Documentation Index
Fetch the complete documentation index at: https://docs.amberdata.io/llms.txt
Use this file to discover all available pages before exploring further.
Comprehensive data, including DeFi protocol analytics (covering DEX trading, lending protocols, liquidity events, lending protocol events, stablecoin metrics, and more) across multiple networks, delivered via Amazon S3 for advanced research and DeFi strategy development.
DEX Trades
Raw trading data from major decentralized exchanges:
DEX Liquidity Events
Liquidity pool addition and removal events:
Lending Protocol Data
Protocol Events
Raw lending, borrowing, and liquidation events from major DeFi protocols:
| Protocol | Blockchain | Sample Files |
|---|
| Aave v2 | Ethereum | Download |
| Aave v3 | Ethereum | Download |
| Aave v3 | Arbitrum | Download |
| Aave v2 | Avalanche | Download |
| Aave v3 | Avalanche | Download |
| Aave v3 | Optimism | Download |
| Compound v2 | Ethereum | Download |
| MakerDAO | Ethereum | Download |
Daily Asset Metrics
Aggregated daily metrics for individual assets across protocols:
| Protocol | Blockchain | Sample Files |
|---|
| Aave v2 | Ethereum | Download |
| Aave v3 | Ethereum | Download |
| Compound v2 | Ethereum | Download |
| Compound v3 | Ethereum | Download |
| MakerDAO | Ethereum | Download |
Daily Protocol Metrics
Aggregated daily metrics for entire protocols:
| Protocol | Blockchain | Sample Files |
|---|
| Aave v2 | Ethereum | Download |
| Aave v3 | Ethereum | Download |
| Compound v2 | Ethereum | Download |
| Compound v3 | Ethereum | Download |
| MakerDAO | Ethereum | Download |
Daily Stablecoin Metrics
Focused metrics on stablecoin usage within lending protocols:
| Protocol | Blockchain | Sample Files |
|---|
| Aave v2 | Ethereum | Download |
| Aave v3 | Ethereum | Download |
| Compound v2 | Ethereum | Download |
| Compound v3 | Ethereum | Download |
| MakerDAO | Ethereum | Download |
Data Field Descriptions
DEX Trade Fields
Comprehensive trading data from decentralized exchanges:
| Field | Description |
|---|
| exchange | The name of the DEX (e.g., Uniswap, SushiSwap, PancakeSwap) |
| timestamp | Timestamp when Amberdata received the data |
| timestampNanoseconds | The nanosecond part of the timestamp where applicable |
| isBuy | Indicates the direction of the trade: true means buy the base, sell the quote; false means sell the base, buy the quote |
| price | The actual price at which the asset was traded (including slippage, but not fees) |
| volume | The total amount of that asset that was traded |
| tradeId | The exchange provided id of the trade |
| logIndex | The index of the log within the transaction which included this trade event |
| pairAddress | The address of the trading pair contract |
| amountInBase | The amount of the base asset accepted in the trade |
| amountInQuote | The amount of the quote asset accepted in the trade |
| amountOutBase | The amount of the base asset returned in the trade |
| amountOutQuote | The amount of the quote asset returned in the trade |
| fromAddress | The address which initiated the trade (sender) |
| toAddress | The recipient of the trade (receiver) |
DEX Liquidity Fields
Liquidity pool events and changes:
| Field | Description |
|---|
| exchangeName | The name of the DEX |
| pairAddress | The address of the trading pair contract |
| baseAddress | The address of the first underlying asset behind the pair |
| quoteAddress | The address of the second underlying asset behind the pair |
| address | The address of the asset for which this liquidity event is for (either base or quote address) |
| timestamp | The timestamp associated with this record |
| transactionHash | The hash of the transaction which included this liquidity event |
| amount | The new amount of the underlying asset after this liquidity event |
| liquidityPrice | The new price of the underlying asset after this liquidity event |
Lending Protocol Fields
Protocol Events (Aave v2 & v3):
