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schema-derivatives-perpfutures.graphql
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# Subgraph Schema: Derivatives Perpetual Futures
# Version: 1.0.0
# See https://github.com/messari/subgraphs/blob/master/docs/SCHEMA.md for details
enum Network {
ARBITRUM_ONE
ARWEAVE_MAINNET
AURORA
AVALANCHE
BOBA
BSC # aka BNB Chain
CELO
COSMOS
CRONOS
MAINNET # Ethereum Mainnet
FANTOM
FUSE
HARMONY
JUNO
MOONBEAM
MOONRIVER
NEAR_MAINNET
OPTIMISM
OSMOSIS
MATIC # aka Polygon
XDAI # aka Gnosis Chain
}
enum ProtocolType {
EXCHANGE
LENDING
YIELD
BRIDGE
DERIVATIVES
GENERIC
# Will add more
}
type Token @entity {
" Smart contract address of the token "
id: Bytes!
" Name of the token, mirrored from the smart contract "
name: String!
" Symbol of the token, mirrored from the smart contract "
symbol: String!
" The number of decimal places this token uses, default to 18 "
decimals: Int!
" Optional field to track the price of a token, mostly for caching purposes "
lastPriceUSD: BigDecimal
" Optional field to track the block number of the last token price "
lastPriceBlockNumber: BigInt
}
enum RewardTokenType {
" For reward tokens awarded to LPs/lenders "
DEPOSIT
" For reward tokens awarded to borrowers "
BORROW
" For reward tokens awarded to stakers "
STAKE
}
type RewardToken @entity (immutable: true) {
" { Reward token type }-{ Smart contract address of the reward token } "
id: Bytes!
" Reference to the actual token "
token: Token!
" The type of the reward token "
type: RewardTokenType!
}
# Note that trading fee is the premium paid *by* the users, whereas LP fee, stake fee and
# protocol fee are fees paid *to* the corresponding parties.
# Most of the time, trading fee = liquidity provider fee + protocol fee+stake fee,
# but not always. Thus we explicitly specify all different fee types.
enum LiquidityPoolFeeType {
" Total fixed fee paid by the user per trade, as a percentage of the traded amount. e.g. 0.3% for Uniswap v2, 0.3% for Sushiswap, 0.04% for Curve v1. "
FIXED_TRADING_FEE
" Some protocols use tiered fees instead of fixed fee (e.g. DYDX). Set `feePercentage` as 0 but handle the tiered fees in the mapping code. "
TIERED_TRADING_FEE
" Some protocols use dynamic fees instead of fixed fee (e.g. Balancer v2). Set `feePercentage` as 0 but handle the dynamic fees in the mapping code. "
DYNAMIC_TRADING_FEE
" Fixed fee that's paid to the LP, as a percentage of the traded amount. e.g. 10% of fees to GMX LP providers (GLP holders). "
FIXED_LP_FEE
" Some protocols use dynamic LP fees . Set `feePercentage` as 0 but handle the dynamic fees in the mapping code. "
DYNAMIC_LP_FEE
" Fixed fee that's paid to the protocol, as a percentage of the traded amount. e.g. 10% of GMX fees to protocol. "
FIXED_PROTOCOL_FEE
" Some protocols use dynamic protocol fees. Set `feePercentage` as 0 but handle the dynamic fees in the mapping code. "
DYNAMIC_PROTOCOL_FEE
" Fixed fee that's paid to the stakers, as a percentage of the traded amount. e.g. 15% of all fees on GMX to stakers. "
FIXED_STAKE_FEE
" Some protocols use dynamic stakers fees (e.g., GMX). Set `feePercentage` as 0 but handle the dynamic fees in the mapping code. "
DYNAMIC_STAKE_FEE
" One-time fee charged by the protocol during deposit, in percentages of the deposit token (e.g. dynamic fee collected for LP providers in GMX)"
DEPOSIT_FEE
" One-time fee charged by the protocol (e.g. GMX charges a fee from certain pools with withdrawing) during withdrawal, in percentages of the withdrawal token "
WITHDRAWAL_FEE
}
type LiquidityPoolFee @entity {
" { Fee type }-{ Pool address } "
id: Bytes!
" Fee as a percentage of the trade (swap) amount. Does not always apply "
feePercentage: BigDecimal
" Type of fee this pool uses "
feeType: LiquidityPoolFeeType!
}
#############################
##### Protocol Metadata #####
#############################
interface Protocol {
" Smart contract address of the protocol's main contract (Factory, Registry, etc) "
id: Bytes!
