uniswap_v3_pool_data

johnangwin

v0.1.2/12 downloads/Repository

Package ref

uniswap-v3-pool-data@v0.1.2

Download .spkg

Run package

CLI

Run pool_liquidity from the command line.

substreams run uniswap-v3-pool-data@v0.1.2 pool_liquidity

Authenticate by running substreams auth or directly on thegraph.market (see docs).

README

Uniswap V3 Pool Liquidity Tracker

This substreams package tracks liquidity changes in Uniswap V3 pools in real-time.

Features

Real-time liquidity snapshots
Configurable snapshot intervals
Multi-network support (Ethereum, Arbitrum, Base, Polygon)
USD value calculations

Usage

substreams run pool_liquidity \
  --start-block 18000000 \
  --stop-block 18001000 \
  -p "pool_address=0x88e6A0c2dDD26FeeB64F039a2c41296FcB3f5640&snapshot_interval=3600"

Parameters

pool_address: Uniswap V3 pool contract address
snapshot_interval: Snapshot interval in seconds (e.g., 3600 for hourly)
min_liquidity_usd: Minimum liquidity threshold in USD (optional)

Output

Returns LiquiditySnapshot protobuf messages containing:

Block number and timestamp
Pool address
Total liquidity amounts
Token-specific liquidity
USD volume equivalent

Modules

Execution graph

3 modules

mapMain

pool_liquidity

Output

pool_liquidity.LiquiditySnapshot

Inputs

paramssf.ethereum.type.v2.Block store_liquidity_state

map

pool_swaps

Output

pool_candles.SwapEvent

Inputs

paramssf.ethereum.type.v2.Block

store

store_liquidity_state

Store value

proto:pool_liquidity.LiquidityState

Update policy

set

Inputs

paramssf.ethereum.type.v2.Block

Protobuf

pool_liquidity

LiquiditySnapshotmain

pool_liquidity.LiquiditySnapshot

A snapshot of liquidity distribution at a specific block

uint64block_number = 1

Block number when snapshot was taken

uint64timestamp = 2

Block timestamp

stringpool_address = 3

Pool contract address

stringtotal_liquidity = 4

Total liquidity in the pool (raw amount)

LiquidityBin[]bins = 5

Liquidity distribution across tick ranges

LiquidityBin

pool_liquidity.LiquidityBin

A single liquidity bin representing a tick range

int32bin_index = 1

Relative position from current tick

int32tick_lower = 2

Lower tick boundary

int32tick_upper = 3

Upper tick boundary

stringliquidity = 4

Liquidity amount as string (to handle large numbers)

LiquiditySnapshots

pool_liquidity.LiquiditySnapshots

Collection of liquidity snapshots (for batch processing)

LiquiditySnapshot[]snapshots = 1

LiquidityState

pool_liquidity.LiquidityState

Persistent state for tracking liquidity across blocks

map<int32, string>tick_liquidity = 1

Map from tick to liquidity amount (using string to handle large numbers)

int32current_tick = 2

Current active tick from latest swap

uint64last_snapshot_time = 3

Last snapshot timestamp for interval tracking

uint64snapshot_interval = 4

Configuration

int32bin_size = 5

Ticks per bin

stringpool_address = 6

Pool being tracked

pool_candles

SwapEventmain

pool_candles.SwapEvent

Individual swap event

uint64block_number = 1

Block number of the swap

uint64timestamp = 2

Block timestamp

stringtransaction_hash = 3

Transaction hash

stringpool_address = 4

Pool contract address

stringsender = 5

Address that initiated the swap

stringrecipient = 6

Address that received the output tokens

stringamount0 = 7

Swap amounts (raw token amounts as strings)

stringamount1 = 8

Amount of token1 swapped (negative = out, positive = in)

doubleamount_usd = 9

USD equivalent (calculated off-chain)

stringsqrt_price_x96 = 10

Pool state after swap

stringliquidity = 11

New pool liquidity

int32tick = 12

New current tick

PoolCandle

pool_candles.PoolCandle

OHLC candle data aggregated from Uniswap V3 pool swaps

stringinterval_start = 1

Start timestamp of the candle period (RFC3339)

stringinterval_end = 2

End timestamp of the candle period (RFC3339)

stringpool_address = 3

Pool contract address

stringopen_sqrt_price_x96 = 4

OHLC price data (raw sqrt_price_x96 values as strings)

stringhigh_sqrt_price_x96 = 5

Highest sqrt price as Q64.96 in period

stringlow_sqrt_price_x96 = 6

Lowest sqrt price as Q64.96 in period

stringclose_sqrt_price_x96 = 7

Closing sqrt price as Q64.96 (last swap in period)

stringvolume_token0 = 8

Volume data (raw token amounts as strings)

stringvolume_token1 = 9

Total volume in token1 (sum of absolute amounts)

doublevolume_usd = 10

USD volume equivalent (calculated off-chain)

int32transaction_count = 11

Trade statistics

stringliquidity = 12

Pool state at end of period (raw values)

int32tick = 13

Current tick at close (last swap's tick)

uint64first_block = 14

First and last blocks of the period

uint64last_block = 15

Block number of last swap in period

PoolCandles

pool_candles.PoolCandles

Collection of candles (for batch processing)

PoolCandle[]candles = 1

stringinterval_duration = 2

Duration of each candle (e.g., "1m", "5m", "1h")