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Ordering

Within a single coin, order book diffs are delivered in the same order as they are produced by the node. Ordering is not guaranteed across different coins. Ordering is also not guaranteed across different stream types, including:
  • Blocks
  • Order book diffs
  • Mempool transactions
  • Metrics
  • Pings
If a client needs to correlate events across streams, it should use timestamps.

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Reconnection

Treat every disconnect as a full reset. Hyperliquid Data Stream does not support session resume. After reconnecting, the client should repeat the full connection sequence:
Example reconnect sequence:
Clients should not assume that previous subscriptions are preserved after reconnecting.

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No backfill

Hyperliquid Data Stream is a live-only stream. Data emitted before a client connects is not replayed. Historical backfill is not part of this service. If a client disconnects, any data emitted during the disconnect window is missed.

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Clock skew

The following timestamps are provided by the Hyperliquid node, not by Hyperliquid Data Stream:
  • ts_ms
  • wall_ts_us
  • receive_ts_us
If the client’s local clock differs from the node clock, latency calculations against the local clock may look skewed. For latency analysis, prefer differences between server-stamped fields instead of comparing server timestamps against the local client clock.

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Backpressure

Clients must continuously read from the WebSocket connection. If a client cannot keep up with the stream, the server may disconnect it. Block frames are strict. Missing a block frame disconnects the client immediately. Other frame types tolerate brief slowdowns, including:
  • Order frames
  • Metric frames
  • Ping frames
  • Error frames
Persistent slowness still results in disconnection. If the server closes the connection because of a restart or deploy, the client should reconnect after a short delay and repeat the full connection sequence.

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Clean shutdown

A clean client-initiated close is safe. The recommended flow is:
  1. Send a WebSocket Close frame.
  2. Wait for the server’s Close response.
  3. Close the local connection.
Production clients should follow these rules:
  • Use binary mode for production.
  • Always send esp before prime.
  • Re-subscribe after every reconnect.
  • Read continuously to avoid backpressure.
  • Do not rely on session resume.
  • Do not expect historical replay.
  • Correlate cross-stream events using timestamps.
  • Use server-stamped timestamp differences for latency analysis.
  • Handle structured error codes programmatically.
Example:
This flow should be treated as the default integration pattern for production clients.

Related topics

Syncro Data Sui StreamProtocol ReferenceGetting Started