Overview
- Dataset ID:
0401 - Table:
blockdb0401_token_to_token_prices_l1_v1 - Description: Level-1 executable size and average price at ±100 bps from mid (per direction).
This dataset provides liquiidty depth on the surface of the book. If you need even more granularity, you can check Token-to-Token Prices L2 or Token-to-Token Prices L3.
Columns
| Column | Type | Description |
|---|---|---|
id | BIGINT | Surrogate identity for the L1 quote record (auto-incremented). |
pool_uid | BIGINT | Foreign key to blockdb0203_liquidity_pools_v1.uid, identifying the AMM pool that produced the quote. |
block_number | BIGINT | Canonical block height where the quote snapshot was observed. |
block_time | TIMESTAMPTZ | UTC timestamp of the originating block for easy temporal joins. |
tx_index | INTEGER | Zero-based transaction index inside the block; pairs with log_index to pinpoint provenance. |
log_index | INTEGER | Log index emitted by the pool event, ensuring uniqueness with tx_index and pool_uid. |
token_in | BYTEA | 20-byte address of the input token (direction of trade); decimals are normalized in price/size fields. |
token_out | BYTEA | 20-byte address of the output token for this direction of liquidity consumption. |
current_price | NUMERIC(78,18) | Mid price at snapshot (token_out per 1 token_in), decimals-adjusted. |
offset_bps | SMALLINT | Absolute distance from mid expressed in basis points (default 100 for ±1%). |
size_in | NUMERIC(78,18) | Amount of token_in (gross, pre-fee) required to push price to the offset boundary. |
size_out | NUMERIC(78,18) | Amount of token_out received when executing size_in at the offset boundary (pre-fee). |
target_price | NUMERIC(78,18) | Resulting mid price after consuming size_in liquidity to the offset (fees excluded). |
_tracing_id | BYTEA | Deterministic BlockDB lineage identifier for the quote record. |
_genesis_tracing_ids | BYTEA[] | Tracing IDs for the raw artifacts (pool, block, event) that seeded this record. |
_parent_tracing_ids | BYTEA[] | Lineage references to derived upstream records used in computation (e.g., pool state snapshots). |
_created_at | TIMESTAMPTZ | Timestamp when BlockDB materialized the quote. |
_updated_at | TIMESTAMPTZ | Last time the record was modified (usually on replay/backfill). |
Use Cases
- Micro-depth & slippage at +/-1% for execution sizing and risk.
- Routing heuristics and price-impact screens across pools/chains.
- Strategy backtests with stable, comparable L1 signals.
- Monitoring liquidity degradation around events.