" Name of the protocol, including version. e.g. Uniswap v3 "
name: String!
" Slug of protocol, including version. e.g. uniswap-v3 "
slug: String!
" Version of the subgraph schema, in SemVer format (e.g. 1.0.0) "
schemaVersion: String!
" Version of the subgraph implementation, in SemVer format (e.g. 1.0.0) "
subgraphVersion: String!
" Version of the methodology used to compute metrics, loosely based on SemVer format (e.g. 1.0.0) "
methodologyVersion: String!
" The blockchain network this subgraph is indexing on "
network: Network!
" The type of protocol (e.g. DEX, Lending, Yield, etc) "
type: ProtocolType!
##### Quantitative Data #####
" Current TVL (Total Value Locked) of the entire protocol "
totalValueLockedUSD: BigDecimal!
" Revenue claimed by suppliers to the protocol. LPs on DEXs (e.g. 70% of fees on GMX). Depositors on Lending Protocols. NFT sellers on OpenSea. "
cumulativeSupplySideRevenueUSD: BigDecimal!
" Gross revenue for the protocol (revenue claimed by protocol). Examples: 15% on GMX goes to protocol . OpenSea 10% sell fee. "
cumulativeProtocolSideRevenueUSD: BigDecimal!
" Gross revenue for the stakers (this is defined as recieving a share of revenue or tokens equal to share e.g. buying eth with DAI revenue). Examples: GMX 15% of trade fees goes to stakers "
cumulativeStakeSideRevenueUSD: BigDecimal!
" All revenue generated by the protocol. e.g. 0.30% of swap fee in Sushiswap, all yield generated by Yearn. "
cumulativeTotalRevenueUSD: BigDecimal!
" All premium paid to enter a position. "
cumulativeEntryPremiumUSD: BigDecimal!
" All premium paid to exit a position. "
cumulativeExitPremiumUSD: BigDecimal!
" All premium paid. "
cumulativeTotalPremiumUSD: BigDecimal!
" All premium paid to deposit in liquidity pools. "
cumulativeDepositPremiumUSD: BigDecimal!
" All premium paid to withdraw from liquidity pools. "
cumulativeWithdrawPremiumUSD: BigDecimal!
" All premium paid to enter and exit liquidity pool. "
cumulativeTotalLiquidityPremiumUSD: BigDecimal!
" Number of cumulative unique users "
cumulativeUniqueUsers: Int!
" Number of cumulative borrowers "
cumulativeUniqueBorrowers: Int!
" Number of cumulative liquidators (accounts that performed liquidation) "
cumulativeUniqueLiquidators: Int!
" Number of cumulative liquidatees (accounts that got liquidated) "
cumulativeUniqueLiquidatees: Int!
" Total number of long positions "
longPositionCount: Int!
" Total number of short positions "
shortPositionCount: Int!
" Total number of open positions "
openPositionCount: Int!
" Total number of closed positions "
closedPositionCount: Int!
" Total number of positions (open and closed) "
cumulativePositionCount: Int!
" Total number of transactions "
transactionCount: Int!
" Total number of deposits "
depositCount: Int!
" Total number of withdrawals "
withdrawCount: Int!
" Total number of borrows "
borrowCount: Int!
" Total number of pools "
totalPoolCount: Int!
##### Snapshots #####
" Daily usage metrics for this protocol "
dailyUsageMetrics: [UsageMetricsDailySnapshot!]!
@derivedFrom(field: "protocol")
" Hourly usage metrics for this protocol "
hourlyUsageMetrics: [UsageMetricsHourlySnapshot!]!
@derivedFrom(field: "protocol")
" Daily financial metrics for this protocol "
financialMetrics: [FinancialsDailySnapshot!]! @derivedFrom(field: "protocol")
}
type DerivPerpProtocol implements Protocol @entity {
" Smart contract address of the protocol's main contract (Factory, Registry, etc) "
id: Bytes!
" Name of the protocol, including version. e.g. Uniswap v3 "
name: String!
" Slug of protocol, including version. e.g. uniswap-v3 "
slug: String!
" Version of the subgraph schema, in SemVer format (e.g. 1.0.0) "
schemaVersion: String!
" Version of the subgraph implementation, in SemVer format (e.g. 1.0.0) "
subgraphVersion: String!
" Version of the methodology used to compute metrics, loosely based on SemVer format (e.g. 1.0.0) "
methodologyVersion: String!
