Hyperliquid Exchange Actions for Orders, Margin, and Asset Transfers
Summary
This reference describes signed exchange actions for trading and account management on Hyperliquid. It explains how asset identifiers are derived from perpetual and spot metadata, and how subaccounts or vaults are accessed through a master account with a destination address. Order requests support limit and trigger orders, with time-in-force choices that determine whether an order rests, cancels, or must add liquidity. The reference also covers cancellation by order ID or client ID, order modification, batch modification, leverage updates, and isolated-margin changes.
Other actions move assets across spot, perpetual venues, users, and subaccounts, and the document includes operations for outcome tokens, validator settings, role authorization, and rewards. Request signing requires a nonce, and some actions accept an expiry time; stale expiry cancellations incur a higher rate-limit cost. Several optional fields must be omitted when false, and fast cancellation has limited current behavior. This is an API reference rather than a strategy guide: it gives request structures and constraints but does not evaluate trading performance, execution quality, or market risk.
Key ideas
- Perpetual and spot markets use different asset-index conventions derived from metadata.
- Orders support limit or trigger types, with time-in-force rules that govern resting, immediate execution, or cancellation.
- Actions such as cancel, modify, leverage changes, and margin updates are submitted as signed requests with a nonce.
- Subaccount and vault actions are signed by the master account and identify the target address.
- Expiry timestamps, optional flags, and fast cancellation have specific constraints that integrations must follow.
- The reference documents exchange mechanics but provides no evidence about strategy returns or execution outcomes.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.