Datasets:

Barthel
/

variouscryptodata

@@ -12,13 +12,27 @@ tags:
   - crypto
   - time-series
 size_categories:
-  - 10M<n<100M
 configs:
   - config_name: polymarket_updown_orderbook
     data_files: "polymarket_updown_orderbook/data/*/*.parquet"
     default: true
   - config_name: hyperliquid_trades
     data_files: "hyperliquid_trades/data/*/*.parquet"
 ---
 # variouscryptodata
@@ -29,16 +43,17 @@ nightly where collection is still running.
 | folder | what | coverage | cadence |
 |---|---|---|---|
-| `polymarket_updown_orderbook/` | Polymarket Up/Down (5m/15m) order books, 10 levels, BTC/ETH/SOL/XRP/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) |
 ---
 ## polymarket_updown_orderbook
 Continuous top-10-level order book snapshots for Polymarket's short-dated
-**crypto Up/Down markets** (5-minute and 15-minute, BTC/ETH/SOL/XRP/BNB),
-captured roughly every 2 seconds, with the Binance spot price, the market's
 strike and the time left to resolution on every row.
 - **Granularity:** one row per (market, snapshot); ~250 000 rows/day.
@@ -54,15 +69,15 @@ order books of these short-dated markets exists.
 | column | type | meaning |
 |---|---|---|
 | `ts` | int64 | snapshot time, Unix seconds (UTC) |
-| `ts_ms` | float64 | snapshot time, Unix milliseconds (v2 rows; absent/null before 2026-06-11) |
 | `market` | string | market slug, e.g. `btc-updown-5m-1779622200` (asset-period-windowStart) |
-| `asset` | string | `btc`, `eth`, `sol`, `xrp`, `bnb` (others may appear for some periods) |
 | `period_min` | int64 | market length in minutes: 5 or 15 |
 | `condition_id` | string | Polymarket condition id (public market identifier, 0x…) |
 | `win_start_ts` | int64 | window start, Unix seconds (v2) |
 | `secs_left` | int64 | seconds until the window closes / market resolves |
-| `in_window` | bool | whether the market window is currently open |
-| `favored` | string | which side is priced above 0.5 at snapshot time (`Up`/`Down`) |
 | `spot` | float64 | Binance spot price of the underlying (REST ticker) fetched with the snapshot |
 | `spot_ts_ms` | float64 | timestamp of that spot observation, Unix ms (v2) |
 | `strike_spot` | float64 | first spot at/after window start = the market's strike (v2) |
@@ -71,7 +86,7 @@ order books of these short-dated markets exists.
 Prices in `Up`/`Down` are outcome-token prices in USDC (0–1); sizes are in
 shares. Parse with `json.loads` (Python) or `json_extract` (DuckDB).
-Schema v1 (19 days before 2026-06-11) has 11 columns; v2 has 15. Reading
 with `union_by_name`/`diagonal` concat handles both.
 ### Quick start
@@ -96,7 +111,7 @@ GROUP BY 1,2 ORDER BY 1,2;
 - Best-effort single-host capture: short gaps (seconds to minutes) occur around
   reconnects and host maintenance; treat `ts` spacing as irregular.
-- Snapshot cadence is ~2 s per market; several markets are active at once.
 - `spot` is the Binance spot price fetched by the collector at snapshot time,
   not Polymarket's resolution oracle; use it for analysis, not as ground truth
   for settlement.
@@ -112,16 +127,16 @@ channel for 30 markets: the perps **BTC, ETH, SOL, HYPE, AVAX** and 25
 **HIP-3** markets (tokenised equities, indices, commodities and FX such as
 `xyz:NVDA`, `xyz:TSLA`, `xyz:GOLD`, `xyz:SP500`, `xyz:EUR`, `cash:USA500`,
 `km:US500` — the `coin` column uses Hyperliquid's `dex:NAME` form). One Parquet
-per UTC day, all markets in one file. A handful of rows per day carry exchange
-timestamps far outside the file's day (as received from the feed); filter on
 `time_ms` if that matters to you.
