Crypto Market Data Library

Institutional-grade datasets stored as Hive-partitioned Apache Parquet files. Free download via R2 or stream through the API.

15

Datasets

2

Ingest Nodes

Parquet

Format

Daily

Update Frequency

Event Streams

Append-only transaction-level data. Every trade, swap, bridge transfer, and staking event captured as it happens.

📊 HLP Perpetual Trades

Tick-level trade executions from HyperLiquid perpetual futures

events · Per-tick (50–500 ticks/sec during volatility) · hyperliquid

🔄 DEX Swaps

On-chain DEX swap events from Uniswap, Aerodrome, Jupiter, and more

events · Per-transaction (block by block) · base · arbitrum · solana

💧 LP Mint/Burn Events

Concentrated liquidity LP events from Uniswap V3 and Aerodrome

events · Per-transaction (every LP event) · base · arbitrum · ethereum

🌉 Bridge Transfer Events

Cross-chain bridge transfers from Across Protocol and Wormhole

events · Per-transaction (every bridge event) · across · wormhole

🥩 Liquid Staking Events

Lido stETH deposits, withdrawals, and claims

events · Per-transaction (every staking event) · lido

⚡ Flashbots Builder Bids

Per-block Flashbots relay builder bids on Ethereum

events · Per-block (every Ethereum block) · ethereum

🎯 Intent-Based Order Flow

UniswapX and CowSwap intent-based orders with solver competition

events · Per-order (every intent submission) · cowswap · uniswapx

💵 Stablecoin On-Chain Flows

Cross-chain USDC, USDT, and DAI mint/burn/transfer events

events · Per-transaction

State Snapshots

Point-in-time snapshots of market state. Orderbook depth, funding rates, gamma exposure, and network metrics.

📖 L2 Order Book Snapshots

20-level L2 orderbook snapshots from HyperLiquid at ~100ms resolution

states · Snapshots every ~100ms · hyperliquid

💰 Perpetual Funding Rates

Funding rates, mark prices, and open interest from HyperLiquid perps

states · ~5 second updates per coin · hyperliquid/BTC · hyperliquid/ETH · hyperliquid/SOL · hyperliquid/HYPE

📐 Gamma Exposure (GEX) Profile

Options-derived gamma exposure from Deribit for BTC and ETH

states · ~30 second snapshots · btc · eth

⚖️ Cross-Venue Orderbook Imbalance

Aggregated buy/sell pressure imbalance across venues for BTC, ETH, SOL

states · Continuous (~1–5 second updates) · btc · eth · sol

🚦 Network Congestion

Per-block gas and fee metrics for Ethereum and Solana

states · Per-block (~12s Ethereum, ~30s Solana) · ethereum · solana

🌐 Macro Sentiment Indicators

Pyth oracle prices and Polymarket prediction market odds

states · ~1 second (Pyth), per-trade (Polymarket) · pyth · polymarket

🏦 DeFi Lending Yields

Minute-by-minute Aave V3 lending and borrowing rates

states · ~1 minute updates · aave_v3

Quick Start

# Read any dataset with DuckDB (no download needed)
import duckdb

df = duckdb.sql("""
    SELECT * FROM read_parquet(
        's3://algotick-data-lake/events/trades/exchange=hyperliquid/year=2026/month=03/day=14/node=eu-central/data.parquet'
    ) LIMIT 100
""").df()
print(df)

Architecture

Dual-Citadel Ingest: Data is independently collected by two geographically separated nodes (Frankfurt, EU and Canada, NA). This enables cross-validation and geographic arbitrage analysis.

Hive Partitioning: Every file follows the pattern {category}/{dataset}/{partition}/year=YYYY/month=MM/day=DD/node={region}/data.parquet for efficient date-range and region-specific queries.

Dual Timestamps: Every row has time_chain (on-chain/exchange event time) and time_local (ingestion time) for microsecond-accuracy latency analysis.

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