Overview
- Dataset ID:
0502 - Table:
blockdb0502_token_to_token_lwap_v1 - Description: Liquidity-Weighted Average Price (1m..1d) per token pair direction, computed from depth within ±liquidity_radius_bps around mid, with lineage to first/last on-chain events in the bucket.
This dataset provides liquidity-weighted average price (LWAP) over time. If you need price derived from volume, you can check Token-to-Token VWAP.
Columns
| Column | Type | Description |
|---|---|---|
id | BIGINT | Surrogate primary key for the table, used for joins and change tracking. |
pool_uid | BIGINT | Foreign key referencing blockdb0203_liquidity_pools_v1.uid for the pool in question. |
first_block_number | BIGINT | Block height marking the start of the aggregation window. |
first_block_time | BIGINT | UTC timestamp of the first block included in the window. |
first_tx_index | INTEGER | Transaction index of the first contributing event in the window. |
first_log_index | INTEGER | Log index of the first contributing event in the window. |
last_block_number | BIGINT | Block height marking the end of the aggregation window. |
last_block_time | BIGINT | UTC timestamp of the last block included in the window. |
last_tx_index | INTEGER | Transaction index of the final contributing event in the window. |
last_log_index | INTEGER | Log index of the final contributing event in the window. |
bucket_start | TIMESTAMPTZ | Inclusive UTC start timestamp for the aggregation bucket. |
bucket_seconds | INTEGER | Duration of the aggregation bucket expressed in seconds. |
token_in | BYTEA | Address of the token treated as the input leg for this measurement. |
token_out | BYTEA | Address of the token treated as the output leg for this measurement. |
liquidity_radius_bps | INTEGER | Depth radius in basis points (symmetric around mid). Defaults to 1000 bps (±10%). Recommended presets: 100 bps (±1%), 1000 bps (±10%). |
price_lwap | NUMERIC(78,18) | Liquidity-weighted average price (token_out per 1 token_in), decimals-adjusted. |
liquidity_token_in | NUMERIC(78,18) | Total decimals-adjusted liquidity of token_in within ±liquidity_radius_bps used for weighting. |
liquidity_token_out | NUMERIC(78,18) | Total decimals-adjusted liquidity of token_out within ±liquidity_radius_bps used for weighting. |
pool_count | INTEGER | Number of pools contributing quotes/flow to the aggregated measurement. |
_tracing_id | BYTEA | BlockDB lineage identifier that links this record to lineage APIs. |
_genesis_tracing_ids | BYTEA[] | Tracing identifiers for the raw artifacts (blocks, logs, proofs) that seeded this record. |
_parent_tracing_ids | BYTEA[] | Tracing identifiers for upstream derived records referenced during computation. |
_created_at | TIMESTAMPTZ | Record creation timestamp. |
_updated_at | TIMESTAMPTZ | Record last update timestamp. |
Use Cases
- Liquidity-based fair-value pricing and index construction
- Market health and depth parity analytics across chains
- AI/quant feature engineering (liquidity volatility, depth decay)
- Stable benchmark for cross-DEX price comparisons