| Field | Description |
|---|
| account | The EOA (Externally Owned Account) that triggered this event |
| action | The event that the EOA triggered in the smart contract (deposit, withdraw, borrow, repay, liquidate, etc.) |
| amountNative | The amount of the asset in native units, normalized with the asset’s decimals |
| amountUSD | The amount of the asset in US dollars |
| assetId | The smart contract address of the asset |
| assetSymbol | The human readable, abbreviated name of the asset (e.g., ETH, USDC, DAI) |
| blockNumber | The integer value identifying the block |
| borrowRate | The interest rate for borrowing the asset |
| borrowRateMode | Indicates whether the borrowRate is stable or variable |
| liquidatee | The EOA being liquidated because they are under-collateralized |
| liquidator | The EOA that is triggering the liquidation |
| collateralAssetId | The smart contract address of the collateral asset |
| collateralAssetSymbol | The human readable name of the collateral asset |
| principalAssetId | The smart contract address of the borrowed asset |
| principalAssetSymbol | The human readable name of the borrowed asset |
| profitUSD | The amount in US dollars that the liquidator earned from triggering a liquidation |
| timestamp | Indicates the datetime or epoch milliseconds of when the event took place |
| transactionHash | The unique identifier of the transaction |
Use Cases and Applications
- DEX Trading Analysis: Study arbitrage opportunities, slippage patterns, and trading efficiency
- Liquidity Pool Analysis: Calculate yield farming returns and impermanent loss patterns
- Lending Protocol Analysis: Monitor interest rates, liquidations, and protocol health
- Protocol Comparison: Compare efficiency and safety across different DeFi protocols
- Yield Strategies: Optimize lending, borrowing, and liquidity provision strategies
- Risk Assessment: Monitor lending protocol health and liquidation cascade risks
- Stablecoin Research: Analyze peg stability and stablecoin usage across protocols
Supported Networks and Protocols
- DEX Protocols: Uniswap, SushiSwap, PancakeSwap, Balancer, Curve
- Lending Protocols: Aave v2/v3, Compound v2/v3, MakerDAO
- Cross-Chain Coverage: Multi-chain deployments across Ethereum, Arbitrum, Optimism, Polygon, Avalanche
Getting Started
# Load DEX trade data
dex_trades = pd.read_parquet('dex_trades_sample.parquet')
# Analyze trading volume by exchange
volume_by_exchange = dex_trades.groupby('exchange')['volume'].sum()
print("Trading volume by DEX:")
print(volume_by_exchange)
# Load Aave protocol events
aave_events = pd.read_parquet('aave_protocol_events_sample.parquet')
# Analyze lending vs borrowing activity
activity_by_action = aave_events.groupby('action')['amountUSD'].sum()
print("\nLending protocol activity:")
print(activity_by_action)
Data Quality and Processing
Data Freshness
- Real-time Processing: Near real-time data ingestion and processing
- Historical Completeness: Complete historical data from network/protocol genesis
- Cross-Chain Consistency: Standardized field formats across all networks
- Quality Assurance: Automated validation and error checking
Technical Specifications
- File Formats: Apache Parquet and CSV formats optimized for analytics
- Compression: Efficient storage with fast query performance
- Partitioning: Organized by date and blockchain/protocol for optimal access patterns
- Schema Evolution: Backward-compatible updates as networks and protocols evolve
Amazon S3 Access
- Requirements: AWS credentials for Requester Pays bucket access
- Setup: Include
x-amz-request-payer: requester in all requests
- Contact: Your Account Executive for credential provisioning
Support Resources
- Technical Documentation: Comprehensive guides for blockchain and DeFi data
- Sample Analysis: Python notebooks with common analysis patterns
- Integration Support: Assistance with data pipeline setup and optimization
- Research Community: Access to blockchain and DeFi research insights
