation feed | 1 h | 2026-01-01 to 2026-11-04 | 15 | 44,352 | |
| | `LiqStats` | Extended liquidations | Liquidation feed | 1 h | 2026-01-01 to 2026-11-04 | 77 | 44,352 | |
| | `OpenIntBasic` | Open interest | Derivative ticker feed | 1 h | 2026-11-05 to 2026-11-10 | 33 | 864 | |
| | `OpenIntPlus` | Extended open interest | Derivative ticker feed | 1 h | 2026-11-05 to 2026-11-10 | 45 | 864 | |
| | `OpenIntGradient` | Open-interest dynamics | Derivative ticker feed | 1 h | 2026-11-05 to 2026-11-10 | 39 | 864 | |
| | `TradeFlow_10min` | Trade activity | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 45 | 271,296 | |
| | `TradeTick_10min` | Extended trade activity | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 33 | 271,296 | |
| | `TradeCovar_10min` | Trade relationships | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 30 | 271,296 | |
| | `TradeCovarPlus_10min` | Extended trade relationships | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 54 | 271,296 | |
| | `TradeStats_10min` | Trade distribution | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 24 | 271,296 | |
| | `TradeGroup_10min` | Trade grouping | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 123 | 271,296 | |
| | `TradeGroupPlus_10min` | Grouped trade distribution | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 124 | 271,296 | |
| | `TradeLarge_10min` | Trade tails | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 123 | 271,296 | |
| | `TradeGradient_10min` | Trade dynamics | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 42 | 271,296 | |
| | `TradeImpact_10min` | Trade dynamics | Exchange trades | 10 min | 2026-01-01 to 2026-11-10 | 42 | 271,296 | |
| | `QuoteBasic_10min` | Top of book | Best-bid/offer quotes | 10 min | 2026-11-05 to 2026-11-10 | 71 | 5,184 | |
| | `FundingRate_10min` | Funding | Derivative ticker feed | 10 min | 2026-11-05 to 2026-11-10 | 33 | 5,184 | |
| | `LiqFlow_10min` | Liquidations | Liquidation feed | 10 min | 2026-01-01 to 2026-11-04 | 15 | 266,112 | |
| | `LiqStats_10min` | Extended liquidations | Liquidation feed | 10 min | 2026-01-01 to 2026-11-04 | 77 | 266,112 | |
| | `OpenIntBasic_10min` | Open interest | Derivative ticker feed | 10 min | 2026-11-05 to 2026-11-10 | 33 | 5,184 | |
| | `OpenIntPlus_10min` | Extended open interest | Derivative ticker feed | 10 min | 2026-11-05 to 2026-11-10 | 45 | 5,184 | |
| | `OpenIntGradient_10min` | Open-interest dynamics | Derivative ticker feed | 10 min | 2026-11-05 to 2026-11-10 | 39 | 5,184 | |
|
|
| Full field definitions are in the [Feature Catalog](https://github.com/QuantFeatures/FeatureCatalog/tree/main/docs/modules). |
|
|
| ## Record semantics |
|
|
| - Each row is one instrument in one half-open UTC interval `[start_time_utc, end_time_utc)`. |
| - `exch`, `type`, `base`, and `quote` identify the instrument; rows are sorted by `start_time_utc`, `exch`, then `base`. |
| - An interval's information is complete only at `end_time_utc`. Use `end_time_utc` as the availability time to avoid look-ahead bias. |
| - NaN means unavailable or not validly computable, never zero. Integer counts are null only in masked intervals (see below). A missing row is not zero activity. |
| - Days are consecutive: each day's stateful values (previous close, up/down state) carry over from the previous day's last interval. On 2026-11-05, where the source changes, they start fresh. |
| - Prices are in USDC, volumes in the base asset, and `_bps` fields in basis points. |
|
|
| See the [Data specification](https://github.com/QuantFeatures/FeatureCatalog/blob/main/docs/DATA_SPECIFICATION.md) |
| and [Coverage](https://github.com/QuantFeatures/FeatureCatalog/blob/main/docs/COVERAGE.md) for details. |
| `manifest.json` lists row counts, coverage, and a SHA-256 checksum for every file. |
|
|
| ## Intervals with limited or no data |
|
|
| Exchanges and data recorders have outages and maintenance windows. When our recording is interrupted for 60 seconds or more, every interval that overlaps the interruption has all feature values NaN (counts null); the rows are kept. `FundingPaid` comes from the exchange API and is not affected. Masked intervals: |
|
|
| - 2026-11-05, 1-hour intervals starting 00:00, 01:00 UTC: recording interrupted 00:57:40 to 01:32:27 UTC |
| - 2026-11-06, 1-hour intervals starting 00:00 UTC: recording interrupted 00:50:54 to 00:54:42 UTC |
| - 2026-11-07, 1-hour intervals starting 08:00 UTC: recording interrupted 08:18:12 to 08:20:17 UTC |
| - 2026-11-05, 10-minute intervals starting 00:50, 01:00, 01:10, 01:20, 01:30 UTC: recording interrupted 00:57:40 to 01:32:27 UTC |
| - 2026-11-06, 10-minute intervals starting 00:50 UTC: recording interrupted 00:50:54 to 00:54:42 UTC |
| - 2026-11-07, 10-minute intervals starting 08:10, 08:20 UTC: recording interrupted 08:18:12 to 08:20:17 UTC |
|
|
| ## License |
|
|
| QuantFeatures Sample Evaluation License ([LICENSE.md](LICENSE.md)): you may use this sample internally to sample and |
| review QuantFeatures data products. Redistribution, resale, production use, reconstructing underlying market data, |
| and reverse-engineering the feature methods are not permitted without a separate agreement. No raw exchange or vendor |
| data is included. Not investment advice. |
|
|
| ## Full data |
|
|
| 10-minute intervals as they end (the last 7 days, updated every 10 minutes) are in [QuantFeatures/hyperliquid-live-features](https://huggingface.co/datasets/QuantFeatures/hyperliquid-live-features). Full history for all Hyperliquid perpetuals (about 180) and other intervals up to 3 hours are available on request. |
|
|
| ## Contact |
|
|
| Full history, other intervals or instruments, and commercial licensing: [QuantFeatures@gmail.com](mailto:QuantFeatures@gmail.com) |
|
|