" The blockchain network this subgraph is indexing on "
network: Network!
" The type of protocol (e.g. DEX, Lending, Yield, etc) "
type: ProtocolType!
##### Quantitative Data #####
" Current TVL (Total Value Locked) of the entire protocol "
totalValueLockedUSD: BigDecimal!
" All historical Notional volume in USD "
cumulativeVolumeUSD: BigDecimal!
" Revenue claimed by suppliers to the protocol. LPs on DEXs (e.g. 0.25% of the swap fee in Sushiswap). Depositors on Lending Protocols. NFT sellers on OpenSea. "
cumulativeSupplySideRevenueUSD: BigDecimal!
" Gross revenue for the protocol (revenue claimed by protocol). Examples: AMM protocol fee (Sushi’s 0.05%). OpenSea 10% sell fee. "
cumulativeProtocolSideRevenueUSD: BigDecimal!
" Gross revenue for the stakers (this is defined as recieving a share of revenue or tokens equal to share e.g. buying eth with DAI revenue). Examples: GMX 15% of trade fees goes to stakers "
cumulativeStakeSideRevenueUSD: BigDecimal!
" All revenue generated by the protocol. e.g. 0.30% of swap fee in Sushiswap, all yield generated by Yearn. "
cumulativeTotalRevenueUSD: BigDecimal!
" All premium paid to enter a position. "
cumulativeEntryPremiumUSD: BigDecimal!
" All premium paid to exit a position. "
cumulativeExitPremiumUSD: BigDecimal!
" All premium paid. "
cumulativeTotalPremiumUSD: BigDecimal!
" All premium paid to deposit in liquidity pools. "
cumulativeDepositPremiumUSD: BigDecimal!
" All premium paid to withdraw from liquidity pools. "
cumulativeWithdrawPremiumUSD: BigDecimal!
" All premium paid to enter and exit liquidity pool. "
cumulativeTotalLiquidityPremiumUSD: BigDecimal!
" Number of cumulative unique users "
cumulativeUniqueUsers: Int!
" Number of cumulative borrowers "
cumulativeUniqueBorrowers: Int!
" Number of cumulative liquidators (accounts that performed liquidation) "
cumulativeUniqueLiquidators: Int!
" Number of cumulative liquidatees (accounts that got liquidated) "
cumulativeUniqueLiquidatees: Int!
" Total number of long positions "
longPositionCount: Int!
" Total number of short positions "
shortPositionCount: Int!
" Total number of open positions "
openPositionCount: Int!
" Total number of closed positions "
closedPositionCount: Int!
" Total number of positions (open and closed) "
cumulativePositionCount: Int!
" Number of cumulative unique users "
cumulativeUniqueUsers: Int!
" Total number of transactions "
transactionCount: Int!
" Total number of deposits "
depositCount: Int!
" Total number of withdrawals "
withdrawCount: Int!
" Total number of borrows "
borrowCount: Int!
" Total number of pools "
totalPoolCount: Int!
##### Snapshots #####
" Daily usage metrics for this protocol "
dailyUsageMetrics: [UsageMetricsDailySnapshot!]!
@derivedFrom(field: "protocol")
" Hourly usage metrics for this protocol "
hourlyUsageMetrics: [UsageMetricsHourlySnapshot!]!
@derivedFrom(field: "protocol")
" Daily financial metrics for this protocol "
financialMetrics: [FinancialsDailySnapshot!]! @derivedFrom(field: "protocol")
##### Pools #####
" All pools that belong to this protocol "
pools: [LiquidityPool!]! @derivedFrom(field: "protocol")
}
###############################
##### Protocol Timeseries #####
###############################
type UsageMetricsDailySnapshot @entity (immutable: true) {
" ID is # of days since Unix epoch time "
id: Bytes!
" Number of days since Unix epoch time "
days: Int!
" Protocol this snapshot is associated with "
protocol: DerivPerprotocol!
" Number of unique daily active users "
dailyActiveUsers: Int!
" Number of cumulative unique users "
cumulativeUniqueUsers: Int!
" Daily number of long positions "
dailylongPositionCount: Int!
" Total number of long positions "
longPositionCount: Int!
" Daily number of short positions "
dailyshortPositionCount: Int!
" Total number of short positions "
shortPositionCount: Int!
" Daily number of open positions "
dailyopenPositionCount: Int!
" Total number of open positions "
openPositionCount: Int!
" Daily number of closed positions "
dailyclosedPositionCount: Int!
" Total number of closed positions "
closedPositionCount: Int!
