AymarData
HyperliquidLive recording · forward-onlyENA

Hyperliquid ENA perpetual: order book, trades & funding data

52.8K trade, L2 and funding events for the ENA perp on Hyperliquid, recorded live since 2026-10-01 — about 2,112 events a day.

Coverage

ENA perp data coverage

What is recorded, how often it updates and how much there is.

Recording since

2026-10-01

25 days so far · no backfill

Events recorded

52,800

≈ 52.8K as of 2026-10-25

Avg events / day

2,112

trade · L2 book update · funding

Update frequency

Trades and L2 book updates in real time; funding settled hourly

Daily activity · last 25 days

ENA perp events/day: 25-day series, average 2,112 events/day, low 1,216, high 3,275.
low 1,216avg 2,112high 3,275

Indicative daily event volume, last 25 days to 2026-10-25. Shape modeled from collector stats; mean matches the average events/day above.

About this market

What is ENA perp?

ENA is tied to the funding market: Ethena's yield depends on perp funding, so ENA often moves when funding regimes change. AymarData has been recording the ENA perpetual on Hyperliquid since 2026-10-01 and holds 52.8K events so far, about 2,112 a day. History is forward-only: we record live and do not backfill.

ENA is the governance token of Ethena, issuer of the USDe synthetic dollar backed by delta-neutral perpetual positions. On Hyperliquid, ENA is moved by USDe supply growth and sUSDe staking yield, and by exchange-risk and peg-stress events that test the delta-neutral model. The venue adds its own mechanics: funding is paid hourly rather than every eight hours, and positions are on-chain, so liquidation clusters and large wallets are visible rather than inferred.

Around 2,112 events a day on ENA. That is enough to study funding carry on an hourly clock, liquidation-driven moves and how quickly makers re-quote after a sweep — and thin enough that individual large orders are clearly visible.

What moves ENA on Hyperliquid

  • USDe supply growth and sUSDe staking yield
  • Exchange-risk and peg-stress events that test the delta-neutral model
  • Perpetual funding rates — USDe yield is funded by shorts on perps, so ENA trades as a derivative of the funding market

Schema

ENA perp fields and sample rows

The same columns are returned by the API and in Parquet and CSV files.

FieldTypeDescription
ts_msint64Venue event time, Unix milliseconds
symbolstringHyperliquid coin name, here ENA
event_typestringtrade | l2_update | funding
sidestringbuy / sell for trades; bid / ask for book levels; null on funding
pricenumberTrade price or book level in USD
sizenumberSize in coin units; null on funding
funding_ratenumber | nullHourly funding rate on funding events, else null

Sample rows

ts_mssymbolevent_typesidepricesizefunding_rate
1792677599378ENAtradebuy0.410039102null
1792677599752ENAl2_updatebid0.4100126792null
1792677600387ENAfundingnull0.41001null0.00000968

Illustrative rows for ENA on Hyperliquid; prices in USD, shown for schema purposes. Funding appears on funding events.

Code

Pull ENA perp in Python, cURL or MCP

Market id: ENA. 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"}

# ENA perp: ten minutes around the 14:00 UTC hourly funding
trades = requests.get(
    f"{API}/trades",
    headers=H,
    params={
        "source": "hyperliquid",
        "market": "ENA",
        "start": "2026-10-22T13:55:00Z",
        "end": "2026-10-22T14:05:00Z",
        "limit": 500,
    },
    timeout=30,
).json()["data"]
funding = [t for t in trades if t["event_type"] == "funding"]
print(funding[0]["funding_rate"] if funding else "no funding event in window")

book = requests.get(
    f"{API}/book",
    headers=H,
    params={
        "source": "hyperliquid",
        "market": "ENA",
        "at": "2026-10-22T14:00:00Z",
        "depth": 10,
    },
    timeout=30,
).json()
print(book.get("spread"), len(trades))

FAQ

ENA perp: common questions

What can I research with ENA data on Hyperliquid?

Funding carry on an hourly clock, how depth reacts to liquidation clusters, and basis against centralized venues. About 2,112 events a day is enough for these studies, but not for tight latency work.

What moves the ENA perp on Hyperliquid?

USDe supply growth and sUSDe staking yield, and exchange-risk and peg-stress events that test the delta-neutral model. Hyperliquid's hourly funding and on-chain liquidations amplify both effects. ENA is tied to the funding market: Ethena's yield depends on perp funding, so ENA often moves when funding regimes change.

How far back does ENA data on Hyperliquid go?

Recording started 2026-10-01, and it is forward-only — we do not backfill Hyperliquid. That is about 25 days and 52.8K events at the time of this page. Coverage grows every day.

How is funding stored for ENA?

As separate events (event_type=funding) with a funding_rate field, in the same time-ordered stream as trades and L2 updates. Hyperliquid pays funding hourly, so expect 24 funding events a day for ENA.

Can I compare ENA on Hyperliquid with a centralized venue?

ENA is not in the top-20 Binance perp list we publish, so cross-venue comparison would need another source. Check the catalog for what is available, or request a dataset.

Backtest ENA perp with real tick data

Get an API key, pull your first window and join it with the other sources in the catalog.