Daily exports
CSV/Parquet format, runs at 00:10 UTC.
HLPe Fee Summary
File: daily/hlpe_fee_summary/daily_hlpe_fee_summary.csv
Daily fee summary per market (single file, overwritten daily).
date
string
Date (YYYY-MM-DD)
market
string
Market/coin
num_trades
u64
Number of trades
notional_volume
string
Notional volume
total_taker_fees
string
Total taker fees paid
total_affiliate_share
string
Affiliate share (90% of taker fees)
net_fees_after_affiliates
string
Net fees (10% of taker fees)
Fills Summary Per User
File: daily/fills_summary_per_user/user_fills_maker_taker_summary.csv
Rolling window aggregates per user (single file, overwritten daily). Windows: 90d, 30d, 7d, 1d.
user
string
User address
volume_{window}
f64
Total volume
maker_volume_{window}
f64
Maker volume
taker_volume_{window}
f64
Taker volume
fees_{window}
f64
Total fees
maker_fees_{window}
f64
Maker fees
taker_fees_{window}
f64
Taker fees
count_{window}
u64
Fill count
Replace {window} with: 90d, 30d, 7d, 1d
Snapshots
Snapshot filenames use {ts} = millisecond timestamp of the snapshot block.
Position Snapshots
File: daily/snapshots/positions/date={YYYY-MM-DD}/{ts}_perp_positions.parquet
Daily position snapshot per user per market.
user
string
User address
market
string
Market/coin
size
f64
Position size
notional
f64
Notional value
entry_price
f64
Entry price
liquidation_price
f64?
Liquidation price
leverage_type
string
cross / isolated
leverage
u32
Leverage multiplier
funding_pnl
f64
Funding PnL
account_value
f64
Account value
Account Snapshots
File: daily/snapshots/accounts/date={YYYY-MM-DD}/{ts}_account_values.parquet
Daily account-level snapshot.
user
string
User address
account_value
f64
Total account value
total_long_notional
f64
Long exposure
total_short_notional
f64
Short exposure
Orderbook Snapshots
File: daily/snapshots/orderbooks/date={YYYY-MM-DD}/{ts}_orderbook.parquet
Daily L4 orderbook state snapshot (one row per resting order).
height
u64
Block height
market
string
Market/coin
side
string
bid / ask
user
string
User address
price
f64
Limit price
size
f64
Order size
oid
u64
Order ID
Spot Holders Snapshots
File: daily/snapshots/spot_holders/date={YYYY-MM-DD}/{ts}_spot_positions.parquet
Daily USDE spot balance snapshot.
user
string
User address
balance
f64
USDE balance
Last updated