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v3: Hyperliquid liquidations, 25 May 2025 to 31 Oct 2026, replayed from Hyperliquid's node archive

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README.md CHANGED
@@ -21,9 +21,11 @@ configs:
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  # Hyperliquid Liquidations
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- Every liquidation on Hyperliquid perpetuals from 1 November 2025 to 30 October 2026: 2,167,823 liquidated positions across 460 markets and 422,181 wallets, $29.9 billion in liquidated notional. Native perps and HIP-3 builder markets (stocks, commodities, indices) are both included.
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- The data comes from [Ironflow](https://ironflow.sh), which runs its own Hyperliquid nodes and reads the `liquidation` field Hyperliquid puts on every liquidation fill. It is not a heuristic: each row is a fill Hyperliquid itself marked as a liquidation.
 
 
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  For data newer than this snapshot, the same rows are on Ironflow's API: [`GET /v1/liquidations`](https://docs.ironflow.sh/api-reference/market-data/list-liquidations) for history and [`GET /v1/liquidations/stream`](https://docs.ironflow.sh/api-reference/market-data/stream-liquidations) for a live push. No key is needed for the last 24 hours; a [free key](https://ironflow.sh/key) gives 30 days.
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@@ -36,7 +38,7 @@ Two tables, one Parquet file per month (UTC):
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  | `events` (default) | `data/events/YYYY-MM.parquet` | liquidated position: all fills of one wallet in one market in one block |
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  | `fills` | `data/fills/YYYY-MM.parquet` | liquidation fill, as Hyperliquid recorded it |
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- A liquidation usually closes in a few fills (2.5 on average); a large one can take hundreds. Use `events` to count and size liquidations, `fills` for execution detail.
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  ### `events`
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@@ -51,7 +53,7 @@ A liquidation usually closes in a few fills (2.5 on average); a large one can ta
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  | `notional_usd` | float | sum of price x size over the fills |
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  | `avg_price` | float | size-weighted average fill price |
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  | `fills` | int | number of fills |
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- | `block` | int | Hyperliquid block |
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  | `tx_hash` | string | hash of one of the fills |
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  ### `fills`
@@ -63,7 +65,7 @@ A liquidation usually closes in a few fills (2.5 on average); a large one can ta
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  | `wallet` | string | the liquidated wallet |
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  | `side` | string | side of the liquidated wallet's closing fill: `sell` closes a long, `buy` closes a short |
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  | `price`, `size`, `notional_usd` | float | fill price, size and price x size |
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- | `block`, `tx_hash` | int, string | Hyperliquid block and fill hash |
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  ## Use
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@@ -89,10 +91,12 @@ LIMIT 10;
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  - A few spot markets appear too (104 fills, about $0.75M): spot positions closed by portfolio-margin liquidations.
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  - Prices and sizes are floats as Hyperliquid reports them; notional is in the market's quote asset, USD-denominated (USDC) for every market here.
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  - Wallet addresses are public on-chain data.
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- - The snapshot is refreshed periodically; for anything after 30 October 2026 use the API.
 
