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Schema: hypercore.core Table: ez_perp_asset_snapshots Type: View

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What

Periodic snapshots of perpetual market state including open interest, oracle prices, mark prices, and impact prices. Enriched with market metadata from dim_perp_markets. Source data comes from the Hyperliquid asset_ctxs endpoint. Historical asset context data is uploaded to the hyperliquid-archive S3 bucket approximately once a month. There is no guarantee of timely updates and historical data may be missing. Asset contexts and L2 book snapshots are the only historical data sets provided by Hyperliquid via S3.

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Key Use Cases

  • Tracking open interest trends across markets
  • Monitoring oracle vs mark price divergence
  • Analyzing market depth via impact prices
  • Measuring premium/discount to oracle price
  • Tracking daily notional volume by market

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Important Relationships

  • Derived from silver__asset_contexts via Streamline API
  • Enriched with core__dim_perp_markets via coin
  • Complements core__ez_perp_candles for different market views

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Commonly-used Fields

  • coin: Perp asset identifier
  • open_interest: Total open interest
  • oracle_price / mark_price / mid_price: Price metrics
  • premium: Premium over oracle price
  • day_notional_volume: 24h notional volume
  • recorded_at: Snapshot timestamp

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Sample queries

-- Open interest trends for top markets (last 14 days)
SELECT
    recorded_at::DATE AS dt,
    coin,
    ROUND(AVG(open_interest), 0) AS avg_open_interest,
    ROUND(AVG(oracle_price), 2) AS avg_oracle_price,
    ROUND(AVG(mark_price), 2) AS avg_mark_price,
    ROUND(AVG(funding_rate) * 100, 4) AS avg_funding_pct
FROM hypercore.core.ez_perp_asset_snapshots
WHERE recorded_at >= DATEADD('day', -14, CURRENT_DATE)
    AND coin IN ('BTC', 'ETH', 'SOL', 'HYPE')
GROUP BY 1, 2
ORDER BY 1, 2;

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Columns

Column NameData TypeDescription
RECORDED_ATTIMESTAMP_NTZTimestamp when the asset context snapshot was recorded.
COINTEXTRaw asset identifier. Perps use plain ticker (e.g. BTC), spot uses @token_index format (e.g. @2), prelaunch uses xyz:name prefix.
ASSET_INDEXNUMBERNumeric index for the asset on the Hyperliquid exchange.
SIZE_DECIMALSNUMBERDecimal precision for order sizes on this market.
MAX_LEVERAGENUMBERMaximum allowed leverage for this perpetual market.
FUNDING_RATEFLOATHourly funding rate. Positive means longs pay shorts; negative means shorts pay longs.
OPEN_INTERESTFLOATTotal open interest for the market at the time of the snapshot.
PREV_DAY_PRICEFLOATPrevious day’s closing price.
DAY_NOTIONAL_VOLUMEFLOAT24-hour notional trading volume for the market.
PREMIUMFLOATPremium component of the funding rate, reflecting the price difference between the perp and oracle.
ORACLE_PRICEFLOATOracle reference price from external price feeds.
MARK_PRICEFLOATMark price used for margining and liquidation calculations.
MID_PRICEFLOATMid-market price, calculated as the average of the best bid and ask.
IMPACT_BID_PRICEFLOATPrice impact on the bid side, measuring depth-weighted bid price.
IMPACT_ASK_PRICEFLOATPrice impact on the ask side, measuring depth-weighted ask price.
INSERTED_TIMESTAMPTIMESTAMP_NTZTimestamp when the record was inserted into this table (Snowflake SYSDATE).
MODIFIED_TIMESTAMPTIMESTAMP_NTZTimestamp when the record was last modified in this table (Snowflake SYSDATE).
EZ_PERP_ASSET_SNAPSHOTS_IDTEXTSurrogate key generated from recorded_at and coin
_INVOCATION_IDTEXTdbt invocation identifier for tracking which run produced this record.