Data Feeds
Data feeds are the inputs available inside an Indicator node and inside a closing Trigger Formula. Each feed is a live stream of market or account data that your conditions read from.
Choosing the right feed is one of the most consequential decisions when building a strategy. Price feeds decide when your entry conditions are met. Volume feeds confirm whether a move has real participation behind it. Candle feeds let you build on completed timeframes rather than tick-by-tick noise. Account feeds let a strategy react to your own live position. Knowing what each feed measures, and when to reach for it, is what separates a condition that responds to signal from one that responds to noise. It feeds directly into more reliable entry conditions and exit triggers.
For prediction-market data, see Polymarket Data, which can also drive an Indicator condition. For how these feeds get evaluated into a true/false condition, and how that differs from Hyperliquid’s own venue-level oracle, see Oracles.
Price feeds
A perpetual market quotes more than one price at once. Mark price is the smoothed “fair” price the exchange uses to value your position and decide liquidations, the referee’s call rather than the last shout on the floor. Index price is a composite drawn from several spot markets and is steadier still. Use mark price when you want to track what the exchange actually settles against, and index price when you want a calmer reference.
Mark Price is the feed liquidations reference, not the last trade. A condition that watches Mark Price is reading the same number the exchange uses to decide whether to close you out. See Leverage, Margin, and Liquidation.
| Feed | What it measures |
|---|---|
| Mark Price | The fair value price used for liquidations and PnL. |
| Index Price | A composite reference price derived from multiple spot markets. More stable than mark price over short windows. |
Trade feeds
| Feed | What it measures |
|---|---|
| Trade Price | The price of the most recent individual trade on this market. |
| Trade Quantity | The size of the most recent individual trade. |
Best Bid/Offer feeds
| Feed | What it measures |
|---|---|
| Bid Price | The best available buy price in the order book. |
| Bid Quantity | Total size available at the best bid price. |
| Ask Price | The best available sell price in the order book. |
| Ask Quantity | Total size available at the best ask price. |
Volume feeds
| Feed | What it measures |
|---|---|
| Volume 24h | Total base asset volume traded in the last 24 hours. |
| Quote Volume 24h | Total quote asset volume traded in the last 24 hours. |
Candle (OHLCV) feeds
Candle feeds give you access to data from completed candles at a specific timeframe. Select the timeframe when you add the feed to your condition.
| Feed | What it measures |
|---|---|
| Candle Close | The closing price of the selected candle |
| Candle Open | The opening price of the selected candle |
| Candle High | The highest price reached in the selected candle |
| Candle Low | The lowest price reached in the selected candle |
| Candle Asset Volume | Volume traded in the candle, in the base asset (BTC in BTCUSDT) |
| Candle Quote Volume | Volume traded in the candle, in the quote asset (USDT in BTCUSDT) |
VWAP feeds
Volume-weighted average price. Useful for measuring whether the current price is above or below where most volume has transacted.
| Feed | What it measures |
|---|---|
| Rolling VWAP | VWAP calculated over a rolling time window you define. Continuously updates as new trades occur. |
| Fixed VWAP | VWAP anchored to a fixed start point (for example, the start of the trading day). Resets on a schedule. |
Funding
| Feed | What it measures |
|---|---|
| Funding Rate | The current periodic funding rate for the perpetual. Positive means longs pay shorts, and negative means shorts pay longs. |
Account data feeds
These feeds read your own live Hyperliquid account state, not the wider market. They let a condition react to where you stand: your equity, an open position, your leverage, or your buying power. A strategy can size into a position, pull back as margin tightens, or close when unrealized PnL crosses a level you set. Some of these feeds are scoped to a specific market (and a side for buying power). The builder asks for the market or side when the feed needs it.
Account feeds read your live Hyperliquid balance and positions. A condition built on them acts on the state of your actual account, so a feed wired to size or to close moves a real position, with test funds on today’s testnet and real funds once mainnet launches. Several read 0 when you are flat (Position Size, Unrealized PnL, Margin Used). Account for that when you set the threshold.
| Feed | What it measures |
|---|---|
| Account Value | Total account equity across all positions and collateral. |
| Withdrawable | Free collateral that can be withdrawn. |
| Available to Trade | Side-specific buying power for a market. Not the same as withdrawable. |
| Position Size | Signed position size in base units for a market. Reads 0 when flat. |
| Position Notional | Position notional value in USD for a market. Reads 0 when flat. |
| Unrealized PnL | Unrealized profit or loss on the open position. Reads 0 when flat. |
| Margin Used | Margin currently allocated to the position. Reads 0 when flat. |
| Liquidation Price | The liquidation price for the position. No value when flat or non-liquidatable. |
| Leverage | The position’s leverage multiplier for a market. |
| Leverage Type | The margin mode, reported numerically: 0 is cross, 1 is isolated. |