Hyperliquid Indexer
Complete perpetual trading history — every fill, funding payment, and TWAP with nanosecond precision — in a SQL-queryable ClickHouse warehouse.
- Direct ClickHouse SQL over full history
- Fills · funding · TWAP, nanosecond timestamps
- Per-wallet: positions · PnL · win-rate
- All perp markets, real-time refresh
- Custom REST endpoints on request
- Timestamp precision
- nanosecond per fill
- Coverage
- all perpetual markets, real-time refresh
- Interfaces
- ClickHouse SQL + custom REST
- Database name
- hyperliquid
- Access
- credentials provisioned via Telegram
What does the Hyperliquid indexer contain?
Complete perpetual trading data: every fill, funding payment, and TWAP execution across all perpetual markets, with entry/exit price, position size, realized PnL, and liquidation flags. Each fill carries a nanosecond timestamp for latency and order-flow analysis.
How do I query it?
Through direct ClickHouse SQL using clients like DBeaver, DataGrip, or psql against the `hyperliquid` database. Supanode can also build a custom REST endpoint around a specific query on request.
How is access provisioned?
Connection details — host, port, username, password — are provisioned per customer over Telegram. The indexer is a flat monthly subscription.
Can I analyze individual wallets and build leaderboards?
Yes — fills are queryable per wallet, so positions, realized PnL, and win-rate roll up with plain SQL. Trader leaderboards, copy-trading research, and smart-money screens are the most common workloads on this dataset.
Why do nanosecond timestamps matter?
They preserve the exact ordering of fills, which is what order-flow analysis, latency studies, and execution backtests depend on. At second or millisecond precision, simultaneous fills collapse together and the sequencing information is gone.
Get Hyperliquid Indexer.
Set up over Telegram with an engineer — endpoint, allowlist, tuning.