crypto-execution-costs: 2026-09-15

README.md

@@ -1,6 +1,6 @@
 ---
 license: odc-by
-pretty_name: "Ethereum swap quotes, routing and perpetual order-book depth"
+pretty_name: "Ethereum DEX swap quotes, routing, and perpetual order-book depth"
 tags:
   - dex
   - ethereum
@@ -16,87 +16,69 @@ task_categories:
   - time-series-forecasting
 size_categories:
   - 10K<n<100K
-configs:
-- config_name: ethereum_swap_quotes
-  data_files:
-  - split: train
-    path: e10_quote_benchmark/**/*.parquet
-  default: true
-- config_name: ethereum_swap_routes
-  data_files:
-  - split: train
-    path: e16_dex_routes/**/*.parquet
-- config_name: perpetual_order_book_depth
-  data_files:
-  - split: train
-    path: e17_perp_depth/**/*.parquet
-- config_name: collection_runs
-  data_files:
-  - split: train
-    path: e0_run_manifest/**/*.parquet
 ---
 
-# Crypto execution quotes and order-book depth
+# Crypto execution costs
 
-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.
+What it costs to trade, quoted at the moment someone would have traded.
+
+Executed trades are on chain forever. Quotes for trades nobody placed are computed on demand and
+kept by nobody, so they only exist if they were recorded when they were served.
 
 ## Contents
 
-| Table | Record |
+| name | one row is |
 |---|---|
-| `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.
+| `e10_quote_benchmark` | one swap quote at a fixed size, with the provider fee separated out |
+| `e16_dex_routes` | one leg of a route a router chose: venue, pool, amount, and how many venues the trade was split across |
+| `e17_perp_depth` | one order book snapshot: spread, level counts, resting notional within fixed distances of mid |
 
-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.
+## Reading it
 
-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.
+Quotes are what a provider served, which is not what you would necessarily have filled. Provider
+fees are separated from price so that a fee policy is not mistaken for routing quality.
 
-## Limitations
+`e16_dex_routes` maps where routable liquidity sits rather than where volume went, and it
+surfaces venues too small to appear in volume rankings. The split widens sharply with size: one
+observation put the same pair through a single venue at small size and ten venues at large size.
 
-- 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.
+`e17_perp_depth` stores book shape rather than raw ladders, as cumulative resting notional within
+a band of mid. Where a spread is wider than a band, that band is correctly zero, which happens
+often on thinner markets.
 
-## Files and access
+## Before you build on this
 
-Data is stored as Parquet files under `dataset/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.
+- Not every provider answers every request. Refusals and rate-limit skips are written as explicit
+  error rows rather than omitted, so a provider that was unavailable is distinguishable from one
+  that had nothing to offer. Check the `error` column before treating absence as meaning.
+- One provider is queried on a subset of pairs. Its coverage is deliberately narrower than the
+  others and should not be read as a market-wide view.
+- Only some routers expose a leg breakdown. Rows from the others carry the venue name alone,
+  which is why `pool` and `swap_amount_raw` are frequently null.
+- Depth rows are snapshots at the observation interval, not a tick-level book. A move that
+  reverses between observations is invisible.
+- Depth covers a single venue, so it sizes that one book rather than the market. Treat it as
+  one participant's view; a second venue would be a control and there is not one here.
 
-### 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.
+Partitions are parquet, one file per collection window, under `dataset/YYYY/MM/`. Every dataset here carries a FIXED 7-day sample WINDOW starting at its own first day of collection, together spanning 2026-08-25 to 2026-09-03, so you can check schema, coverage and quality before asking for more. It does not advance, so there is nothing to gain by re-downloading it. The full history is held privately, available on request.
 
 ```python
-from datasets import load_dataset
+from huggingface_hub import snapshot_download
+import pandas as pd, glob
 
-data = load_dataset("dataforge-labs/crypto-execution-costs",
-                    "ethereum_swap_quotes", split="train")
-df = data.to_pandas()
+path = snapshot_download("dataforge-labs/crypto-execution-costs", repo_type="dataset",
+                         allow_patterns="e10_quote_benchmark/**")
+df = pd.concat(map(pd.read_parquet,
+                   glob.glob(f"{path}/e10_quote_benchmark/**/*.parquet", recursive=True)))
 ```
 
 ## 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.
+`e0_run_manifest` lists every collection window with its poll counts and failure counts, and is
+published in full rather than windowed. Gaps between windows are real, cannot be filled in
+afterwards, and nothing here is interpolated.
 
 ## 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>File paths and compatibility</summary>
-
-The table names above are Hugging Face dataset configurations. Each configuration reads the original Parquet files, whose paths remain unchanged for existing downloads and scripts. No records are copied, moved or renamed.
-
-| Table name | Storage 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>
+ODC-BY: use it freely, credit "DataForge (dataforge-labs)". Questions and requests for the full
+history via the discussions tab.

e0_run_manifest/2026/09/2026-09-15T0614Z.parquet

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