" Daily number of positions (open and closed) "
dailycumulativePositionCount: Int!
" Total number of positions (open and closed) "
cumulativePositionCount: Int!
" Daily number of transactions . Transactions include all entities that implement the Event interface. "
dailyTransactionCount: Int!
" Daily number of deposits (add liquidity) "
dailyDepositCount: Int!
" Daily number of withdrawals (remove liquidity) "
dailyWithdrawCount: Int!
" Daily number of borrows for leverage "
dailyBorrowCount: Int!
" Daily number of trades (swaps) "
dailySwapCount: Int!
" Number of unique daily depositors "
dailyActiveDepositors: Int!
" Number of cumulative depositors "
cumulativeUniqueDepositors: Int!
" Number of unique daily borrowers "
dailyActiveBorrowers: Int!
" Number of cumulative borrowers "
cumulativeUniqueBorrowers: Int!
" Number of unique daily liquidators (accounts that performed liquidation) "
dailyActiveLiquidators: Int!
" Number of cumulative liquidators (accounts that performed liquidation) "
cumulativeUniqueLiquidators: Int!
" Number of unique daily liquidatees (accounts that got liquidated) "
dailyActiveLiquidatees: Int!
" Number of cumulative liquidatees (accounts that got liquidated) "
cumulativeUniqueLiquidatees: Int!
" Total number of pools "
totalPoolCount: Int!
}
type UsageMetricsHourlySnapshot @entity (immutable: true) {
" { # of hours since Unix epoch time } "
id: Bytes!
" Number of hours since Unix epoch time "
hours: Int!
" Protocol this snapshot is associated with "
protocol: DerivPerpProtocol!
" Number of unique hourly active users "
hourlyActiveUsers: Int!
" Number of cumulative unique users "
cumulativeUniqueUsers: Int!
" Total number of transactions occurred in an hour. Transactions include all entities that implement the Event interface. "
hourlyTransactionCount: Int!
" Total number of deposits (add liquidity) in an hour "
hourlyDepositCount: Int!
" Total number of withdrawals (remove liquidity) in an hour "
hourlyWithdrawCount: Int!
" Total number of trades (swaps) in an hour "
hourlySwapCount: Int!
}
type FinancialsDailySnapshot @entity (immutable: true) {
" ID is # of days since Unix epoch time "
id: Bytes!
" Number of days since Unix epoch time "
days: Int!
" Protocol this snapshot is associated with "
protocol: DerivPerpProtocol!
" Current TVL (Total Value Locked) of the entire protocol "
totalValueLockedUSD: BigDecimal!
" Daily trade Notional volume, in USD "
dailyVolumeUSD: BigDecimal!
" All historical trade Notional volume in USD "
cumulativeVolumeUSD: BigDecimal!
" Daily Inflow trade Notional volume, in USD, based on value of underlying assets coming into protocol at the time of position open "
dailyInflowVolumeUSD: BigDecimal!
" Inflow historical trade Notional volume in USD, based on value of underlying assets coming into protocol from trade at the time of position open "
cumulativeInflowVolumeUSD: BigDecimal!
" Daily Inflow trade Notional volume, in USD, based on value of underlying assets coming into protocol at the time of position Closed "
dailyClosedInflowVolumeUSD: BigDecimal!
" Inflow historical trade Notional volume in USD, based on value of underlying assets coming into protocol from trade at the time of position closed "
cumulativeClosedInflowVolumeUSD: BigDecimal!
" Daily Outflow trade Notional volume, in USD, based on value of underlying assets coming out of protocol from trade "
dailyOutflowVolumeUSD: BigDecimal!
" Outflow historical trade Notional volume in USD, based on value of underlying assets coming out of protocol from trade "
cumulativeOutflowVolumeUSD: BigDecimal!
" Daily revenue claimed by suppliers to the protocol. LPs on DEXs (e.g. 0.25% of the swap fee in Sushiswap). Depositors on Lending Protocols. NFT sellers on OpenSea. "
dailySupplySideRevenueUSD: BigDecimal!
" Revenue claimed by suppliers to the protocol. LPs on DEXs (e.g. 0.25% of the swap fee in Sushiswap). Depositors on Lending Protocols. NFT sellers on OpenSea. "
cumulativeSupplySideRevenueUSD: BigDecimal!
" Daily revenue for the protocol (revenue claimed by protocol). Examples: AMM protocol fee (Sushi’s 0.05%). OpenSea 10% sell fee. "
dailyProtocolSideRevenueUSD: BigDecimal!
