DEX metrics

This article describes mandatory metrics for crypto DEX spot symbols and the rules on how to send them to Kafka topic. Topic will be created on the TradingView side. All questions about Kafka access organization will be discussed during the integration process.

Message flow

We expect messages for spot symbols that are provided in /symbol_info.

When new symbol is listed and available in /symbol_info response, we expect to start receiving messages for it.

If symbol is no longer present in /symbol_info response, we expect a message with corresponding key and null value. No messages for delisted symbols are expected afterwards.

Messages have to be formed according to the following rules:

when transaction occurs messages with updated metrics for all resolutions have to be sent
after the transaction in time intervals corresponding to the resolution (i.e. 1 hour after the transaction for 1h metrics) follow-up messages have to be sent with adjusted metrics
when there is no transaction for more than 24 hours then periodic messages have to be sent in 24 hours intervals from the time of the last transaction with all transactional metrics set to zero and updated quasi-static metrics

Delay up to 30 seconds is acceptable for purposes of sending several messages in a batch.

Data

Format of the message is as follows:

key:   symbol_info.ticker
value: metrics as JSON

Expected metrics are specified in the following tables.

Metrics with resolutions

Metric	Type	Description
`buy_volume_<res>`	Number	Byes volume in USD during period
`buyers_<res>`	Number	Number of unique byers during period
`buys_<res>`	Number	Number of buy transactions during the period
`sell_volume_<res>`	Number	Sells volume USD during period
`sellers_<res>`	Number	Number of unique sellers during period
`sells_<res>`	Number	Number of sell transaction during the period
`trades_volume_<res>`	Number	Transaction volume USD during period
`txs_count_<res>`	Number	Number of transaction during the period
`txs_count_uniq_<res>`	Number	Number of unique addresses (makers), which acted in transaction during the period

where <res> corresponds to the following expected resolutions:

15m
1h
4h
12h
24h

Quasi-static metrics

On pair (pool)

Metric	Type	Description
`created_time`	Number	Unix timestamp of pool creation
`total_liquidity`	Number	Total liquidity of pool in USD

On token

These metrics are provided for each token in a pool with prefixes token0 and token1.

Metric	Type	Description
`token0_liquidity` `token1_liquidity`	Number	Current liquidity in USD for each token in pool
`token0_supply` `token1_supply`	Number	Current supply for each token in pool

The following assumptions are made on all of the received messages:

trades_volume_<res> = buy_volume_<res> + sell_volume_<res>
txs_count_<res> = buys_<res> + sells_<res>
txs_count_uniq_<res> <= buyers_<res> + sellers_<res>
total_liquidity = token0_liquidity + token1_liquidity
transaction value for greater resolutions can't be more than value of a lesser resolution

Example

Key: bsc:0x47a90A2d92A8367A91EfA1906bFc8c1E05bf10c4-USD
Value:

{
  "buy_volume_5m": 3876,
  "buy_volume_1h": 3876,
  "buy_volume_4h": 12766,
  "buy_volume_12h": 23291,
  "buy_volume_24h": 41221,
  "buyers_5m": 1,
  "buyers_1h": 1,
  "buyers_4h": 2,
  "buyers_12h": 4,
  "buyers_24h": 8,
  "buys_5m": 1,
  "buys_1h": 1,
  "buys_4h": 2,
  "buys_12h": 4,
  "buys_24h": 8,
  "sell_volume_5m": 0,
  "sell_volume_1h": 2344,
  "sell_volume_4h": 2344,
  "sell_volume_12h": 2344,
  "sell_volume_24h": 2344,
  "sellers_5m": 0,
  "sellers_1h": 1,
  "sellers_4h": 1,
  "sellers_12h": 1,
  "sellers_24h": 1,
  "sells_5m": 0,
  "sells_1h": 1,
  "sells_4h": 1,
  "sells_12h": 1,
  "sells_24h": 1,
  "trades_volume_5m": 3876,
  "trades_volume_1h": 6220,
  "trades_volume_4h": 15110,
  "trades_volume_12h": 25635,
  "trades_volume_24h": 43565,
  "txs_count_5m": 1,
  "txs_count_1h": 2,
  "txs_count_4h": 3,
  "txs_count_12h": 5,
  "txs_count_24h": 9,
  "txs_count_uniq_5m": 1,
  "txs_count_uniq_1h": 2,
  "txs_count_uniq_4h": 3,
  "txs_count_uniq_12h": 5,
  "txs_count_uniq_24h": 9,
  "created_time": 1702313167,
  "total_liquidity": 4756583.9,
  "token0_liquidity": 2378291.95,
  "token0_supply": 1990010200000,
  "token1_liquidity": 2378291.95,
  "token1_supply": 1990010200000
}

Message flow​

Data​

Metrics with resolutions​

Quasi-static metrics​

On pair (pool)​

On token​

Example​