遇见数据集

RED-ARB-2026-v1: A record-level tape of 328,186 Solana CEX-versus-DEX price spreads with realized impact across 32 DEX venues

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Zenodo2026-07-05 更新2026-08-01 收录
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RED-ARB-2026-v1 is a public benchmark tape of 328,186 record-level observations pairing OKX centralized-exchange prices with the best available quote across 32 Solana decentralized-exchange venues for six assets (SOL, JUP, JTO, BONK, WIF, PYTH), over a continuous 57.4-day 2026 window (2026-05-08 to 2026-07-05). Each observation records the signed CEX-DEX spread, the winning venue, and a realized price-impact figure per observation. Headline descriptive facts: DEX quote below OKX in approximately 91% of observations (winsorized median spread -13.2 basis points); realized impact very small (median 0.001%, p99 0.006%); winning-venue concentration high despite 32 venues (HHI 0.22, top-5 venues supply 80% of best quotes, Whirlpool alone 42%); JUP is a per-symbol outlier at 23% DEX-above-CEX versus 3-8% for others. This is an observation tape, not an execution log. The dataset lacks signed trades and per-block liquidity depth, so it supports neither PIN/VPIN nor executable-arbitrage claims. Ships with fixed-seed reproducibility script, SHA-256 integrity manifest, complete field-level schema documentation, and CC-BY-4.0 license. Part of the RED-2400 v2 corpus (five-dataset Solana/DeFi microstructure benchmark family). Companion corpus paper "A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2" is forthcoming (SSRN preprint and arXiv q-fin.TR preprint; DOIs pending).

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Zenodo
创建时间:
2026-07-05
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