" Gross revenue for the protocol (revenue claimed by protocol). Examples: AMM protocol fee (Sushi’s 0.05%). OpenSea 10% sell fee. "
cumulativeProtocolSideRevenueUSD: BigDecimal!
" Daily revenue for the stakers (this is defined as recieving a share of revenue or tokens equal to share e.g. buying eth with DAI revenue). Examples: GMX 15% of trade fees goes to stakers "
dailyStakeSideRevenueUSD: BigDecimal!
" Gross revenue for the stakers (this is defined as recieving a share of revenue or tokens equal to share e.g. buying eth with DAI revenue). Examples: GMX 15% of trade fees goes to stakers "
cumulativeStakeSideRevenueUSD: BigDecimal!
" Daily revenue generated by the protocol. e.g. 0.30% of swap fee in Sushiswap, all yield generated by Yearn. "
dailyTotalRevenueUSD: BigDecimal!
" All revenue generated by the protocol. e.g. 0.30% of swap fee in Sushiswap, all yield generated by Yearn. "
cumulativeTotalRevenueUSD: BigDecimal!
" Daily premium paid to enter a position. "
dailyEntryPremiumUSD: BigDecimal!
" All premium paid to enter a position. "
cumulativeEntryPremiumUSD: BigDecimal!
" Daily premium paid to exit a position. "
dailyExitPremiumUSD: BigDecimal!
" All premium paid to exit a position. "
cumulativeExitPremiumUSD: BigDecimal!
" Daily premium paid. "
dailyTotalPremiumUSD: BigDecimal!
" All premium paid. "
cumulativeTotalPremiumUSD: BigDecimal!
" Daily premium paid to deposit in liquidity pools. "
dailyDepositPremiumUSD: BigDecimal!
" All premium paid to deposit in liquidity pools. "
cumulativeDepositPremiumUSD: BigDecimal!
" Daily premium paid to withdraw from liquidity pools. "
dailyWithdrawPremiumUSD: BigDecimal!
" All premium paid to withdraw from liquidity pools. "
cumulativeWithdrawPremiumUSD: BigDecimal!
" Daily premium paid to enter and exit liquidity pool. "
dailyTotalLiquidityPremiumUSD: BigDecimal!
" All premium paid to enter and exit liquidity pool. "
cumulativeTotalLiquidityPremiumUSD: BigDecimal!
}
###############################
##### Pool-Level Metadata #####
###############################
type LiquidityPool @entity {
" Smart contract address of the pool "
id: Bytes!
" The protocol this pool belongs to "
protocol: DerivPerpProtocol!
" Name of liquidity pool (e.g. Curve.fi DAI/USDC/USDT) "
name: String
" Symbol of liquidity pool (e.g. 3CRV) "
symbol: String
" Tokens that need to be deposited to take a position in protocol. e.g. WETH and USDC to deposit into the WETH-USDC pool. Array to account for multi-asset pools like Curve and Balancer "
inputTokens: [Token!]!
" Token that is minted to track ownership of position in protocol "
outputToken: Token
" Aditional tokens that are given as reward for position in a protocol, usually in liquidity mining programs. e.g. SUSHI in the Onsen program, MATIC for Aave Polygon, usually in liquidity mining programs. e.g. SUSHI in the Onsen program, MATIC for Aave Polygon "
rewardTokens: [RewardToken!]
" Fees per trade incurred to the user. Should include all fees that apply to a pool (e.g. Curve has a trading fee AND an admin fee, which is a portion of the trading fee. Uniswap only has a trading fee and no protocol fee. ) "
fees: [LiquidityPoolFee!]!
" Name of oracle source (e.g. chainlink, uniswap, pyth) "
oracle: string
" Creation timestamp "
createdTimestamp: BigInt!
" Creation block number "
createdBlockNumber: BigInt!
##### Quantitative Data #####
" Current TVL (Total Value Locked) of this pool in USD "
totalValueLockedUSD: BigDecimal!
" All revenue generated by the liquidity pool, accrued to the supply side. "
cumulativeSupplySideRevenueUSD: BigDecimal!
" All revenue generated by the liquidity pool, accrued to the protocol. "
cumulativeProtocolSideRevenueUSD: BigDecimal!
" All revenue generated by the liquidity pool. "
cumulativeTotalRevenueUSD: BigDecimal!
" All premium paid to enter a position. "
cumulativeEntryPremiumUSD: BigDecimal!
