Derivative

Our data tables capture key derivative metrics on liquidity pools, trade positions, and user activity.

Key Tables:

• Pools: Details of liquidity pools, including token addresses, pool creation data, and associated tokens.

• LP Snapshot: Liquidity provider snapshots, tracking deposits, liquidated amounts, and fees accrued for each token in a pool.

• Pool Snapshot: Snapshot of individuals pools, including funding rates, fee rates, and open interest for long and short positions.

• Trades: Records of user trades, including open/close actions, trade amounts, notional values, and profit/loss (P&L) data for both makers and takers.

Pools

Property	Description	Type
chain_id	Standard chain id.	number
timestamp	The timestamp of the block the pool was created on.	number
creation_block_number	The block number this pool was created on.	number
pool_address	The contract address of the pool.	string
pool_name	The name of the pool (ie, name()) in the smart contract).	string
token_index	The index of the token in the smart contract (one row for each token in a pool).	number
token_address	The contract address of the token.	string
token_symbol	The symbol of the token.	string

LP Snapshot

Property	Description	Type
timestamp	The timestamp of the snapshot.	number
block_date	The timestamp truncated (ie, YYYY-MM-DD format for daily snapshots and YYYY-MM-DD HH:00:00 for hourly snapshots).	date
chain_id	Standard chain id.	number
pool_address	The address of the pool.	string
lp_address	The address of the liquidity provider.	string
token_index	The index of the token in the smart contract.	number
token_address	The address of the token provided as liquidity.	string
token_symbol	The symbol of the token.	string
deposit_amount	(Optional, for Order Books) The amount deposited into the pool, decimal normalized.	number
deposit_amount_usd	(Optional, for Order Books) The amount deposited, in USD.	number
amount_useful	(Optional, for LPs) The amount of tokens supplied that are liquid and usable by users of the protocol, decimal normalized.	number
amount_useful_usd	(Optional, for LPs) The amount of liquid tokens supplied in USD.	number
liquidated_amount	The amount of tokens liquidated from the LP, decimal normalized.	number
liquidated_amount_usd	The amount liquidated, in USD.	number
total_fees_usd	(Optional) All fees generated by the LP in the given snapshot in USD.	number
user_fees_usd	(Optional) The portion of fees accrued to users of the protocol, in USD.	number
protocol_fees_usd	(Optional) The portion of fees accrued to the protocol, in USD.	number

Pool Snapshot

Property	Description	Type
timestamp	The timestamp of the snapshot.	number
block_date	The timestamp truncated (ie, YYYY-MM-DD format for daily snapshots and YYYY-MM-DD HH:00:00 for hourly snapshots).	date
chain_id	Standard chain id.	number
pool_address	The smart contract address of the pool.	string
token_index	The index of the token in the smart contract (one row for each token in a pool).	number
funding_rate	The funding rate in this pool at the time of the snapshot, as a percentage.	number
fee_rate	he pool's fee rate, as a percentage.	number
total_value_locked_usd	The total value locked in USD.	number
volume_usd	The volume of positions opened and closed in the given snapshot in USD.	number
open_interest_longs_usd	The sum of open interest of longs held within this pool in USD.	number
open_interest_shorts_usd	The sum of open interest in shorts held within this pool in USD.	number

Trades

Property	Description	Type
timestamp	The timestamp of the trade.	number
chain_id	Standard chain id.	number
transaction_hash	The hash of the transaction this trade was performed in.	string
log_index	Event log index.	number
block_number	The block number of the trade.	number
pool_address	The address of the pool this token was traded in.	string
maker_address	The address of the maker.	string
taker_address	The address of the taker.	string
token_address	The address of the token.	string
amount	The value that a trader is putting to open a long or short, decimal normalized.	number
amount_usd	The trade amount in USD.	number
notional_value	The value of the leveraged amount of the trade, decimal normalized.	number
notional_value_usd	The notional value, in USD.	number
maker_pnl_usd	The total profit and loss of the trade on the maker's side, in USD.	number
taker_pnl_usd	The total profit and loss of the trade on the taker's side, in USD.	number
trade_action	The action of trade being recorded in this entry (ie, OPEN, CLOSE, INCREASE, DECREASE, LIQUIDATED).	string
trade_type	The type of the trade being recorded in this entry (ie, LONG, SHORT).	vstring