Liquidity Pool Yields & APY | Ethereum EVM Blockchain Data

Overview

Dataset ID: 0411
Table: blockdb_evm.b0411_liquidity_pools_yields_v1
Description: Rolling yield/ROI predictions per pool over fixed horizons (1D, 3D, 7D, 14D, 30D, 90D, 365D), based on historical swap fees (blockdb_evm.b0303_liquidity_pools_swap_fees_v1) and current reserves (latest blockdb_evm.b0301_liquidity_pools_reserves_v1 snapshot).
Primary key: (pool_uid, target_period_days, block_number, tx_index, log_index)
API: POST /evm/yields
CSV Sample: Download
JSON Sample: Download

Sample Viewer

This dataset emits aligned arrays (one element per pool token). Use tokens[] to line up current_reserves[], volumes, fees, and ROI predictions.

Core concepts

Target horizon vs observed history
- target_period_days: horizon you requested (1, 3, 7, 14, 30, 90, 365)
- observed_period_days: how many days of history were available/used
Extrapolation
- When observed_period_days < target_period_days, the dataset marks the row as extrapolated and scales observed values by:
  - (extrapolation_factor = target_period_days / observed_period_days)
ROI
- For each token index i:
  - (roi_predicted[i] = user_fees_predicted[i] / current_reserves[i])

Columns

Column	Type	Description
`pool_uid`	`BYTEA`	Pool identifier (internal).
`exchange_id`	`INTEGER`	Exchange/DEX identifier.
`type_id`	`INTEGER`	Pool type identifier (FK to liquidity_pool_types).
`block_number`	`BIGINT`	Block height of the as-of snapshot anchor.
`block_time`	`TIMESTAMPTZ`	UTC timestamp of the as-of snapshot anchor.
`tx_index`	`INTEGER`	Transaction index within the block.
`log_index`	`INTEGER`	Log index within the transaction.
`target_period_days`	`SMALLINT`	Target horizon in days. Allowed: `1, 3, 7, 14, 30, 90, 365`.
`observed_period_days`	`SMALLINT`	History actually used (must be `> 0` and `<= target_period_days`).
`is_full_period`	`BOOLEAN`	`true` when `observed_period_days == target_period_days`.
`is_extrapolated`	`BOOLEAN`	`true` when the row is scaled from shorter history.
`extrapolation_factor`	`NUMERIC(9,6)`	Scaling factor applied when extrapolating (must be `> 1` when extrapolated; `1` when full period).	e.g. 365.0 for 365D predicted from 1D; max = target_period_days / 1 = 365
`window_start_time`	`TIMESTAMPTZ`	Start time of the observed window.
`window_end_time`	`TIMESTAMPTZ`	End time of the observed window.
`tokens`	`BYTEA[]`	Pool token addresses (aligned arrays index by this order).
`current_reserves`	`NUMERIC(78,18)[]`	Current reserves per token (decimals-adjusted).
`volume_observed`	`NUMERIC(78,18)[]`	Observed traded volume per token in the window.
`volume_predicted`	`NUMERIC(78,18)[]`	Predicted traded volume per token for the target horizon.
`user_fees_observed`	`NUMERIC(78,18)[]`	Observed user/LP fees per token in the window.
`user_fees_predicted`	`NUMERIC(78,18)[]`	Predicted user/LP fees per token for the target horizon.
`roi_predicted`	`NUMERIC(12,9)[]`	Predicted ROI fraction per token for the target horizon.
`_tracing_id`	`BYTEA`	Deterministic BlockDB lineage identifier for the yield record.
`_parent_tracing_ids`	`BYTEA[]`	Tracing IDs for upstream derived records referenced during computation.
`_created_at`	`TIMESTAMPTZ`	Record creation timestamp.
`_updated_at`	`TIMESTAMPTZ`	Record update timestamp.

Use Cases

Pool-level yield and ROI forecasting across standardized horizons
Ranking pools by predicted fee yield (token-wise and pool-wise)
Inputs for portfolio allocation and liquidity mining analytics
Validating fee models by comparing predicted vs realized forward windows

Swap fees

Per-swap fees that feed yield models.

Liquidity Pools Reserves

Reserve snapshots used to calculate TVL exposure.

​Overview

​Sample Viewer

​Core concepts

​Columns

​Use Cases

​Related Datasets

Swap fees

Liquidity Pools Reserves

Overview

Sample Viewer

Core concepts

Columns

Use Cases

Related Datasets