DEX Ticker Data Substreams

A collection of Substreams packages for tracking real-time, block-aggregated trading data across decentralized exchanges (DEXes).

Project Structure

substreams/
├── proto/                      # Common protocol buffer definitions
│   └── dex_common.proto       # Universal ticker format for all DEXes
├── common/                     # Shared utilities and functions
└── dexes/                      # Individual DEX implementations
    └── uniswap-v3-forks/      # Universal Uniswap V3 and forks implementation

Universal Output Format

All DEX packages output the same TickerOutput format defined in proto/dex_common.proto. This universal format ensures:

• Consistent data structure across ALL DEX types (V2, V3, Curve, etc.)
• Easy aggregation of volumes across multiple DEXes
• Unified downstream data pipelines
• Simple integration of new DEXes

The ticker format provides block-aggregated data including:

• Token volumes (raw units as integers)
• Swap counts
• sqrtPriceX96 (raw price data - clients must calculate actual price)
• Block number and timestamp

Note: All numerical values (volumes, prices) are provided as raw blockchain values. Clients must apply decimal adjustments and price calculations based on token decimals.

Supported DEXes

Current

• ✅ Uniswap V3 and all forks - Universal implementation working on:
  • Uniswap V3 (Ethereum, Polygon, Arbitrum, Optimism, Base, etc.)
  • QuickSwap V3 (Polygon)
  • PancakeSwap V3 (BSC, Ethereum, Arbitrum)
  • SushiSwap V3
  • Any other V3 fork

Planned

• 🔜 Uniswap V2 and forks (PancakeSwap V2, SushiSwap V2, etc.)
• 🔜 Curve Finance
• 🔜 Balancer
• 🔜 Other AMM protocols

Key Features

• Real-time block data: Aggregated swap activity per block
• Chain-agnostic: Works on any EVM-compatible blockchain
• DEX-agnostic: Universal output format across all DEX types
• Stateless design: No complex state management required
• Raw volume data: Volumes in token units for accurate calculations

Development

Each DEX package is self-contained with:

• Cargo.toml configuration
• Substreams manifest (substreams.yaml)
• Test scripts
• Documentation

All implementations must:

1. Import the common proto definitions
2. Output data in TickerOutput format
3. Aggregate all swap activity per pool per block

See individual DEX folders for specific implementation details and testing instructions.

Building

# Build all packages
cargo build --release

# Build WASM for a specific DEX
cd dexes/uniswap-v3-forks
cargo build --target wasm32-unknown-unknown --release

Testing

Each DEX implementation includes a test script:

cd dexes/uniswap-v3-forks
./test.sh

Contributing

When adding a new DEX:

1. Create a new folder under dexes/
2. Use the common proto format (TickerOutput)
3. Follow the existing implementation patterns
4. Include comprehensive documentation and tests