README.md

---
license: odc-by
pretty_name: "Ethereum swap quotes, routing and perpetual order-book depth"
tags:
  - dex
  - ethereum
  - defi
  - execution-cost
  - slippage
  - routing
  - perpetual-futures
  - order-book
  - trading
  - time-series
task_categories:
  - time-series-forecasting
size_categories:
  - 10K<n<100K
configs:
- config_name: ethereum_swap_quotes
  data_files:
  - split: train
    path: ethereum_swap_quotes/**/*.parquet
  default: true
- config_name: ethereum_swap_routes
  data_files:
  - split: train
    path: ethereum_swap_routes/**/*.parquet
- config_name: perpetual_order_book_depth
  data_files:
  - split: train
    path: perpetual_order_book_depth/**/*.parquet
- config_name: collection_runs
  data_files:
  - split: train
    path: collection_runs/**/*.parquet
---

# Crypto execution quotes and order-book depth

Ethereum swap quotes, route details and selected perpetual-futures order-book snapshots. The tables support comparisons of quoted output, provider fees, routing choices and available depth at the time of collection.

## Contents

| Table | Record |
|---|---|
| `ethereum_swap_quotes` | A swap quote at a specified size, with available provider-fee details |
| `ethereum_swap_routes` | A route leg, with venue, pool and amount where supplied |
| `perpetual_order_book_depth` | An order-book snapshot summarising spread and resting notional within bands around the midpoint |

## Using the data

Compare quotes for the same pair, direction and size at comparable observation times. Inspect the provider-fee fields before attributing differences in output to routing quality.

Route detail varies by provider. Some responses identify individual pools and amounts; others supply only venue names. Null `pool` and `swap_amount_raw` fields may therefore indicate unavailable detail rather than a failed quote.

Depth fields summarise cumulative resting notional within a specified distance of the midpoint. A narrow band can contain zero depth when the bid-ask spread is wider than that band.

## Limitations

- Quotes and resting orders are observations, not completed trades. Execution costs also depend on latency, slippage, network fees and available size.
- Provider coverage differs across pairs. Check `error` for failed requests and rate-limit skips before calculating comparisons.
- The depth panel covers a single venue and periodic snapshots, not a consolidated or tick-level order book.
- A price difference between quotes does not establish profitable arbitrage. That requires executable prices for the complete trading cycle and all associated costs.

## Files and access

Data is stored as Parquet files under `table_name/YYYY/MM/`, with partitions for collection windows. Each measurement table has a fixed 7-day sample beginning at its configured collection start date. The sample windows in this repository span 2026-08-25 to 2026-09-03. Availability within each window depends on successful collection. The public sample dates remain fixed as additional history accumulates privately. Contact DataForge through the discussions tab to enquire about additional history.

### Load a table

Install `datasets` and `pandas` to run this example. The `train` split contains all observations in the selected table; it is not a predefined modelling split.

```python
from datasets import load_dataset

data = load_dataset("dataforge-labs/crypto-execution-costs",
                    "ethereum_swap_quotes", split="train")
df = data.to_pandas()
```

## Coverage

`collection_runs` records collection windows, poll counts and failures. It is published in full and may cover dates beyond the fixed data sample. Collection gaps are not interpolated. Use this table together with measurement timestamps and error fields to assess coverage.

## License and contact

The public sample is published under ODC-BY. Attribute it to "DataForge (dataforge-labs)". For questions about the data or access to additional history, open a discussion in this repository.

<details>
<summary>Earlier file paths</summary>

Each table is stored under a directory with the same descriptive name. The file contents and date partitions are unchanged. Scripts using an earlier directory name should use the corresponding table name below, or pin downloads to revision `before-folder-rename-20260915` to access the original layout. Internal collector IDs are retained in the private archive and may appear in raw coverage records.

| Current table and directory | Earlier directory |
|---|---|
| `ethereum_swap_quotes` | `e10_quote_benchmark/` |
| `ethereum_swap_routes` | `e16_dex_routes/` |
| `perpetual_order_book_depth` | `e17_perp_depth/` |
| `collection_runs` | `e0_run_manifest/` |

</details>