 - **Layout:** `hyperliquid_trades/data/date=YYYY-MM-DD/trades.parquet`
-- **Rows:** ~3 million/day; sorted by `time_ms`; de-duplicated on (`coin`,`tid`).
 | column | type | meaning |
 |---|---|---|
-| `coin` | string | Hyperliquid market name (`BTC`, `xyz_NVDA`, …) |
 | `side` | string | aggressor side as reported by Hyperliquid: `B` = buyer, `A` = seller |
 | `px` | float64 | trade price (USDC) |
 | `sz` | float64 | trade size (base units of the market) |
@@ -140,8 +155,43 @@ t = pl.read_parquet("hf://datasets/Barthel/variouscryptodata/hyperliquid_trades/
 print(t.group_by("coin").agg(pl.len(), (pl.col("px")*pl.col("sz")).sum().alias("notional")).sort("notional", descending=True).head(10))
 ```
 ## License & citation
 Data © the collector, released under **CC-BY-4.0**. Underlying quotes originate
-from Polymarket's public CLOB API and Binance's public REST API. If you use
 this data, please cite “Barthel/variouscryptodata (Hugging Face dataset)”.

   - crypto
   - time-series
 size_categories:
+  - 100M<n<1B
 configs:
   - config_name: polymarket_updown_orderbook
     data_files: "polymarket_updown_orderbook/data/*/*.parquet"
     default: true
   - config_name: hyperliquid_trades
     data_files: "hyperliquid_trades/data/*/*.parquet"
+  - config_name: hl_archive_l2book
+    data_files: "hyperliquid_mainnet_archive/l2book/*/*.parquet"
+  - config_name: hl_archive_trades
+    data_files: "hyperliquid_mainnet_archive/trades/*/*.parquet"
+  - config_name: hl_archive_asset_ctx
+    data_files: "hyperliquid_mainnet_archive/asset_ctx/*/*.parquet"
+  - config_name: hl_archive_bbo
+    data_files: "hyperliquid_mainnet_archive/bbo/*/*.parquet"
+  - config_name: hl_archive_mark
+    data_files: "hyperliquid_mainnet_archive/mark/*/*.parquet"
+  - config_name: hl_archive_funding
+    data_files: "hyperliquid_mainnet_archive/funding/*/*.parquet"
+  - config_name: hl_archive_candles_5m
+    data_files: "hyperliquid_mainnet_archive/candles/*/*.parquet"
 ---
 # variouscryptodata
 | folder | what | coverage | cadence |
 |---|---|---|---|
+| `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) |
 ---
 ## polymarket_updown_orderbook
 Continuous top-10-level order book snapshots for Polymarket's short-dated
+**crypto Up/Down markets** (5-minute and 15-minute, BTC/ETH/SOL/XRP/DOGE/HYPE/BNB),
+captured every ~6 seconds per market (≈2–3 s in the last minute before a market closes), with the Binance spot price, the market's
 strike and the time left to resolution on every row.
 - **Granularity:** one row per (market, snapshot); ~250 000 rows/day.
 | column | type | meaning |
 |---|---|---|
 | `ts` | int64 | snapshot time, Unix seconds (UTC) |
+| `ts_ms` | float64 | snapshot time, Unix milliseconds (v2 rows; absent before 2026-06-12) |
 | `market` | string | market slug, e.g. `btc-updown-5m-1779622200` (asset-period-windowStart) |
+| `asset` | string | `btc`, `eth`, `sol`, `xrp`, `doge`, `hype`, `bnb` (all seven present on every day) |
 | `period_min` | int64 | market length in minutes: 5 or 15 |
 | `condition_id` | string | Polymarket condition id (public market identifier, 0x…) |
 | `win_start_ts` | int64 | window start, Unix seconds (v2) |
 | `secs_left` | int64 | seconds until the window closes / market resolves |
+| `in_window` | bool | `true` only inside the collector's own entry window, 8–35 s before the market closes (not an 'is the market open' flag — every market is captured for its whole 5/15-minute life) |
+| `favored` | string | which side has the higher mid-price (`Up`/`Down`); null when tied or when either book lacks a two-sided quote (common in the final minute; ~15–25 % of rows) |
 | `spot` | float64 | Binance spot price of the underlying (REST ticker) fetched with the snapshot |
 | `spot_ts_ms` | float64 | timestamp of that spot observation, Unix ms (v2) |
 | `strike_spot` | float64 | first spot at/after window start = the market's strike (v2) |
 Prices in `Up`/`Down` are outcome-token prices in USDC (0–1); sizes are in
 shares. Parse with `json.loads` (Python) or `json_extract` (DuckDB).
