The intelligence layer
Kaiko & Nansen
don't cover.
Institutional-grade order flow analytics and predictive signals for Hyperliquid perpetuals — built for quant funds, not retail dashboards.
Daily signals processed
Uptime SLA
P95 latency
Wallet labels
What the market offers today — and why it falls short
None of themprovide real-time order flow intelligence for Hyperliquid perpetuals via a production API. That's the gap Baselion closes.
What We Build
Infrastructure-grade signals
for institutional desks
Everything a quantitative fund needs to trade Hyperliquid with edge — without building the data stack themselves.
Level-2 order book snapshots and tape deltas for all Hyperliquid perpetual pairs, streamed at sub-50ms latency. Track large lot accumulation, spoofing signatures, and absorption events as they happen.
ML models trained on 18 months of Hyperliquid tape data. Directional bias scores, volatility regime classification, and cross-pair correlation signals updated every 60 seconds.
500K+ labeled entities covering known market makers, quant funds, and whale wallets. Track smart money positioning across Hyperliquid vaults and perpetual markets.
ClickHouse Cloud + PostgreSQL dual-layer architecture with 99.97% SLA. Enterprise API keys, rate limit controls, and audit logging included. SOC 2 Type II certification in roadmap.
REST + WebSocket API with OpenAPI 3.1 spec. gRPC streaming endpoint for sub-10ms tick delivery. Dedicated rate limit pools for quant fund clients.
Raw tape → normalized events → aggregated signals → ML features pipeline. ClickHouse for time-series at scale, PostgreSQL for relational metadata, Redis for hot path caching.
Methodology
From raw tape to
actionable edge
Four deterministic stages. Every signal is traceable back to raw exchange data.
Raw Tape Ingestion
WebSocket streams from Hyperliquid's Info API capture every level-2 order book update, trade, and liquidation event in real time. Events are normalized and written to ClickHouse Cloud within 12ms of receipt.
Feature Engineering
Order Flow Imbalance (OFI), Volume-Weighted Bid-Ask Pressure (VWBAP), large-lot clustering, and 31 additional derived features computed per-symbol across 1s, 5s, 60s, and 300s windows simultaneously.
Signal Generation
Ensemble of XGBoost directional classifiers and LSTM volatility regressors trained on 18 months of labeled Hyperliquid tape. Outputs directional bias, confidence score, and expected volatility band.
API Delivery
Signals delivered via REST polling or WebSocket push. gRPC streaming available for sub-10ms delivery on dedicated enterprise connections. Full OpenAPI 3.1 spec, SDK coming Q3 2026.
Competitive Research
The market data that shaped our bet
Enterprise-grade research across Hyperbot, Kaiko, and Nansen — independently audited before any capital decision.
Market Validated
$170M+
invested in Kaiko + Nansen combined
Pricing Gap
6×
between retail ($49) and enterprise ($9,500/yr)
Target Market
$28K
avg Kaiko ACV validates B2B enterprise tier
Stack Validated
ClickHouse
Nansen migrated from BigQuery — same choice
Hyperliquid Gap
0
incumbents with native real-time OFI signals
Build Window
18–24mo
ahead of competition in Hyperliquid vertical
Based on independent competitive analysis of Hyperbot Network, Kaiko, and Nansen. Research validated with anti-bias audit protocol. TRUSTWORTHY WITH MINOR CORRECTIONS verdict.
Early Access — Limited Slots
Join the waitlist.
Shape the product.
Early access partners receive dedicated onboarding, direct API access at $0, and direct input into the signal roadmap. First 25 slots only.