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format and generate .md
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@0xroll
0xroll committed Dec 20, 2024
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63 changes: 63 additions & 0 deletions schemas/derivatives/SCHEMA.md
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Expand Up @@ -61,6 +61,69 @@ Snapshot of the pool's metrics.
| open_interest_longs_usd | The sum of open interest of longs held within this pool in USD. | number |
| open_interest_shorts_usd | The sum of open interest in shorts held within this pool in USD. | number |

### Pairs (AMM)

Pairs traded in the protocol (one entry for each pair).

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
| chain_id | Standard chain id. | number |
| timestamp | The timestamp of the block the pool was created on. | number |
| creation_block_number | The block number this pool was created on. | number |
| pair_name | The name of the pool (ie, name() in the smart contract). | string |
| pair_index | The index of the token in the smart contract (one row for each pair). | number |
| pair_address | The contract address of the pair. | string |
| pair_symbol | The symbol of the pair. | string |
| pair_liquidity | The liquidity available for trading for the pair (24h rolling average, in tokens). | number |
| pair_liquidity_usd | The liquidity available for trading for the pair (24h rolling average, in USD). | number |
| volume_usd | The volume of each pair opened and closed in the given snapshot (24h rolling average, in USD). | number |
| open_interest_longs_usd | The sum of open interest of longs held for each pair, in USD. | number |
| open_interest_shorts_usd | The sum of open interest in shorts held for each pair, in USD. | number |
| liquidation_fees_usd | The total liquidation fees accrued for each pair (24h rolling average, in USD). | number |
| funding_rate | The funding rate for each pair at the time of the snapshot, as a percentage. | number |
| open_fees_usd | The total open fees accrued for each pair (24h rolling average, in USD). | number |
| close_fees_usd | The total close fees accrued for each pair (24h rolling average, in USD). | number |

### LP Snapshot (AMM)

Liquidity providers snapshot (one entry for each token in a vault).

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
| timestamp | The timestamp of the snapshot. | number |
| block_date | The timestamp truncated (ie, YYYY-MM-DD format for daily snapshots and YYYY-MM-DD HH:00:00 for hourly snapshots). | date |
| chain_id | Standard chain id. | number |
| vault_address | The address of the vault. | string |
| lp_address | The address of the liquidity provider. | string |
| token_index | The index of the token in the smart contract. | number |
| token_address | The address of the token provided as liquidity. | string |
| token_symbol | The symbol of the token. | string |
| amount_useful | The amount of tokens supplied by the LP that are liquid and usable by users in the vault, decimal normalized. | number |
| amount_useful_usd | The amount of liquid tokens supplied in USD. | number |
| liquidity_change_amount | The amount of tokens lost (indicated by negative sign) or gained (indicated by positive sign) by the LP, decimal normalized. | number |
| liquidity_amount_usd | The amount lost or gained by the LP, in USD. | number |
| total_lp_fees_usd | Total fees generated for the LP at the time of snapshot (in USD). | number |

### Vault Snapshot (AMM)

Snapshot of the vault's metrics.

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
| timestamp | The timestamp of the snapshot. | number |
| block_date | The timestamp truncated (ie, YYYY-MM-DD format for daily snapshots and YYYY-MM-DD HH:00:00 for hourly snapshots). | date |
| chain_id | Standard chain id. | number |
| vault_address | The smart contract address of the vault. | string |
| token_address | The smart contract address of the token. | string |
| token_index | The index of the token in the smart contract. | number |
| token_amount | Total Value Locked at snapshot, in tokens. | number |
| token_amount_usd | Total Value Locked at snapshot (amount for each token, in USD). | number |
| liquidity_available_usd | The total liquidity available in the vault for trading, in USD. | number |
| open_interest_longs_usd | The aggregate value of open long positions backed by the vault’s liquidity at snapshot, in USD. | number |
| open_interest_shorts_usd | The aggregate value of open short positions backed by the vault’s liquidity at snapshot, in USD. | number |
| volume_usd | The volume of trades generated by the vault in the given snapshot (24h rolling average, in USD). | number |
| vault_fees_usd | The portion of fees accrued by the protocol (24h rolling average, in USD). | number |

