Edge Market Snapshots

Rate limits

Dynamic based on interval.count.

IP weight = (interval.count.min(500) / 20) + (interval.count.clamp(2, 20) * 2)
Scales mainly with interval count.
- Example: interval.count=500 → weight=65, interval.count=100 → weight=45.
Minimum weight per request is 4.

{% hint style="info" %} See more details in API Rate limits {% endhint %}

Request

{% tabs %} {% tab title="Market snapshots" %} Query market snapshots ordered by timestamp desc.

POST [ARCHIVE_ENDPOINT]

Body

{
    "edge_market_snapshots": {
        "interval": {
          "count": 2,
          "granularity": 3600,
          "max_time": 1691083697,
        },
        "product_ids": [1, 2]
    }
}

{% endtab %} {% endtabs %}

Request Parameters

Parameter	Type	Required	Description
interval	object	Yes	Object to specify desired time period for data
interval.count	number	Yes	Number of snapshots to return, limit 100. Also limited to `interval.count * # product_ids < 2000`
interval.granularity	number	Yes	Granularity value in seconds
interval.max_time	number / string	No	When providing `max_time` (unix epoch in seconds), only return snapshots with timestamp <= `max_time`. If no value is entered, `max_time` defaults to the current time.
product_ids	number[]	No	list of product ids to fetch snapshots for, defaults to all products

Response

{% hint style="info" %} Note:

Returns a mapping of chain_id -> snapshots {% endhint %}

{
  "snapshots": {
    "42161": [
      {
        "timestamp": 1689965194,
        "cumulative_users": 2774,
        "daily_active_users": 251,
        "cumulative_trades": {
          "1": 54287,
          "2": 172435
        },
        "cumulative_volumes": {
          "1": "259549132367035103631071564",
          "2": "1134008547778337985156988339"
        },
        "cumulative_trade_sizes": {
          "1": "9209508999999999995173",
          "2": "40246259000000000000000"
        },
        "cumulative_taker_fees": {
          "1": "88916428908427788322799",
          "2": "259205794197801680292645"
        },
        "cumulative_sequencer_fees": {
          "1": "11038200000000000000000",
          "2": "32353000000000000000000"
        },
        "cumulative_maker_fees": {
          "1": "-12421730086012739050725",
          "2": "-36124007075181485948604"
        },
        "cumulative_liquidation_amounts": {
          "1": "848311398835000694508",
          "2": "1013231566414935056343898"
        },
        "open_interests": {
          "2": "2907581091676822842104781"
        },
        "total_deposits": {
          "1": "37722308770940799414"
        },
        "total_borrows": {
          "1": "1441397740941092000"
        },
        "funding_rates": {
          "2": "3611102723387"
        },
        "deposit_rates": {
          "1": "1001376785714"
        },
        "borrow_rates": {
          "1": "32059880416879"
        },
        "cumulative_inflows": {
          "1": "238791614019999999853",
          "2": "0"
        },
        "cumulative_outflows": {
          "1": "-202514202990000000306",
          "2": "0"
        },
        "tvl": "7560079507311601381352742"
      }
    ],
    "5000": [
      {
        "timestamp": 1689965194,
        "cumulative_users": 2774,
        "daily_active_users": 251,
        "cumulative_trades": {
          "1": 54287,
          "2": 172435
        },
        "cumulative_volumes": {
          "1": "259549132367035103631071564",
          "2": "1134008547778337985156988339"
        },
        "cumulative_trade_sizes": {
          "1": "9209508999999999995173",
          "2": "40246259000000000000000"
        },
        "cumulative_taker_fees": {
          "1": "88916428908427788322799",
          "2": "259205794197801680292645"
        },
        "cumulative_sequencer_fees": {
          "1": "11038200000000000000000",
          "2": "32353000000000000000000"
        },
        "cumulative_maker_fees": {
          "1": "-12421730086012739050725",
          "2": "-36124007075181485948604"
        },
        "cumulative_liquidation_amounts": {
          "1": "848311398835000694508",
          "2": "1013231566414935056343898"
        },
        "open_interests": {
          "2": "2907581091676822842104781"
        },
        "total_deposits": {
          "1": "37722308770940799414"
        },
        "total_borrows": {
          "1": "1441397740941092000"
        },
        "funding_rates": {
          "2": "3611102723387"
        },
        "deposit_rates": {
          "1": "1001376785714"
        },
        "borrow_rates": {
          "1": "32059880416879"
        },
        "cumulative_inflows": {
          "1": "238791614019999999853",
          "2": "0"
        },
        "cumulative_outflows": {
          "1": "-202514202990000000306",
          "2": "0"
        },
        "tvl": "7560079507311601381352742"
      }
    ]
  }
}

Response Fields

Snapshots

{% hint style="info" %} Note: For product specific fields (i.e. cumulative_volume, open_interests), the value is an object which maps product_ids to their corresponding values. {% endhint %}

Field name	Description
timestamp	Timestamp of the snapshot. This may not be perfectly rounded to the granularity since it uses the nearest transaction timestamp less than or equal to `max_time`
cumulative_users	The cumulative number of subaccounts on Nado. It is updated daily at 9AM ET for historical counts. For current day counts, it is updated every hour.
daily_active_users	Daily active users count, updated daily at 9AM ET for historical counts. For current day counts, it is updated every hour.
cumulative_trades	A map of product_id -> the cumulative number of trades for the given product_id.
cumulative_volumes	A map of product_id -> cumulative volumes in USDT0 units.
cumulative_trade_sizes	A map of product_id -> cumulative trade sizes in base token
cumulative_taker_fees	A map of product_id -> cumulative taker fees. Taker fees include sequencer fees.
cumulative_sequencer_fees	A map of product_id -> cumulative sequencer fees.
cumulative_maker_fees	A map of product_id -> cumulative maker rebates.
cumulative_liquidation_amounts	A map of product_id -> cumulative liquidation amounts in USDT0 units.
open_interests	A map of product_id -> open interests in USDT0 units.
total_deposits	A map of product_id -> total deposits held by Nado for a given product at the given time in the base token units.
total_borrows	A map of product_id -> total borrows lent by Nado for a given product at the given time in the base token units.
funding_rates	A map of product_id -> hourly historical funding rates, value returned as decimal rates (% = rate * 100), derived from funding payment amounts. Requires a minimum granularity of 3600 to see non-zero funding rates. Use a granularity where granularity % 3600 = 0 for best results.
deposit_rates	A map of product_id -> daily deposit rates, values returned as decimal rates (% = rate * 100).
borrow_rates	A map of product_id -> daily borrow rates, values returned as decimal rates (% = rate * 100).
cumulative_inflows	A map of product_id -> cumulative inflows a.k.a deposits in base token units.
cumulative_outflows	A map of product_id -> cumulative outflows a.k.a withdraws in base token units.
tvl	The total value locked in USD.

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