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).

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.