" All premium paid to exit a position. "
cumulativeExitPremiumUSD: BigDecimal!
" All premium paid. "
cumulativeTotalPremiumUSD: BigDecimal!
" All premium paid to deposit in liquidity pools. "
cumulativeDepositPremiumUSD: BigDecimal!
" All premium paid to withdraw from liquidity pools. "
cumulativeWithdrawPremiumUSD: BigDecimal!
" All premium paid to enter and exit liquidity pool. "
cumulativeTotalLiquidityPremiumUSD: BigDecimal!
" Number of cumulative borrowers "
cumulativeUniqueBorrowers: Int!
" Number of cumulative liquidators (accounts that performed liquidation) "
cumulativeUniqueLiquidators: Int!
" Number of cumulative liquidatees (accounts that got liquidated) "
cumulativeUniqueLiquidatees: Int!
" Total number of long positions "
longPositionCount: Int!
" Total number of short positions "
shortPositionCount: Int!
" Total number of open positions "
openPositionCount: Int!
" Total number of closed positions "
closedPositionCount: Int!
" Total number of positions (open and closed) "
cumulativePositionCount: Int!
" All historical trade notional volume occurred in this pool, in USD "
cumulativeVolumeUSD: BigDecimal!
" Amount of input tokens in the pool. The ordering should be the same as the pool's `inputTokens` field. "
inputTokenBalances: [BigInt!]!
" Weights of input tokens in the liquidity pool in percentage values. For example, 50/50 for Uniswap pools, 48.2/51.8 for a Curve pool, 10/10/80 for a Balancer pool "
inputTokenWeights: [BigDecimal!]!
" Total supply of output token. Note that certain DEXes don't have an output token (e.g. Bancor) "
outputTokenSupply: BigInt
" Price per share of output token in USD "
outputTokenPriceUSD: BigDecimal
" Total supply of output tokens that are staked (usually in the MasterChef contract). Used to calculate reward APY. "
stakedOutputTokenAmount: BigInt
" Per-block reward token emission as of the current block normalized to a day, in token's native amount. This should be ideally calculated as the theoretical rate instead of the realized amount. "
rewardTokenEmissionsAmount: [BigInt!]
" Per-block reward token emission as of the current block normalized to a day, in USD value. This should be ideally calculated as the theoretical rate instead of the realized amount. "
rewardTokenEmissionsUSD: [BigDecimal!]
##### Snapshots #####
" Liquidity pool daily snapshots "
dailySnapshots: [LiquidityPoolDailySnapshot!]! @derivedFrom(field: "pool")
" Liquidity pool hourly snapshots "
hourlySnapshots: [LiquidityPoolHourlySnapshot!]! @derivedFrom(field: "pool")
##### Events #####
" All deposit (add liquidity) events occurred in this pool "
deposits: [Deposit!]! @derivedFrom(field: "pool")
" All withdraw (remove liquidity) events occurred in this pool "
withdraws: [Withdraw!]! @derivedFrom(field: "pool")
" All trade (swap) events occurred in this pool "
swaps: [Swap!]! @derivedFrom(field: "pool")
}
#################################
##### Pool-Level Timeseries #####
#################################
type LiquidityPoolDailySnapshot @entity(immutable: true) {
" { Smart contract address of the pool }-{ # of days since Unix epoch time } "
id: Bytes!
" Number of days since Unix epoch time "
days: Int!
" The protocol this snapshot belongs to "
protocol: DerivPerpProtocol!
" The pool this snapshot belongs to "
pool: LiquidityPool!
##### Quantitative Data #####
" Current TVL (Total Value Locked) of this pool "
totalValueLockedUSD: BigDecimal!
" All revenue generated by the liquidity pool, accrued to the supply side. "
cumulativeSupplySideRevenueUSD: BigDecimal!
" Daily revenue generated by the liquidity pool, accrued to the supply side. "
dailySupplySideRevenueUSD: BigDecimal!
" All revenue generated by the liquidity pool, accrued to the protocol. "
cumulativeProtocolSideRevenueUSD: BigDecimal!
" Daily revenue generated by the liquidity pool, accrued to the protocol. "
dailyProtocolSideRevenueUSD: BigDecimal!
" Daily revenue generated by the liquidity pool. "
dailyTotalRevenueUSD: BigDecimal!
" All revenue generated by the liquidity pool. "
cumulativeTotalRevenueUSD: BigDecimal!
" Daily funding rate based on rate given by protocol, inform us if this is not provided."
dailyFundingrate: [BigDecimal!]!
