You can only use this endpoint on the official Hyperliquid public API. It is not available through Chainstack, as the open-source node implementation does not support it yet.
info
endpoint with type: "metaAndAssetCtxs"
retrieves comprehensive asset contexts for perpetuals trading on the Hyperliquid exchange. This endpoint provides both universe metadata defining available assets and real-time market data including mark prices, funding rates, open interest, volume metrics, and price impact information for all perpetual contracts.
Get your own node endpoint todayStart for free and get your app to production levels immediately. No credit card required.You can sign up with your GitHub, X, Google, or Microsoft account.
Parameters
Request body
type
(string, required) — The request type. Must be"metaAndAssetCtxs"
to retrieve asset contexts.
Response
The response is an array containing two elements: universe metadata and asset contexts. This structure provides both static asset definitions and dynamic market data for all perpetual contracts.Response structure
The response contains exactly two elements:- Universe metadata — Static asset definitions and trading parameters
- Asset contexts — Real-time market data for each asset
Universe metadata structure
The first element contains theuniverse
array with asset definitions:
Asset identification:
name
— Asset symbol (e.g., “BTC”, “ETH”, “AVAX”)- Corresponds to the perpetual contract identifier
szDecimals
— Number of decimal places for size precisionmaxLeverage
— Maximum leverage allowed for this assetonlyIsolated
— Boolean indicating if asset requires isolated margin mode
- Size decimals determine minimum order size increments
- Max leverage sets risk management limits
- Isolated margin requirement affects trading strategies
Asset contexts structure
The second element is an array of market data objects, one for each asset in the universe: Price information:markPx
— Current mark price used for margin calculationsmidPx
— Mid price between best bid and askoraclePx
— Oracle price from external price feedsprevDayPx
— Price from 24 hours ago for daily change calculation
impactPxs
— Array of two impact prices [buy impact, sell impact]- Shows expected price impact for market orders
- Useful for assessing market liquidity and slippage
funding
— Current funding rate for the perpetual contractpremium
— Premium of mark price over oracle price- Indicates market sentiment and arbitrage opportunities
dayNtlVlm
— Daily notional volume tradedopenInterest
— Total open interest across all positions- Measures market activity and participation
Data interpretation
Price relationships:- Mark price vs oracle price indicates market premium/discount
- Mid price vs mark price shows funding impact
- Impact prices indicate market depth and liquidity
- High volume with stable prices indicates healthy liquidity
- Large premium suggests strong directional bias
- High open interest indicates active participation
- Funding rates affect carry costs for positions
- Impact prices help estimate execution costs
- Volume patterns indicate market activity cycles
Market analysis insights
Liquidity assessment
Market depth analysis:- Impact prices reveal available liquidity at different levels
- Tight spreads between impact prices indicate deep markets
- Wide spreads suggest lower liquidity or higher volatility
- Daily notional volume shows market activity levels
- Compare volume across assets to identify active markets
- Volume trends indicate changing market interest
Funding rate analysis
Carry cost calculation:- Funding rates determine the cost of holding positions
- Positive funding means longs pay shorts
- Negative funding means shorts pay longs
- Persistent positive funding indicates bullish sentiment
- Persistent negative funding indicates bearish sentiment
- Funding rate changes signal sentiment shifts
Price discovery insights
Oracle vs mark price:- Premium indicates market’s view vs external prices
- Persistent premiums suggest strong directional bias
- Premium convergence indicates arbitrage efficiency
- Impact prices help estimate execution costs
- Compare impact across assets for relative liquidity
- Use for optimal order sizing and execution strategies
Risk management applications
Leverage constraints:- Max leverage varies by asset based on volatility and liquidity
- Isolated margin requirements for certain assets
- Use constraints for position sizing and risk management
- Price changes from previous day show daily volatility
- Premium volatility indicates market uncertainty
- Impact price spreads reflect intraday volatility
Example request
Shell
Example response
Use cases
Theinfo
endpoint with type: "metaAndAssetCtxs"
is essential for applications that need to:
- Trading platform development: Build trading interfaces with real-time market data
- Market making: Develop market making strategies using price and liquidity data
- Risk management: Implement risk controls based on leverage limits and market conditions
- Portfolio management: Manage multi-asset portfolios with comprehensive market context
- Price discovery: Analyze price relationships and arbitrage opportunities
- Liquidity analysis: Assess market liquidity and execution costs across assets
- Funding rate strategies: Develop strategies based on funding rate patterns
- Market surveillance: Monitor market conditions and detect anomalies
- Academic research: Study perpetual futures markets and price discovery mechanisms
- Algorithmic trading: Build automated trading systems with market context
- Order management: Optimize order execution based on impact prices and liquidity
- Market data feeds: Provide real-time market data to trading applications
- Analytics platforms: Build comprehensive market analysis and reporting tools
- Educational tools: Create educational content about perpetual futures markets
- Compliance monitoring: Monitor market conditions for regulatory compliance
- Arbitrage detection: Identify arbitrage opportunities between mark and oracle prices
- Volatility analysis: Analyze market volatility patterns across different assets
- Liquidity provision: Optimize liquidity provision strategies based on market depth
- Cross-asset analysis: Compare market conditions across different perpetual contracts
- Market timing: Time market entries and exits based on funding and premium data
- Position sizing: Optimize position sizes based on leverage limits and market impact
- Execution algorithms: Develop sophisticated execution algorithms using market context
- Market microstructure research: Study the microstructure of perpetual futures markets
- Trading strategy backtesting: Use historical contexts for strategy development and testing
- Client advisory: Provide market insights and trading recommendations to clients
Body
application/json
The request type. Must be 'metaAndAssetCtxs' to retrieve asset contexts.
Available options:
metaAndAssetCtxs
Response
200 - application/json
Successful response with asset contexts data
Array containing universe metadata and asset contexts