Pricing

DexPrice Table

Table Name: DexPrice

Description: This table stores DEX pricing data, providing transaction-level granularity for all active tokens within a block.

Key: DexKey

  • Type: DexKey
  • Description: A unique identifier combining the block number and transaction index.

Value: DexQuoteWithIndex

  • Type: DexQuoteWithIndex
  • Description: Contains a vector of quotes pair for all active tokens at that transaction index.

Fields:

  • tx_idx:
    • Type: u16
    • Description: The index of the transaction within the block.
  • quote:
    • Type: Vec<(Pair, DexPrices)>
    • Description: A list of DexPrices for all active tokens in the transaction.
  • DexPrices:
    • Type: DexPrices
    • Description: Dex Quote including the state before and after the transaction and if the pricing originates from a swap or transfer.

CexPrice Table

Table Name: CexPrice

Description: Contains price data from centralized exchanges, organized by exchange and pairs.

Key: Block number (u64)

Value: CexPriceMap

  • Type: CexPriceMap
  • Description: A map of exchange names to another map of currency pairs and their corresponding quotes.

Fields:

  • exchange:
    • Type: CexExchange
    • Description: The exchange from which the quote data is sourced.
  • Pair:
    • Type: Pair
    • Description: The pair (e.g., BTC/USD) for which the price is provided.
  • CexQuote:
    • Type: Vec<CexQuote>
    • Description: A list of bid and ask prices along with the amounts and timestamp of the quote.

CexTrades Table

Table Name: CexTrades

Description: Holds trade data from centralized exchanges.

Key: Block number (u64)

Value: CexTradeMap

  • Type: CexTradeMap
  • Description: A map organizing trade data by exchange and currency pairs, detailing each trade's price and amount.

Fields:

  • exchange:

    • Type: CexExchange
    • Description: Identifies the exchange where the trade occurred.

  • Pair:

    • Type: Pair
    • Description: The cryptocurrency pair involved in the trade.

  • CexTrades:

    • Type: Vec<CexTrades>
    • Description: Records of each trade, including the timestamp, price, and amount.