Pricing
Pay per usage
Hyperliquid HIP-4 Outcome Markets Scraper
All live Hyperliquid HIP-4 prediction markets with order books, implied probabilities, depth, and optional Polymarket cross-venue comparison.
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Pay per usage
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17 days ago
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Scrape every live prediction market on Hyperliquid HIP-4 in one run โ market names, full resolution criteria, live order-book prices, implied probabilities, spreads, and depth โ as clean structured JSON. No wallet, no node, no SDK, no RPC key required.
๐ Currently free to run. You only pay Apify's platform compute (a few cents per run).
What is HIP-4?
HIP-4 is Hyperliquid's native prediction-market venue (live on mainnet since May 2026): fully-collateralized binary markets โ Fed rate decisions, sports champions, World Cup winners, macro events โ with a merged Yes/No order book and zero open fees. This actor turns the whole venue into a structured dataset you can analyze, monitor, or feed to an app or AI agent.
What you get โ one row per market
| Field | Description |
|---|---|
outcomeId | HIP-4 outcome market id |
name | Market name (e.g. "June Fed rate change") |
description | Full resolution criteria & settlement rules |
sides | The two outcome sides (e.g. ["Change", "No Change"]) |
impliedProbability | Mid price = market-implied probability of side 0 |
bestBid / bestAsk | Live top-of-book (side 1 = exact complement, 1 โ price) |
bestBidSize / bestAskSize | Top-of-book sizes |
spread | Ask โ bid โ liquidity quality at a glance |
topBidDepthUsd | Top-of-book depth in quote terms |
quoteToken | Collateral token (USDC / USDH) |
scrapedAt | ISO timestamp of the read |
Why use it
- Cross-venue comparison โ line HIP-4 probabilities up against Polymarket / Kalshi for the same event and spot divergences.
- Dashboards & alerts โ track a fast-growing prediction venue's pricing as it matures.
- Price-history datasets โ schedule it (e.g. every 15 min) to build a longitudinal archive from the venue's earliest months.
- AI agents โ feed live event probabilities (Fed, sports, macro, geopolitics) into LLM pipelines as ready-to-use JSON.
- Trading research โ implied probabilities, spreads and depth in one pull, no infra to maintain.
Input
{"includeBooks":true,"nameFilter":"fed","maxMarkets":200}
| Input | Default | Description |
|---|---|---|
includeBooks | true | Fetch live order books (bid/ask/mid/depth). Set false for a fast metadata-only listing. |
nameFilter | โ | Case-insensitive substring filter on market names (e.g. "fed", "world cup"). Empty = all markets. |
maxMarkets | 200 | Cap on the number of markets returned after filtering. |
Output sample
{"scrapedAt":"2026-06-13T06:50:00.000Z","outcomeId":104,"name":"June Fed rate change","sides":["Change","No Change"],"bestBid":0.00941,"bestAsk":0.01619,"impliedProbability":0.0128,"spread":0.0068,"topBidDepthUsd":14.0,"quoteToken":"USDC"}
How it works
The actor reads Hyperliquid's public info API (outcomeMeta for the market catalog, l2Book per market for live pricing โ HIP-4 coins use the #<10ยทoutcome+side> convention). It is fully read-only, rate-limited politely, and touches no account, position, or key.
Tips
- Run on a schedule (Apify Scheduler) to build a price-history dataset โ prediction markets move on news, and early-venue data is scarce.
- Use
nameFilterto track a single event family (all Fed markets, all World Cup markets) cheaply. - The merged-book model means a buy of Yes at
pequals a sell of No at1 โ pโimpliedProbabilityalready reflects this.
Built by hyperdata-labs โ structured data tools for the Hyperliquid ecosystem.
