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Update Derivatives Schema #35

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35 changes: 27 additions & 8 deletions schemas/derivatives/SCHEMA.md
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Expand Up @@ -4,7 +4,7 @@ OpenBlock Labs standard schema for derivatives protocols (options and perps).

## Version: 1.0.0-alpha

### Pools
### Pools/Markets

Pools in the protocol (one entry for each token).

Expand All @@ -18,10 +18,12 @@ Pools in the protocol (one entry for each token).
| token_index | The index of the token in the smart contract (one row for each token in a pool). | number |
| token_address | The contract address of the token. | string |
| token_symbol | The symbol of the token. | string |
| protocol_type | Type of derivatives protocol (Option, Perpetual). | string |
| option_type | (Only for Options) The type of options traded on the protocol (ie, AMERICAN, EUROPEAN). | string |

### LP Snapshot
### LP/Market Maker Snapshot

Liquidity providers snapshot (one entry for each token in a pool).
Liquidity providers (for AMMs) or Market Makers (for order book protocols) snapshots (one entry for each token in a pool/market).

| Property | Description | Type |
|-------------------------|-----------------------------------------------------------|--------|
Expand All @@ -42,8 +44,18 @@ Liquidity providers snapshot (one entry for each token in a pool).
| total_fees_usd | (Optional) All fees generated by the LP in the given snapshot in USD. | number |
| user_fees_usd | (Optional) The portion of fees accrued to users of the protocol, in USD. | number |
| protocol_fees_usd | (Optional) The portion of fees accrued to the protocol, in USD. | number |

### Pool Snapshot
| role | Role of the participant (LP, MM). | string |
| bid_order_opened_amount | (Only for MMs, both Perps & Options) The amount in tokens of an active order opened by the Market Maker, bid side. | number |
| ask_order_opened_amount | (Only for MMs, both Perps & Options) The amount in tokens of an active order opened by the Market Maker, ask side. | number |
| bid_order_opened_usd | (Only for MMs, both Perps & Options) The amount in USD of an active order opened by the Market Maker, bid side. | number |
| ask_order_opened_usd | (Only for MMs, both Perps & Options) The amount in USD of an active order opened by the Market Maker, ask side. | number |
| bid_order_filled_amount | (Only for MMs, both Perps & Options) The amount in tokens of a successfully executed order by the Market Maker, bid side. | number |
| ask_order_filled_amount | (Only for MMs, both Perps & Options) The amount in tokens of a successfully executed order by the Market Maker, ask side. | number |
| bid_order_filled_usd | (Only for MMs, both Perps & Options) The amount in USD of a successfully executed order by the Market Maker, bid side. | number |
| bid_order_filled_usd | (Only for MMs, both Perps & Options) The amount in USD of a successfully executed order by the Market Maker, ask side. | number |
| average_mid_price | (Only for MMs, both Perps & Options) The daily rolling average mid-price per MM and market. | number |

### Pool/Market Snapshot

Snapshot of the pool's metrics.

Expand All @@ -55,11 +67,13 @@ Snapshot of the pool's metrics.
| pool_address | The smart contract address of the pool. | string |
| token_index | The index of the token in the smart contract (one row for each token in a pool). | number |
| funding_rate | The funding rate in this pool at the time of the snapshot, as a percentage. | number |
| fee_rate | he pool's fee rate, as a percentage. | number |
| fee_rate | The pool's fee rate, as a percentage. | number |
| total_value_locked_usd | The total value locked in USD. | number |
| volume_usd | The volume of positions opened and closed in the given snapshot in USD. | number |
| open_interest_longs_usd | The sum of open interest of longs held within this pool in USD. | number |
| open_interest_shorts_usd | The sum of open interest in shorts held within this pool in USD. | number |
| premium_collected_usd | (Only for Options) Total premiums collected in USD by LPs or MMs from writing options contracts. | number |
| liquidity_usd | The liquidity available in the pool/market at snapshot, denominated in USD | number |

### Trades

Expand All @@ -82,8 +96,13 @@ Trade data, 1 entry for each close, open, or update of a trade.
| notional_value_usd | The notional value, in USD. | number |
| maker_pnl_usd | (Only applicable on trade close) The total profit and loss of the trade on the maker's side, in USD. | number |
| taker_pnl_usd | (Only applicable on trade close) The total profit and loss of the trade on the taker's side, in USD. | number |
| trade_action | The action of trade being recorded in this entry (ie, OPEN, CLOSE, INCREASE, DECREASE, LIQUIDATED). | string |
| trade_type | The type of the trade being recorded in this entry (ie, LONG, SHORT). | string |
| trade_action_perps | (Only for Perps) The action of trade being recorded in this entry (ie, OPEN, CLOSE, INCREASE, DECREASE, LIQUIDATED). | string |
| trade_action_options | (Only for Options) The action of trade being recorded in this entry (ie, PUT, CALL, INCREASE, DECREASE, EXERCISED, NOT EXERCISED). | string |
| trade_type | The type of the trade being recorded in this entry (ie, LONG, SHORT or PUT, CALL). | string |
| strike_price | (Only for Options) The strike price of the option in USD. | number |
| expiration_timestamp | (Only for Options) The expiration time of the option (UTC). | number |
| premium_usd | (Only for Options) The premium paid by the bidder (daily). | number |
| leverage | The leverage used in the trade. | number |

### Incentive Claim Data

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