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Add Derivatives (#8)
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* Add derivatives

* Add label and update tbaleName, add schema markdown

* second pass (remove protocol name, make snake_case)

* update based on conversations

* add liquid amount

* remove maker and taker user snapshots

* update version

* add pool_name

* auto-gen

* Update SChema based on lucas comments

* Update trade entity

* Update pnl description

* edit trade table
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@melotik
melotik authored Aug 23, 2024
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5 changes: 1 addition & 4 deletions README.md
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Expand Up @@ -31,12 +31,9 @@ Below you will find links to each of the following verticals.
- [General](./schemas/general/SCHEMA.md)
- [DEX](./schemas/dex/SCHEMA.md) (Decentralized Exchange)
- [Lending](./schemas/lending/SCHEMA.md) / MM (Money Market) / CDP (Collateralized Debt Position)
- Perpetuals / Options / Derivatives
- [Derivatives](./schemas/derivatives/schema.json) (Perpetuals / Options)
- [Bridges](./schemas/bridge/SCHEMA.md) (Pool-Based, Mint-Based, Intent-Based)
- [LSTs](./schemas/lst/SCHEMA.md) (Liquid Staking Tokens)
- [Yield Aggregators](./schemas/yield-aggregator/SCHEMA.md) (Leverage, Gambling, RWA, ALM, Liquidity/LP, Index)
- [DEX Aggregator](./schemas/dex-aggregator/SCHEMA.md)
- Restaking
- AVS
- LRT (Liquid Restaking Tokens)
- [NFT](./schemas/nft/SCHEMA.md)
85 changes: 85 additions & 0 deletions schemas/derivatives/SCHEMA.md
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# Derivatives

OpenBlock Labs standard schema for derivatives protocols (options and perps).

## Version: 1.0.0-alpha

### Pools

Pools in the protocol (one entry for each token).

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
| chain_id | Standard chain id. | number |
| creation_timestamp | The timestamp of the block the pool was created on. | number |
| creation_block_number | The block number this pool was created on. | number |
| pool_address | The contract address of the pool. | string |
| pool_name | The name of the pool (ie, name() in the smart contract). | string |
| token_index | The index of the token in the smart contract (one row for each token in a pool). | number |
| token_address | The contract address of the token. | string |
| token_symbol | The symbol of the token. | string |

### LP Snapshot

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

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
| timestamp | The timestamp of the snapshot. | number |
| chain_id | Standard chain id. | number |
| pool_address | The address of the pool. | 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 |
| deposit_amount | (Optional, for Order Books) The amount deposited into the pool, decimal normalized. | number |
| deposit_amount_usd | (Optional, for Order Books) The amount deposited, in USD. | number |
| amount_useful | (Optional, for LPs) The amount of tokens supplied that are liquid and usable by users of the protocol, decimal normalized. | number |
| amount_useful_usd | (Optional, for LPs) The amount of liquid tokens supplied in USD. | number |
| liquidated_amount | The amount of tokens liquidated from the LP, decimal normalized. | number |
| liquidated_amount_usd | The amount liquidated, in USD. | number |
| total_fees_usd | (Optional) All fees generated by the LP in the given snapshot in USD. | number |
| user_fees_usd | (Optional) The portion of fees accrued to users of the protocol, in USD. | number |
| protocol_fees_usd | (Optional) The portion of fees accrued to the protocol, in USD. | number |

### Pool Snapshot

Snapshot of the pool's metrics.

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
| timestamp | The timestamp of the snapshot. | number |
| chain_id | Standard chain id. | number |
| pool_address | The smart contract address of the pool. | string |
| funding_rate | The funding rate in this pool at the time of the snapshot, as a percentage. | number |
| fee_rate | he pool's fee rate, as a percentage. | number |
| total_value_locked_usd | The total value locked in USD. | number |
| volume_usd | The volume of positions opened and closed in the given snapshot in USD. | number |
| 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 |

### Trades

Trade data, 1 entry for each close, open, or update of a trade.

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
| timestamp | The timestamp of the trade. | number |
| chain_id | Standard chain id. | number |
| transaction_hash | The hash of the transaction this trade was performed in. | string |
| log_index | Event log index. | number |
| block_number | The block number of the trade. | number |
| pool_address | The address of the pool this token was traded in. | string |
| maker_address | The address of the maker. | string |
| taker_address | The address of the taker. | string |
| token_address | The address of the token. | string |
| amount | The value that a trader is putting to open a long or short, decimal normalized. | number |
| amount_usd | The trade amount in USD. | number |
| notional_value | The value of the leveraged amount of the trade, decimal normalized. | number |
| notional_value_usd | The notional value, in USD. | number |
| maker_pnl_usd | (Only applicable on trade close) The total profit and loss of the trade on the maker's side, in USD. | number |
| taker_pnl_usd | (Only applicable on trade close) The total profit and loss of the trade on the taker's side, in USD. | number |
| trade_action | The action of trade being recorded in this entry (ie, OPEN, CLOSE, INCREASE, DECREASE, LIQUIDATED). | string |
| trade_type | The type of the trade being recorded in this entry (ie, LONG, SHORT). | string |