+Schema v1 (19 days, 2026-05-24 → 2026-06-11) has 11 columns; v2 (from 2026-06-12) has 15. Reading
 with `union_by_name`/`diagonal` concat handles both.
 ### Quick start
 - Best-effort single-host capture: short gaps (seconds to minutes) occur around
   reconnects and host maintenance; treat `ts` spacing as irregular.
+- Snapshot cadence is adaptive: ~6 s per market normally, ~2–3 s during the last minute before a market closes; all live markets (7 assets × 2 periods) are polled in the same cycle.
 - `spot` is the Binance spot price fetched by the collector at snapshot time,
   not Polymarket's resolution oracle; use it for analysis, not as ground truth
   for settlement.
 **HIP-3** markets (tokenised equities, indices, commodities and FX such as
 `xyz:NVDA`, `xyz:TSLA`, `xyz:GOLD`, `xyz:SP500`, `xyz:EUR`, `cash:USA500`,
 `km:US500` — the `coin` column uses Hyperliquid's `dex:NAME` form). One Parquet
+per UTC day, all markets in one file. Roughly 100 rows per day carry exchange
+timestamps far outside the file's day: on every (re)subscription Hyperliquid replays a market's most recent trades, and for the three dormant markets `cash:SILVER`, `cash:USA500`, `km:US500` (no trades at all during the collection period so far) those ~30 replayed trades date from June/July 2026 and recur in every daily file; filter on
 `time_ms` if that matters to you.
 - **Layout:** `hyperliquid_trades/data/date=YYYY-MM-DD/trades.parquet`
+- **Rows:** ~0.6–3.6 million/day (median ≈2 M; weekends lowest); sorted by `time_ms`; de-duplicated on (`coin`,`tid`).
 | column | type | meaning |
 |---|---|---|
+| `coin` | string | Hyperliquid market name (`BTC`, `xyz:NVDA`, …) |
 | `side` | string | aggressor side as reported by Hyperliquid: `B` = buyer, `A` = seller |
 | `px` | float64 | trade price (USDC) |
 | `sz` | float64 | trade size (base units of the market) |
 print(t.group_by("coin").agg(pl.len(), (pl.col("px")*pl.col("sz")).sum().alias("notional")).sort("notional", descending=True).head(10))
 ```
+---
+## hyperliquid_mainnet_archive (static, 2026-07-18 → 2026-08-04)
+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
+watch-list at the time — 16 liquid perps: BTC, ETH, SOL,
+HYPE, XRP, AVAX, NEAR, ONDO, UNI, WLD, ZEC, PUMP, TRUMP, FARTCOIN, LIT, VVV
+(15 coins on 2026-07-18 → 07-20; AVAX was added 2026-07-21, 16 from then on). One Parquet per table
+per UTC day: `hyperliquid_mainnet_archive/<table>/date=YYYY-MM-DD/<table>.parquet`.
+| 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) |
+| `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 |
+Notes: `time_ms`/`open_ms` are exchange timestamps; `recv_ms` is the
+collector's receive time (single host, best-effort; latency typically
+≈0.45 s median and ≈1 s p99, with occasional bursts up to ~10–30 s). Hyperliquid's own
+complete history is available from the exchange's requester-pays S3 archive;
+this is a free, partial mirror for convenience.
+```python
+import polars as pl, json
+b = pl.read_parquet("hf://datasets/Barthel/variouscryptodata/hyperliquid_mainnet_archive/l2book/date=2026-07-27/l2book.parquet")
+snap = b.filter(pl.col("coin") == "ETH").row(0, named=True)
+bids, asks = json.loads(snap["bids"]), json.loads(snap["asks"])
+print(bids[0], asks[0])   # [px, sz, n_orders]
+```
 ## License & citation
 Data © the collector, released under **CC-BY-4.0**. Underlying quotes originate
+from Polymarket's public CLOB API, Binance's public REST API and Hyperliquid's public WebSocket API. If you use
 this data, please cite “Barthel/variouscryptodata (Hugging Face dataset)”.

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