### Trades

Trade data, 1 entry for each close, open, or update of a trade.
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195 changes: 195 additions & 0 deletions schemas/derivatives/schema.json
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Expand Up @@ -175,6 +175,201 @@
}
}
},
{
"label": "Pairs (AMM)",
"tableName": "derivatives_amm_pairs",
"aggregation": "none",
"uniqueKey": ["pair_address", "pair_index"],
"description": "Pairs traded in the protocol (one entry for each pair).",
"properties": {
"chain_id": {
"description": "Standard chain id.",
"type": "number"
},
"timestamp": {
"description": "The timestamp of the block the pool was created on.",
"type": "number"
},
"creation_block_number": {
"description": "The block number this pool was created on.",
"type": "number"
},
"pair_name": {
"description": "The name of the pool (ie, name() in the smart contract).",
"type": "string"
},
"pair_index": {
"description": "The index of the token in the smart contract (one row for each pair).",
"type": "number"
},
"pair_address": {
"description": "The contract address of the pair.",
"type": "string"
},
"pair_symbol": {
"description": "The symbol of the pair.",
"type": "string"
},
"pair_liquidity": {
"description": "The liquidity available for trading for the pair (24h rolling average, in tokens).",
"type": "number"
},
"pair_liquidity_usd": {
"description": "The liquidity available for trading for the pair (24h rolling average, in USD).",
"type": "number"
},
"volume_usd": {
"description": "The volume of each pair opened and closed in the given snapshot (24h rolling average, in USD).",
"type": "number"
},
"open_interest_longs_usd": {
"description": "The sum of open interest of longs held for each pair, in USD.",
"type": "number"
},
"open_interest_shorts_usd": {
"description": "The sum of open interest in shorts held for each pair, in USD.",
"type": "number"
},
"liquidation_fees_usd": {
"description": "The total liquidation fees accrued for each pair (24h rolling average, in USD).",
"type": "number"
},
"funding_rate": {
"description": "The funding rate for each pair at the time of the snapshot, as a percentage.",
"type": "number"
},
"open_fees_usd": {
"description": "The total open fees accrued for each pair (24h rolling average, in USD).",
"type": "number"
},
"close_fees_usd": {
"description": "The total close fees accrued for each pair (24h rolling average, in USD).",
"type": "number"
}
}
},
{
"label": "LP Snapshot (AMM)",
"tableName": "derivatives_amm_lp_snapshot",
"aggregation": "daily",
"uniqueKey": ["lp_address", "vault_address", "token_index", "block_date"],
"description": "Liquidity providers snapshot (one entry for each token in a vault).",
"properties": {
"timestamp": {
"description": "The timestamp of the snapshot.",
"type": "number"
},
"block_date": {
"description": "The timestamp truncated (ie, YYYY-MM-DD format for daily snapshots and YYYY-MM-DD HH:00:00 for hourly snapshots).",
"type": "date"
},
"chain_id": {
"description": "Standard chain id.",
"type": "number"
},
"vault_address": {
"description": "The address of the vault.",
"type": "string"
},
"lp_address": {
"description": "The address of the liquidity provider.",
"type": "string"
},
"token_index": {
"description": "The index of the token in the smart contract.",
"type": "number"
},
"token_address": {
"description": "The address of the token provided as liquidity.",
"type": "string"
},
"token_symbol": {
"description": "The symbol of the token.",
"type": "string"
},
"amount_useful": {
"description": "The amount of tokens supplied by the LP that are liquid and usable by users in the vault, decimal normalized.",
"type": "number"
},
"amount_useful_usd": {
"description": "The amount of liquid tokens supplied in USD.",
"type": "number"
},
"liquidity_change_amount": {
"description": "The amount of tokens lost (indicated by negative sign) or gained (indicated by positive sign) by the LP, decimal normalized.",
"type": "number"
},
"liquidity_amount_usd": {
"description": "The amount lost or gained by the LP, in USD.",
"type": "number"
},
"total_lp_fees_usd": {
"description": "Total fees generated for the LP at the time of snapshot (in USD).",
"type": "number"
}
}
},
{
"label": "Vault Snapshot (AMM)",
"tableName": "derivatives_amm_vault_snapshot",
"aggregation": "daily",
"uniqueKey": ["vault_address", "token_index", "block_date"],
"description": "Snapshot of the vault's metrics.",
"properties": {
"timestamp": {
"description": "The timestamp of the snapshot.",
"type": "number"
},
"block_date": {
"description": "The timestamp truncated (ie, YYYY-MM-DD format for daily snapshots and YYYY-MM-DD HH:00:00 for hourly snapshots).",
"type": "date"
},
"chain_id": {
"description": "Standard chain id.",
"type": "number"
},
"vault_address": {
"description": "The smart contract address of the vault.",
"type": "string"
},
"token_address": {
"description": "The smart contract address of the token.",
"type": "string"
},
"token_index": {
"description": "The index of the token in the smart contract.",
"type": "number"
},
"token_amount": {
"description": "Total Value Locked at snapshot, in tokens.",
"type": "number"
},
"token_amount_usd": {
"description": "Total Value Locked at snapshot (amount for each token, in USD).",
"type": "number"
},
"liquidity_available_usd": {
"description": "The total liquidity available in the vault for trading, in USD.",
"type": "number"
},
"open_interest_longs_usd": {
"description": "The aggregate value of open long positions backed by the vault’s liquidity at snapshot, in USD.",
"type": "number"
},
"open_interest_shorts_usd": {
"description": "The aggregate value of open short positions backed by the vault’s liquidity at snapshot, in USD.",
"type": "number"
},
"volume_usd": {
"description": "The volume of trades generated by the vault in the given snapshot (24h rolling average, in USD).",
"type": "number"
},
"vault_fees_usd": {
"description": "The portion of fees accrued by the protocol (24h rolling average, in USD).",
"type": "number"
}
}
},
{
"label": "Trades",
"tableName": "trades",
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