Data Schemas & Execution Formats

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.

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

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.

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

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

Field	Type	Description
timestamp_ny	STRING	Timestamp of the order event in New York time.
side	STRING	The order side: "Bid" (buy) or "Ask" (sell).
price	FLOAT	The current market price of the asset.
size	INT	The number of units in the order.
symbol	STRING	The trading pair (e.g., BTC/USD).
action	STRING	The type of order action (e.g., add, modify, cancel).
order_type	STRING	Defines the type of order (e.g., market, limit, stop-limit).

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