yearn-data

Last updated on 01/26/2022.

All data is crawled from the Ethereum Mainnet.

lp-strategies

Customized toy dataset from Sushiswap data for the performance evaluation of various statistical models. Please see the separate README file for more information.

sushiswap

On-chain data for the pairs listed in Sushiswap. Data was crawled from one of the subgraphs on The Graph, following the awesome work from reednaaxeelaa(https://amm.vav.me).

File names within the directory follow the pattern of [token0]&[token1].csv.

Column Name	Data Type	Description
datetime	datetime (UTC)	Datetime when the block was created
liquidityProviderCount	int
reserve0	float
reserve1	float
reserveETH	float
reserveUSD	float
token0Price	float
token1Price	float
totalSupply	float
trackedReserveETH	float
txCount	int
volumeToken0	float
volumeToken1	float
volumeUSD	float

uniswapv2

On-chain data for the pairs listed in Uniswap V2. Data was crawled from the hosted service on The Graph.

File names within the directory follow the pattern of [token0]&[token1].csv.

Column Name	Data Type	Description
datetime	datetime (UTC)	Datetime when the block was created
liquidityProviderCount	int
reserve0	float
reserve1	float
reserveETH	float
reserveUSD	float
token0Price	float
token1Price	float
totalSupply	float
trackedReserveETH	float
txCount	int
volumeToken0	float
volumeToken1	float
volumeUSD	float

yearn_strats_daily

On-chain data for the strategies deployed/revoked in the V2 Vaults at Yearn. Data was crawled using a local version of the wonderful yearn-exporter.

Column Name	Data Type	Description
timestamp	datetime (UTC)	Datetime when the block was created
vault	string
strategy	string
activation	timestamp | int
lastReport	timestamp | int
totalDebt	float
totalLoss	float
totalGain	float
estimatedTotalAssets	float