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Derivatives schema changes #51

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Derivatives schema changes #51

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updated_derivatives_SCHEMA.md
lylprg Jan 10, 2025
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Update SCHEMA.md
lylprg Jan 10, 2025
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42 changes: 33 additions & 9 deletions schemas/derivatives/SCHEMA.md
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Expand Up @@ -21,26 +21,38 @@ Pools in the protocol (one entry for each token).

### Pairs (AMM)

| 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 pair 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 |
| vault_address | The address of the vault where each pair are traded in. | string |

### Pairs snapshot (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 |
| pair_liquidity | The liquidity available for trading for the pair (at snapshot, in tokens). | number |
| pair_liquidity_usd | The liquidity available for trading for the pair (at snapshot, in USD). | number |
| volume_usd | The volume of each pair opened and closed in the given snapshot (at snapshot, 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 |
| liquidation_fees_usd | The total liquidation fees accrued for each pair (at snapshot, 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 |
| open_fees_usd | The total open fees accrued for each pair (at snapshot, in USD). | number |
| close_fees_usd | The total close fees accrued for each pair (at snapshot, in USD). | number |

### LP Snapshot

Expand Down Expand Up @@ -104,6 +116,18 @@ 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 |

### Vault (AMM)

Vault(s) in the protocol (one entry for each 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 smart contract address of the vault. | string |
| token_address | The smart contract address of the token used as collateral (for each token). | string |
| token_index | The index of the token in the smart contract. | number |

Comment on lines +121 to +130
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lets include token_symbol here as well

### Vault Snapshot (AMM)

Snapshot of the vault's metrics.
Expand All @@ -121,8 +145,8 @@ Snapshot of the vault's metrics.
| 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 |
| volume_usd | The volume of trades generated by the vault in the given snapshot (at snapshot, in USD). | number |
| vault_fees_usd | The portion of fees accrued by the protocol (at snapshot, in USD). | number |

### Trades

Expand Down
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