" Daily premium paid to enter a position. "
dailyEntryPremiumUSD: BigDecimal!
" All premium paid to enter a position. "
cumulativeEntryPremiumUSD: BigDecimal!
" Daily premium paid to exit a position. "
dailyExitPremiumUSD: BigDecimal!
" All premium paid to exit a position. "
cumulativeExitPremiumUSD: BigDecimal!
" Daily premium paid. "
dailyTotalPremiumUSD: BigDecimal!
" All premium paid. "
cumulativeTotalPremiumUSD: BigDecimal!
" Daily premium paid to deposit in liquidity pools. "
dailyDepositPremiumUSD: BigDecimal!
" All premium paid to deposit in liquidity pools. "
cumulativeDepositPremiumUSD: BigDecimal!
" Daily premium paid to withdraw from liquidity pools. "
dailyWithdrawPremiumUSD: BigDecimal!
" All premium paid to withdraw from liquidity pools. "
cumulativeWithdrawPremiumUSD: BigDecimal!
" Daily premium paid to enter and exit liquidity pool. "
dailyTotalLiquidityPremiumUSD: BigDecimal!
" All premium paid to enter and exit liquidity pool. "
cumulativeTotalLiquidityPremiumUSD: BigDecimal!
" Number of unique daily borrowers "
dailyActiveBorrowers: Int!
" Number of cumulative borrowers "
cumulativeUniqueBorrowers: Int!
" Number of unique daily liquidators (accounts that performed liquidation) "
dailyActiveLiquidators: Int!
" Number of cumulative liquidators (accounts that performed liquidation) "
cumulativeUniqueLiquidators: Int!
" Number of unique daily liquidatees (accounts that got liquidated) "
dailyActiveLiquidatees: Int!
" Number of cumulative liquidatees (accounts that got liquidated) "
cumulativeUniqueLiquidatees: Int!
" Daily number of long positions "
dailylongPositionCount: Int!
" Total number of long positions "
longPositionCount: Int!
" Daily number of short positions "
dailyshortPositionCount: Int!
" Total number of short positions "
shortPositionCount: Int!
" Daily number of open positions "
dailyopenPositionCount: Int!
" Total number of open positions "
openPositionCount: Int!
" Daily number of closed positions "
dailyclosedPositionCount: Int!
" Total number of closed positions "
closedPositionCount: Int!
" Daily number of positions (open and closed) "
dailycumulativePositionCount: Int!
" Total number of positions (open and closed) "
cumulativePositionCount: Int!
" Daily trade notional volume occurred in USD "
dailyVolumeUSD: BigDecimal!
" Daily trade notional volume for a specific input token, in native amount. The ordering should be the same as the pool's `inputTokens` field. "
dailyVolumeByTokenAmount: [BigInt!]!
" Daily trade notional volume for a specific input token, in USD. The ordering should be the same as the pool's `inputTokens` field. "
dailyVolumeByTokenUSD: [BigDecimal!]!
" All historical trade notional volume occurred in this pool, in USD "
cumulativeVolumeUSD: BigDecimal!
" Daily Inflow trade notional volume in this pool, in USD, based on value of underlying assets coming into protocol from trade, at time of position open"
dailyInflowVolumeUSD: BigDecimal!
" Daily Inflow trade notional volume occurred in in this pool for a specific input token, in native amount, at time of position open. The ordering should be the same as the pool's `inputTokens` field. "
dailyInflowVolumeByTokenAmount: [BigInt!]!
" Daily Inflow trade notional volume occurred in this pool for a specific input token, in USD, based on value of underlying assets coming into protocol from trade, at time of position open. The ordering should be the same as the pool's `inputTokens` field. "
dailyInflowVolumeByTokenUSD: [BigDecimal!]!
" Inflow historical trade notional volume occurred in this pool, in USD, based on value of underlying assets coming into protocol from trade, at the time of position open. "
cumulativeInflowVolumeUSD: BigDecimal!
" Daily Inflow trade notional volume in this pool, in USD, based on value of underlying assets coming into protocol from trade, at time of position closed"
dailyClosedInflowVolumeUSD: BigDecimal!
" Daily Inflow trade notional volume occurred in in this pool for a specific input token, in native amount, at time of position closed The ordering should be the same as the pool's `inputTokens` field. "
dailyClosedInflowVolumeByTokenAmount: [BigInt!]!
