# Data Schemas & Execution Formats

{% tabs %}
{% tab title="CEX" %}

**Historical Trade Data Schema**\
Historical trade data contains information about executed trades over a given period. Each trade is uniquely identified and includes details about execution, pricing, and fees.<br>

| <p>Field<br></p>        | <p>Type<br></p>      | <p>Description<br></p>                                                     |
| ----------------------- | -------------------- | -------------------------------------------------------------------------- |
| <p>id<br></p>           | <p>INT<br></p>       | <p>A unique identifier assigned to each trade.<br></p>                     |
| <p>order<br></p>        | <p>STRING<br></p>    | <p>The order ID associated with the trade, if available.<br></p>           |
| <p>info<br></p>         | <p>STRING<br></p>    | <p>Additional details about the trade, stored in raw format.<br></p>       |
| <p>timestamp<br></p>    | <p>FLOAT<br></p>     | <p>Unix epoch timestamp indicating when the trade occurred.<br></p>        |
| <p>datetime<br></p>     | <p>TIMESTAMP<br></p> | <p>The execution date and time of the trade in UTC.<br></p>                |
| <p>symbol<br></p>       | <p>STRING<br></p>    | <p>The trading pair (e.g., BTC/USD, ETH/USD).<br></p>                      |
| <p>type<br></p>         | <p>STRING<br></p>    | <p>The order type (e.g., market, limit, stop-limit).<br></p>               |
| <p>side<br></p>         | <p>STRING<br></p>    | <p>The trade direction, either "buy" or "sell."<br></p>                    |
| <p>takerOrMaker<br></p> | <p>STRING<br></p>    | <p>Specifies whether the trade was executed as a taker or a maker.<br></p> |
| <p>price<br></p>        | <p>FLOAT<br></p>     | <p>The price at which the trade was executed.<br></p>                      |
| <p>amount<br></p>       | <p>FLOAT<br></p>     | <p>The quantity of the asset traded.<br></p>                               |
| <p>cost<br></p>         | <p>FLOAT<br></p>     | <p>The total cost of the trade (price \* amount).<br></p>                  |
| <p>fee<br></p>          | <p>STRING<br></p>    | <p>The trade fee details, including cost and currency.<br></p>             |
| <p>fees<br></p>         | <p>STRING<br></p>    | <p>Any additional fee details if applicable.<br></p>                       |

\
**Batch Trade Data Schema**\
Batch trade data follows the same structure as historical trade data but is collected in batches at specific intervals instead of continuously.<br>

| <p>Field<br></p>        | <p>Type<br></p>      | <p>Description<br></p>                                                     |
| ----------------------- | -------------------- | -------------------------------------------------------------------------- |
| <p>id<br></p>           | <p>INT<br></p>       | <p>A unique identifier assigned to each trade.<br></p>                     |
| <p>order<br></p>        | <p>STRING<br></p>    | <p>The order ID associated with the trade, if available.<br></p>           |
| <p>info<br></p>         | <p>STRING<br></p>    | <p>Additional details about the trade, stored in raw format.<br></p>       |
| <p>timestamp<br></p>    | <p>FLOAT<br></p>     | <p>Unix epoch timestamp indicating when the trade occurred.<br></p>        |
| <p>datetime<br></p>     | <p>TIMESTAMP<br></p> | <p>The execution date and time of the trade in UTC.<br></p>                |
| <p>symbol<br></p>       | <p>STRING<br></p>    | <p>The trading pair (e.g., BTC/USD, ETH/USD).<br></p>                      |
| <p>type<br></p>         | <p>STRING<br></p>    | <p>The order type (e.g., market, limit, stop-limit).<br></p>               |
| <p>side<br></p>         | <p>STRING<br></p>    | <p>The trade direction, either "buy" or "sell."<br></p>                    |
| <p>takerOrMaker<br></p> | <p>STRING<br></p>    | <p>Specifies whether the trade was executed as a taker or a maker.<br></p> |
| <p>price<br></p>        | <p>FLOAT<br></p>     | <p>The price at which the trade was executed.<br></p>                      |
| <p>amount<br></p>       | <p>FLOAT<br></p>     | <p>The quantity of the asset traded.<br></p>                               |
| <p>cost<br></p>         | <p>FLOAT<br></p>     | <p>The total cost of the trade (price \* amount).<br></p>                  |
| <p>fee<br></p>          | <p>STRING<br></p>    | <p>The trade fee details, including cost and currency.<br></p>             |
| <p>fees<br></p>         | <p>STRING<br></p>    | <p>Any additional fee details if applicable.<br></p>                       |

