Derivative
Our data tables capture key derivative metrics on liquidity pools, trade positions, and user activity.
Last updated
Our data tables capture key derivative metrics on liquidity pools, trade positions, and user activity.
Last updated
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.
| Property | Description | Type |
|---|---|---|
| Property | Description | Type |
|---|---|---|
| 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
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
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
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