" Daily Inflow trade notional volume occurred in this pool for a specific input token, in USD, based on value of underlying assets coming into protocol from trade, at time of position closed. The ordering should be the same as the pool's `inputTokens` field. "
dailyClosedInflowVolumeByTokenUSD: [BigDecimal!]!
" Inflow historical trade notional volume occurred in this pool, in USD, based on value of underlying assets coming into protocol from trade, at the time of position closed. "
cumulativeClosedInflowVolumeUSD: BigDecimal!
" Daily Outflow trade notional volume occurred in this pool in USD, based on value of underlying assets coming out of protocol from trade "
dailyOutflowVolumeUSD: BigDecimal!
" Daily Outflow trade notional volume occurred in this pool for a specific input token, in native amount. The ordering should be the same as the pool's `inputTokens` field. "
dailyOutflowVolumeByTokenAmount: [BigInt!]!
" Daily Outflow trade notional volume occurred in this pool for a specific input token, in USD, based on value of underlying assets coming out of protocol from trade. The ordering should be the same as the pool's `inputTokens` field. "
dailyOutflowVolumeByTokenUSD: [BigDecimal!]!
" Outflow historical trade notional volume occurred in this pool, in USD, based on value of underlying assets coming outof protocol from trade. "
cumulativeOutflowVolumeUSD: BigDecimal!
" Amount of input tokens in the pool. The ordering should be the same as the pool's `inputTokens` field. "
inputTokenBalances: [BigInt!]!
" Weights of input tokens in the liquidity pool in percentage values. For example, 50/50 for Uniswap pools, 48.2/51.8 for a Curve pool, 10/10/80 for a Balancer pool "
inputTokenWeights: [BigDecimal!]!
" Total supply of output token. Note that certain DEXes don't have an output token (e.g. Bancor) "
outputTokenSupply: BigInt
" Price per share of output token in USD "
outputTokenPriceUSD: BigDecimal
" Total supply of output tokens that are staked (usually in the MasterChef contract). Used to calculate reward APY. "
stakedOutputTokenAmount: BigInt
" Per-block reward token emission as of the current block normalized to a day, in token's native amount. This should be ideally calculated as the theoretical rate instead of the realized amount. "
rewardTokenEmissionsAmount: [BigInt!]
" Per-block reward token emission as of the current block normalized to a day, in USD value. This should be ideally calculated as the theoretical rate instead of the realized amount. "
rewardTokenEmissionsUSD: [BigDecimal!]
}
type LiquidityPoolHourlySnapshot @entity(immutable: true) {
" { Smart contract address of the pool }-{ # of hours since Unix epoch time } "
id: Bytes!
" Number of hours since Unix epoch time "
hours: Int!
" The protocol this snapshot belongs to "
protocol: DerivPerpProtocol!
" The pool this snapshot belongs to "
pool: LiquidityPool!
##### Quantitative Data #####
" Current TVL (Total Value Locked) of this pool "
totalValueLockedUSD: BigDecimal!
" All revenue generated by the liquidity pool, accrued to the supply side. "
cumulativeSupplySideRevenueUSD: BigDecimal!
" Hourly revenue generated by the liquidity pool, accrued to the supply side. "
hourlySupplySideRevenueUSD: BigDecimal!
" All revenue generated by the liquidity pool, accrued to the protocol. "
cumulativeProtocolSideRevenueUSD: BigDecimal!
" Hourly revenue generated by the liquidity pool, accrued to the protocol. "
hourlyProtocolSideRevenueUSD: BigDecimal!
" All revenue generated by the liquidity pool. "
cumulativeTotalRevenueUSD: BigDecimal!
" Hourly revenue generated by the liquidity pool. "
hourlyTotalRevenueUSD: BigDecimal!
" Hourly funding rate based on rate given by protocol, inform us if this is not provided."
hourlyFundingrate: [BigDecimal!]!
" All premium paid to enter a position. "
hourlyEntryPremiumUSD: BigDecimal!
" All premium paid to enter a position. "
cumulativeEntryPremiumUSD: BigDecimal!
" Hourly premium paid to exit a position. "
hourlyExitPremiumUSD: BigDecimal!
" All premium paid to exit a position. "
cumulativeExitPremiumUSD: BigDecimal!
" Hourly premium paid. "
hourlyTotalPremiumUSD: BigDecimal!
" All premium paid. "
cumulativeTotalPremiumUSD: BigDecimal!
" Hourly premium paid to deposit in liquidity pools. "
hourlyDepositPremiumUSD: BigDecimal!
" All premium paid to deposit in liquidity pools. "