Binance HYPEUSDT perpetual: historical order book, tick trades & funding
1.92M trade, depth, mark-price and funding events for the HYPEUSDT perpetual since 2025-06-01 — about 3,758 events a day.
Coverage
HYPEUSDT perp data coverage
What is recorded, how often it updates and how much there is.
History start
2025-06-01
512 days of history
Events recorded
1,924,000
≈ 1.92M as of 2026-10-25
Avg events / day
3,758
trade · depth update · mark price · funding
Update frequency
Every trade tick-by-tick; depth diffs at 100 ms; mark price and funding as published
Daily activity · last 30 days
Indicative daily event volume, last 30 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.
About this market
What is HYPEUSDT perp?
The HYPEUSDT perp on Binance is the centralized hedge for a token whose main market is on-chain; comparing it with Hyperliquid's own HYPE perp shows basis and lead-lag. AymarData holds 1.92M events for it since 2025-06-01: trades, order-book updates at 100 ms, mark price and funding.
HYPE is the native token of Hyperliquid, the on-chain perpetuals exchange. On the derivatives side, HYPE perp is moved by Hyperliquid's own volume and open interest, which feed the fee-funded buyback, and by team and ecosystem unlock schedules. Because it is leveraged, those same drivers also show up as funding-rate shifts and liquidation-driven bursts that don't appear on spot.
HYPEUSDT perp produces around 3,758 events a day. Funding and mark price events are recorded alongside trades and depth, so you can test funding-carry strategies, study how perp depth thins ahead of funding times, and see when leverage crowds one side.
What moves the HYPEUSDT perp
- Hyperliquid's own volume and open interest, which feed the fee-funded buyback
- Team and ecosystem unlock schedules
- New listings and HIP-3 deployments that change what trades on the venue
Schema
HYPEUSDT perp fields and sample rows
The same columns are returned by the API and in Parquet and CSV files.
| Field | Type | Description |
|---|---|---|
| ts_ms | int64 | Exchange event time, Unix milliseconds |
| symbol | string | USDⓈ-M perpetual symbol, here HYPEUSDT |
| event_type | string | trade | depth_update | mark_price |
| side | string | buy / sell for trades; bid / ask for depth; null on mark_price |
| price | number | Trade price, book level or mark price in USDT |
| size | number | Contract quantity; null on mark_price |
| funding_rate | number | null | Current funding rate on mark_price events, else null |
Sample rows
| ts_ms | symbol | event_type | side | price | size | funding_rate |
|---|---|---|---|---|---|---|
| 1792684798703 | HYPEUSDT | trade | sell | 38.218 | 120.7 | null |
| 1792684798884 | HYPEUSDT | depth_update | ask | 38.22 | 211 | null |
| 1792684799685 | HYPEUSDT | mark_price | null | 38.217 | null | 0.00013675 |
Illustrative rows for the HYPEUSDT perpetual; prices are in USDT and shown for schema purposes, not as live quotes. Funding appears on mark_price events.
Code
Pull HYPEUSDT perp in Python, cURL or MCP
Market id: HYPEUSDT. Export AYMARDATA_API_KEY from your dashboard, then run the Python requests example.
import os
import requests
API = "https://api.aymardata.com/v1"
KEY = os.environ["AYMARDATA_API_KEY"] # export AYMARDATA_API_KEY=ad_live_…
H = {"Authorization": f"Bearer {KEY}", "User-Agent": "aymardata-docs/1.0"}
# HYPEUSDT perp: ten minutes around the 16:00 UTC funding window
trades = requests.get(
f"{API}/trades",
headers=H,
params={
"source": "binance-perps",
"market": "HYPEUSDT",
"start": "2026-10-22T15:55:00Z",
"end": "2026-10-22T16:05:00Z",
"limit": 500,
},
timeout=30,
).json()["data"]
marks = [t for t in trades if t["event_type"] == "mark_price"]
print(marks[0]["price"], marks[0]["funding_rate"])
book = requests.get(
f"{API}/book",
headers=H,
params={
"source": "binance-perps",
"market": "HYPEUSDT",
"at": "2026-10-22T16:00:00Z",
"depth": 10,
},
timeout=30,
).json()
print(book.get("spread"), len(trades))FAQ
HYPEUSDT perp: common questions
Can I back-test funding-carry strategies on the HYPEUSDT perp perp?
Yes. Mark price and funding events are stored with trades and depth (~3,758 events a day), so you can compute carry, slippage when entering at funding time, and what happens to the book when funding is extreme.
How are funding and mark price stored for the HYPEUSDT perpetual?
They are separate events (event_type=mark_price) in the same time-ordered stream as trades and depth. The funding_rate field carries the current funding rate; it is null on other event types, so you can filter funding with a single predicate.
What moves the HYPEUSDT perpetual?
Hyperliquid's own volume and open interest, which feed the fee-funded buyback, and team and ecosystem unlock schedules. The HYPEUSDT perp on Binance is the centralized hedge for a token whose main market is on-chain; comparing it with Hyperliquid's own HYPE perp shows basis and lead-lag.
How much HYPEUSDT perp history is available?
1.92M events since 2025-06-01, averaging 3,758 per day, each stamped with Binance's exchange timestamp in milliseconds.
Can I measure HYPE basis between spot and perp?
Yes: join HYPEUSDT perp with HYPEUSDT spot on ts_ms. The perp page shows mark price and funding; the spot page has the cash order book. Use both to measure basis and lead-lag.
Related
Related markets and next steps
Backtest HYPEUSDT perp with real tick data
Get an API key, pull your first window and join it with the other sources in the catalog.