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  ## Changes
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  - **v2, 31 October 2026.** We reconciled our fills against Hyperliquid's own candles, hour by hour over the 12 months, and refilled the hours that node incidents had left short (largest on 29 April, 18 to 22 May and 1 to 7 June 2026) from Hyperliquid's S3 archive. v2 has 37,269 more liquidations than v1 (2,167,823 against 2,130,554); 29 April 2026 went from 888 to 6,088 events. 24 randomly sampled events, two per month, match Hyperliquid's `userFillsByTime` exactly. The window now starts on 1 November 2025.
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  - **v1, 30 October 2026.** First release.
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  # Hyperliquid Liquidations
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+ Every liquidation on Hyperliquid perpetuals from 25 May 2025 to 31 October 2026: 2,848,413 liquidated positions across 468 markets and 506,880 wallets, $58.7 billion in liquidated notional. Native perps and HIP-3 builder markets (stocks, commodities, indices) are both included. The busiest day is the 10 October 2025 crash: 109,790 liquidations, $7.2 billion.
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+ Most of this history is no longer available from Hyperliquid's own API, which returns only a wallet's most recent 2,000 fills (10,000 by time range). The wallet behind the two largest liquidations of 10 October 2025 ($204.7M ETH and $197.2M BTC, $1.3 billion across four markets in under three minutes) reaches back only to August 2026 there.
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+
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+ The data comes from [Ironflow](https://ironflow.sh), which runs its own Hyperliquid nodes and reads the `liquidation` field Hyperliquid puts on every liquidation fill. It is not a heuristic: each row is a fill Hyperliquid itself marked as a liquidation. Months before November 2025 were replayed from Hyperliquid's node archive on S3 and checked hour by hour against the archive files.
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  For data newer than this snapshot, the same rows are on Ironflow's API: [`GET /v1/liquidations`](https://docs.ironflow.sh/api-reference/market-data/list-liquidations) for history and [`GET /v1/liquidations/stream`](https://docs.ironflow.sh/api-reference/market-data/stream-liquidations) for a live push. No key is needed for the last 24 hours; a [free key](https://ironflow.sh/key) gives 30 days.
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  | `events` (default) | `data/events/YYYY-MM.parquet` | liquidated position: all fills of one wallet in one market in one block |
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  | `fills` | `data/fills/YYYY-MM.parquet` | liquidation fill, as Hyperliquid recorded it |
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+ A liquidation usually closes in a few fills (2.8 on average); a large one can take hundreds. Use `events` to count and size liquidations, `fills` for execution detail.
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  ### `events`
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  | `notional_usd` | float | sum of price x size over the fills |
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  | `avg_price` | float | size-weighted average fill price |
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  | `fills` | int | number of fills |
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+ | `block` | int | Hyperliquid block; null before 27 July 2025 (see Notes) |
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  | `tx_hash` | string | hash of one of the fills |
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  ### `fills`
 
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  | `wallet` | string | the liquidated wallet |
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  | `side` | string | side of the liquidated wallet's closing fill: `sell` closes a long, `buy` closes a short |
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  | `price`, `size`, `notional_usd` | float | fill price, size and price x size |
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+ | `block`, `tx_hash` | int, string | Hyperliquid block (null before 27 July 2025) and fill hash |
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  ## Use
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  - A few spot markets appear too (104 fills, about $0.75M): spot positions closed by portfolio-margin liquidations.
92
  - Prices and sizes are floats as Hyperliquid reports them; notional is in the market's quote asset, USD-denominated (USDC) for every market here.
93
  - Wallet addresses are public on-chain data.
94
+ - Before 27 July 2025 08:50 UTC Hyperliquid's archive stores fills without block numbers, so `block` is null there and an event groups one wallet's fills in one market at one block timestamp (every fill of a block shares it). The archive has no fills between 08:45:48 and 08:50:10 UTC that day, and the first file starts on 25 May 2025 at 14:00 UTC.
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+ - The snapshot is refreshed periodically; for anything after 31 October 2026 use the API.
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  ## Changes
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+ - **v3, 1 November 2026.** Starts on 25 May 2025 instead of 1 November 2025 (Hyperliquid's archive reaches back that far) and runs to 31 October 2026: 2,848,413 events against v2's 2,167,823, including the 10 October 2025 crash. The months already in v2 are unchanged, row for row. Daily trade counts of the replayed months match Hyperliquid's own candles within 0.5% (10 October 2025 has 0.4 to 1.5% more, all in the 20:00 to 24:00 UTC window of the cascade). 12 randomly sampled events from the new months, two per month, match Hyperliquid's `userFillsByTime` exactly.
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  - **v2, 31 October 2026.** We reconciled our fills against Hyperliquid's own candles, hour by hour over the 12 months, and refilled the hours that node incidents had left short (largest on 29 April, 18 to 22 May and 1 to 7 June 2026) from Hyperliquid's S3 archive. v2 has 37,269 more liquidations than v1 (2,167,823 against 2,130,554); 29 April 2026 went from 888 to 6,088 events. 24 randomly sampled events, two per month, match Hyperliquid's `userFillsByTime` exactly. The window now starts on 1 November 2025.
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  - **v1, 30 October 2026.** First release.
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