Definitions of every term HyperBasis uses in the terminal, the API and this documentation.
A normalization factor used when a Hyperliquid perp's quote scale differs from its underlying TradFi instrument, so deviation comparisons are like-for-like.
The method used to pair a Hyperliquid timestamp with the correct TradFi bar: exact, forward-fill, VWAP-interpolated, or market-closed (not emitted).
A deviation row beyond the historical threshold (oracle error or liquidity flash) that is flagged and excluded from statistics.
A normalized 0-100 measure of how much size an instrument can absorb within 1% of mid before impact becomes material.
The percentage difference between the Hyperliquid mark price and the TradFi reference price.
The dollar depth of the L2 orderbook within 1% of mid price.
The periodic payment between longs and shorts on Hyperliquid, quoted per hour and annualized by HyperBasis into an APR.
Whether the funding payment works with or against a given arbitrage direction.
The estimated borrow/financing drag on a position, shown as a percentage.
The data-quality flag for an asset with less than 95% coverage of the 90-day 5-minute standard.
Hyperliquid's fair price used for funding and liquidation, captured every 10 seconds by HyperBasis.
The total notional of open positions on an instrument.
The percentage difference between Hyperliquid's mark and oracle prices.
Where a current value ranks within its own historical distribution (30d/90d/1y).
The rule that a TradFi quote older than 5 minutes flags the deviation TRADFI_STALE and disables it from live signals.
The flag on any deviation whose TradFi leg is older than 5 minutes.
Position changes of the 282-address tracked pool between 30-minute snapshots.
How many standard deviations a current value sits from its historical mean.