Hyperliquid (HYPE) · daily
HYPE daily up/down — order-book data
A HYPE daily up/down market is a binary prediction market that resolves on whether Hyperliquid (HYPE)'s price is higher or lower at the end of a daily window than at its open. A new contract opens and settles every day, so the order book turns over continuously. DepthFeed captures the full bid/ask ladder of these markets on Polymarket, Kalshi and Limitless — every level, not just the top of book — alongside the underlying HYPE spot price.
The archive behind this page
First-party figures measured June 21, 2026.
450 million
Polymarket archive. order-book snapshots across 380,000+ markets since January 2026 on the longest-running series
1.5 billion
Kalshi archive. order-book snapshots across 2,600,000+ markets since January 2026
640 million
All venues. combined snapshots (incl. 22,788,381 on Limitless), as of June 21, 2026
Venue coverage
| Venue | Window | What we capture | History from |
|---|---|---|---|
| Polymarket | daily | Full bid/ask depth + underlying price, sub-second | January 2026 on the longest-running series |
| Kalshi | daily | Full bid/ask depth + underlying price, sub-second | January 2026 |
| Limitless | daily | Full bid/ask depth + underlying price, sub-second | rolling history |
Specification
| Asset | Hyperliquid (HYPE) (HYPE) |
| Horizon | daily (settles every day) |
| Market type | Binary up/down (Up pays if higher at settlement) |
| Venues captured | Polymarket, Kalshi and Limitless |
| Captured | Full order-book depth — every level, both sides |
| Reference price | HYPE spot, joined to each snapshot |
| Access | REST API + live WebSocket stream |
Hyperliquid (HYPE) · daily
HYPE daily up/down — order-book data
How HYPE daily up/down markets work
Each contract references Hyperliquid (HYPE)'s price at the moment the window opens (the "price to beat"). The "Up" side pays out if the settlement price is above that level; the "Down" side pays if it is below. Because the window is only daily, pricing tracks short-term HYPE momentum and implied volatility very tightly.On a binary market the Up and Down prices are complements: a bid of p on Up is an offer of 1 − p on Down. That is why we capture both sides of the book — the depth on the opposite side is what sets the true implied probability, and it is invisible if you only record last-trade prices.
What DepthFeed captures for these markets
For every HYPE daily market on Polymarket, Kalshi and Limitless, DepthFeed records the complete order book — all resting bid and ask levels and their sizes — on a sub-second cadence, then joins each snapshot to the underlying HYPE spot price at the same instant. Settled markets keep their final book and resolution, so you can study how depth and the implied probability moved into settlement.Everything is served over the same REST API and live WebSocket stream as the rest of DepthFeed, addressed by coin and window — there is nothing market-specific to learn.
Pull the full order book
Pull the full order book for HYPE daily markets over a REST API and live WebSocket. Free Explorer tier, no card.