> Note: This markdown file is auto-generated.
239 changes: 239 additions & 0 deletions schemas/derivatives/schema.json
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{
"schema": "Derivatives",
"description": "OpenBlock Labs standard schema for derivatives protocols (options and perps).",
"version": "1.0.0-alpha",
"tables": [
{
"label": "Pools",
"table_name": "derivatives_pools",
"aggregation": "none",
"description": "Pools in the protocol (one entry for each token).",
"properties": {
"chain_id": {
"description": "Standard chain id.",
"type": "number"
},
"creation_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"
},
"pool_address": {
"description": "The contract address of the pool.",
"type": "string"
},
"pool_name": {
"description": "The name of the pool (ie, name() in the smart contract).",
"type": "string"
},
"token_index": {
"description": "The index of the token in the smart contract (one row for each token in a pool).",
"type": "number"
},
"token_address": {
"description": "The contract address of the token.",
"type": "string"
},
"token_symbol": {
"description": "The symbol of the token.",
"type": "string"
}
}
},
{
"label": "LP Snapshot",
"table_name": "lp_snapshot",
"aggregation": "none",
"description": "Liquidity providers snapshot (one entry for each token in a pool).",
"properties": {
"timestamp": {
"description": "The timestamp of the snapshot.",
"type": "number"
},
"chain_id": {
"description": "Standard chain id.",
"type": "number"
},
"pool_address": {
"description": "The address of the pool.",
"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"
},
"deposit_amount": {
"description": "(Optional, for Order Books) The amount deposited into the pool, decimal normalized.",
"type": "number"
},
"deposit_amount_usd": {
"description": "(Optional, for Order Books) The amount deposited, in USD.",
"type": "number"
},
"amount_useful": {
"description": "(Optional, for LPs) The amount of tokens supplied that are liquid and usable by users of the protocol, decimal normalized.",
"type": "number"
},
"amount_useful_usd": {
"description": "(Optional, for LPs) The amount of liquid tokens supplied in USD.",
"type": "number"
},
"liquidated_amount": {
"description": "The amount of tokens liquidated from the LP, decimal normalized.",
"type": "number"
},
"liquidated_amount_usd": {
"description": "The amount liquidated, in USD.",
"type": "number"
},
"total_fees_usd": {
"description": "(Optional) All fees generated by the LP in the given snapshot in USD.",
"type": "number"
},
"user_fees_usd": {
"description": "(Optional) The portion of fees accrued to users of the protocol, in USD.",
"type": "number"
},
"protocol_fees_usd": {
"description": "(Optional) The portion of fees accrued to the protocol, in USD.",
"type": "number"
}
}
},
{
"label": "Pool Snapshot",
"table_name": "pool_snapshot",
"aggregation": "none",
"description": "Snapshot of the pool's metrics.",
"properties": {
"timestamp": {
"description": "The timestamp of the snapshot.",
"type": "number"
},
"chain_id": {
"description": "Standard chain id.",
"type": "number"
},
"pool_address": {
"description": "The smart contract address of the pool.",
"type": "string"
},
"funding_rate": {
"description": "The funding rate in this pool at the time of the snapshot, as a percentage.",
"type": "number"
},
"fee_rate": {
"description": "he pool's fee rate, as a percentage.",
"type": "number"
},
"total_value_locked_usd": {
"description": "The total value locked in USD.",
"type": "number"
},
"volume_usd": {
"description": "The volume of positions opened and closed in the given snapshot in USD.",
"type": "number"
},
"open_interest_longs_usd": {
"description": "The sum of open interest of longs held within this pool in USD.",
"type": "number"
},
"open_interest_shorts_usd": {
"description": "The sum of open interest in shorts held within this pool in USD.",
"type": "number"
}
}
},
{
"label": "Trades",
"table_name": "trades",
"aggregation": "none",
"description": "Trade data, 1 entry for each close, open, or update of a trade.",
"properties": {
"timestamp": {
"description": "The timestamp of the trade.",
"type": "number"
},
"chain_id": {
"description": "Standard chain id.",
"type": "number"
},
"transaction_hash": {
"description": "The hash of the transaction this trade was performed in.",
"type": "string"
},
"log_index": {
"description": "Event log index.",
"type": "number"
},
"block_number": {
"description": "The block number of the trade.",
"type": "number"
},
"pool_address": {
"description": "The address of the pool this token was traded in.",
"type": "string"
},
"maker_address": {
"description": "The address of the maker.",
"type": "string"
},
"taker_address": {
"description": "The address of the taker.",
"type": "string"
},
"token_address": {
"description": "The address of the token.",
"type": "string"
},
"amount": {
"description": "The value that a trader is putting to open a long or short, decimal normalized.",
"type": "number"
},
"amount_usd": {
"description": "The trade amount in USD.",
"type": "number"
},
"notional_value": {
"description": "The value of the leveraged amount of the trade, decimal normalized.",
"type": "number"
},
"notional_value_usd": {
"description": "The notional value, in USD.",
"type": "number"
},
"maker_pnl_usd": {
"description": "(Only applicable on trade close) The total profit and loss of the trade on the maker's side, in USD.",
"type": "number"
},
"taker_pnl_usd": {
"description": "(Only applicable on trade close) The total profit and loss of the trade on the taker's side, in USD.",
"type": "number"
},
"trade_action": {
"description": "The action of trade being recorded in this entry (ie, OPEN, CLOSE, INCREASE, DECREASE, LIQUIDATED).",
"type": "string"
},
"trade_type": {
"description": "The type of the trade being recorded in this entry (ie, LONG, SHORT).",
"type": "string"
}
}
}
]
}

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