hyperliquid_trades: add 30 day(s) 2026-07-23..2026-08-21

README.md

@@ -17,6 +17,8 @@ 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
@@ -28,6 +30,7 @@ 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) |
 
 ---
 
@@ -100,6 +103,43 @@ GROUP BY 1,2 ORDER BY 1,2;
 - Nothing here is investment advice; no trading strategy is included.
 - Every upload is scanned automatically for credentials before publishing.
 
+---
+
+## hyperliquid_trades
+
+Every public trade print streamed from Hyperliquid's WebSocket `trades`
+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) |
+| `time_ms` | int64 | exchange trade time, Unix milliseconds (UTC) |
+| `tid` | int64 | Hyperliquid trade id |
+
+Deliberately **not** included: counterparty wallet addresses (`users`) and
+transaction hashes — this dataset is about prices and flow, not about who
+traded. Collection is best-effort from a single WebSocket client; brief gaps
+(reconnects) can occur. HIP-3 markets follow their own trading hours, so
+zero-trade stretches there are normal, not gaps.
+
+```python
+import polars as pl
+t = pl.read_parquet("hf://datasets/Barthel/variouscryptodata/hyperliquid_trades/data/date=2026-08-21/trades.parquet")
+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

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