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yearn-finance-data's Introduction

General Data Types

Calculating

Fees

,timestamp,name,action,price,balance,share_price,fee,mgmt,perf

Contracts

see contract-addresses/ for .json and .csv

Data Percision

GraphQL / Javascript

The limited precision of numbers in JavaScript is Number.MAX_SAFE_INTEGER nanoseconds is about 104 days

// uint32 (two's complement) max
// more conservative than Number.MAX_SAFE_INTEGER
const MAX = 4294967295;

source: https://github.com/metamask/json-rpc-engine/blob/5001c0dc013dba0f11f64847f66bfbbbcf9b92bb/src/getUniqueId.js#L3

Exchange

Field Type Description
data object The trade data corresponding to the columns fields.
[EXCHANGE] array The array containing arrays of trade data.
metadata object The metadata associated with the trade data.
columns array The name of the columns associated with the returned data e.g. [ timestamp, tradeId, ...].
timestamp number The time at which the data was recorded.
nanoseconds number The nanosecond part of the timestamp where applicable.
tradeId number The exchange provided id of the trade.
price number The price at which the asset was traded.
volume number The total amount of that asset that was traded.
isBuy bool true if the trade is a buy, false otherwise.

Time

Text Date:Date in human-readable text Saturday, January 3, 2009 6:15:05 PM
RFC 822:RFC 822 formatted date Sat, 03 Jan 2009 18:15:05 +0000
ISO 8601:ISO 8601 formatted date 2009-01-03T18:15:05+00:00
UNIX Timestamp:seconds since Jan 1 1970 1231006505
Mac Timestamp:seconds since Jan 1 1904 3313851305
Microsoft Timestamp:days since Dec 31 1899 39816.76047
FILETIME:100-nanoseconds since Jan 1 1601 12875480105000000001C96DCF:33B61A80

Contract Addresses

Checksum'd (EIP55)

Incorrect: 0x0bc529c00c6401aef6d220be8c6ea1667f6ad93e

Correct: 0x0bc529c00C6401aEF6D220BE8C6Ea1667F6Ad93e

Times

milliseconds 1604403060000

seconds 1604403060

gdate is simply GNU UTILS on Mac OS X - for GNU/Linux its just 'date'

$ gdate --iso-8601 2020-11-03

$ gdate --iso-8601=seconds 2020-11-03T03:40:42-08:00

$ date Tue Nov 3 03:41:07 PST 2020

$ date -u Tue Nov 3 11:41:10 UTC 2020

Data Analysis

as defined in 'structs.py'

RoiInfo

    dm_change: float = dm_change
    eth_balance: int = eth_balance
    token_balance: int = token_balance
    trade_volume: int = trade_volume

ExchangeInfo

    token_address: str,
    token_name: str,
    token_symbol: str,
    token_decimals: int,
    exchange_address: str,
    eth_balance: int,
    token_balance: int,

    token_address: str = token_address
    token_name: str = token_name
    token_symbol: str = token_symbol
    token_decimals: int = token_decimals
    exchange_address: str = exchange_address
    eth_balance: int = eth_balance
    token_balance: int = token_balance
    providers: Dict[str, int] = dict()
    history: List[int] = list()
    logs: List[dict] = list()
    roi: List[RoiInfo] = list()
    volume: List[Dict[str, int]] = list()
    valuable_traders: List[str] = list()

History

    block_number: int,
    dm_change: float,
    bnt_balance: int,
    token_balance: int,
    trade_volume: int,


    block_number: int = block_number
    dm_change: float = dm_change
    bnt_balance: int = bnt_balance
    token_balance: int = token_balance
    trade_volume: int = trade_volume

RelayInfo:

    token_address: str = token_address
    token_symbol: str = token_symbol
    underlying_token_symbol: str = None
    converter_address: str = converter_address
    bnt_balance: int = 0
    token_decimals: int = None
    token_balance: int = 0
    providers: Dict[str, int] = dict()
    history: List[History] = list()
    converter_logs: List[dict] = list()
    relay_logs: List[dict] = list()

Market Data

{
  "status": 200,
  "title": "OK",
  "description": "Successful request",
  "payload": {
    "metadata": {
      "startDate": "2020-07-25T00:00:00.000Z",
      "endDate": "2020-07-26T00:00:00.000Z"
    },
    "data": [
      {
        "exchange": "binance",
        "timestamp": "2020-07-25T00:00:00.000Z",
        "open": 3.0294,
        "high": 3.0331,
        "low": 3.0271,
        "close": 3.0331,
        "volume": 600.27
      },
      {...}
    ]
  }
}

License

SPDX-License-Identifier: ISC

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