Hyperliquid HIP-4 Outcome Markets Scraper

Scrape every live prediction market on Hyperliquid HIP-4 in one run — market names, full resolution criteria, live order-book prices, implied probabilities, spreads, and depth — as clean structured JSON. No wallet, no node, no SDK, no RPC key required.

🆓 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 — Fed rate decisions, sports champions, World Cup winners, macro events — 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 — 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 − price)
bestBidSize / bestAskSize	Top-of-book sizes
spread	Ask − bid — 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 — line HIP-4 probabilities up against Polymarket / Kalshi for the same event and spot divergences.
• Dashboards & alerts — track a fast-growing prediction venue's pricing as it matures.
• Price-history datasets — schedule it (e.g. every 15 min) to build a longitudinal archive from the venue's earliest months.
• AI agents — feed live event probabilities (Fed, sports, macro, geopolitics) into LLM pipelines as ready-to-use JSON.
• Trading research — 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	—	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 — HIP-4 coins use the #<10·outcome+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 — prediction markets move on news, and early-venue data is scarce.
• Use nameFilter to track a single event family (all Fed markets, all World Cup markets) cheaply.
• The merged-book model means a buy of Yes at p equals a sell of No at 1 − p — impliedProbability already reflects this.

---

Built by hyperdata-labs — structured data tools for the Hyperliquid ecosystem.