# 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.
| 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).
|
| {% 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 %} | | |
##