\
\
**Market Data Schema**\
Market data captures real-time information about trade orders, bids, asks, and overall market movements.<br>

| <p>Field<br></p>         | <p>Type<br></p>   | <p>Description<br></p>                                                  |
| ------------------------ | ----------------- | ----------------------------------------------------------------------- |
| <p>timestamp\_ny<br></p> | <p>STRING<br></p> | <p>Timestamp of the order event in New York time.<br></p>               |
| <p>side<br></p>          | <p>STRING<br></p> | <p>The order side: "Bid" (buy) or "Ask" (sell).<br></p>                 |
| <p>price<br></p>         | <p>FLOAT<br></p>  | <p>The current market price of the asset.<br></p>                       |
| <p>size<br></p>          | <p>INT<br></p>    | <p>The number of units in the order.<br></p>                            |
| <p>symbol<br></p>        | <p>STRING<br></p> | <p>The trading pair (e.g., BTC/USD).<br></p>                            |
| <p>action<br></p>        | <p>STRING<br></p> | <p>The type of order action (e.g., add, modify, cancel).<br></p>        |
| <p>order\_type<br></p>   | <p>STRING<br></p> | <p>Defines the type of order (e.g., market, limit, stop-limit).<br></p> |
| {% endtab %}             |                   |                                                                         |

{% tab title="DEX" %}

### **Data Schema**

#### **DEX Transaction Data**

**Description**

DEX transaction data captures all relevant on-chain swaps, trades, and liquidity interactions on decentralized exchanges. Each transaction record provides details about executed swaps, liquidity additions, removals, and associated metadata.

**Fields (`dex_transaction_data`)**

| **Field**      | **Type** | **Description**                             |
| -------------- | -------- | ------------------------------------------- |
| `tx_hash`      | string   | Unique transaction identifier.              |
| `block_number` | int64    | Block where the transaction was confirmed.  |
| `timestamp`    | int64    | Unix timestamp for transaction execution.   |
| `address`      | string   | DEX contract or liquidity pool address.     |
| `from`         | string   | Sender wallet address.                      |
| `to`           | string   | Recipient contract address.                 |
| `token0`       | object   | First token in the swap (symbol, address).  |
| `token1`       | object   | Second token in the swap (symbol, address). |
| `amount0In`    | float64  | Amount of token0 input.                     |
| `amount1In`    | float64  | Amount of token1 input.                     |
| `amount0Out`   | float64  | Amount of token0 output.                    |
| `amount1Out`   | float64  | Amount of token1 output.                    |
| `pool`         | string   | Liquidity pool identifier.                  |
| `fee`          | float64  | Transaction fee.                            |
| `price_impact` | float64  | Calculated price impact percentage.         |
| `method_id`    | string   | Function signature for the transaction.     |
| `success`      | boolean  | Whether the transaction was successful.     |

#### **DEX Market Data**

**Description**

DEX market data provides real-time and historical insights into decentralized liquidity pools, token reserves, exchange rates, and trading activity.

**Fields (`dex_market_data`)**

| **Field**        | **Type** | **Description**                                 |
| ---------------- | -------- | ----------------------------------------------- |
| `timestamp`      | string   | Timestamp of the market snapshot.               |
| `pool_address`   | string   | Address of the liquidity pool.                  |
| `token0_reserve` | float64  | Reserve amount for first token.                 |
| `token1_reserve` | float64  | Reserve amount for second token.                |
| `liquidity`      | float64  | Total pool liquidity value.                     |
| `fee_tier`       | int      | Fee percentage tier (e.g., 0.3%, 1%).           |
| `price`          | float64  | Current exchange rate between tokens.           |
| `volume_24h`     | float64  | Trading volume in the last 24 hours.            |
| `tvl`            | float64  | Total value locked in the pool.                 |
| `apr`            | float64  | Annual percentage rate for liquidity providers. |
| `active_tick`    | int      | Current tick index (for V3 pools).              |
| `tick_spacing`   | int      | Distance between ticks.                         |
| {% endtab %}     |          |                                                 |
| {% endtabs %}    |          |                                                 |

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