Trade Tape

This dataset contains anonymized public trade tape data for various crypto perpetuals markets existing on the Paradex distributed exchange.

The public trade tape dataset contains trade timestamps, specific market, size & price, taker side, and whether the trade was successful on-chain or not (a trade that occurs on the exchange but does not complete successfully on the blockchain is termed a "trade bust").

Using this record as an example: <br/>trade_at: 2024-10-06 23:59:57.960 <br/>market: WIF-USD-PERP <br/>price: 2.56 <br/>size: 74.70000000 <br/>taker_side: BUY <br/>is_tradebust: FALSE<br/><br/>The trade occurred at 2024-10-06 23:59:57.960 UTC on the market instrument WIF-USD-PERP. The price was USD $2.56 and 74.7 were traded. The taker was on the BUY side, meaning that the BUY order crossed the spread in order to execute a trade. The trade was not a trade bust, so it was successfully completed on the blockchain.

An example workflow is to analyze the volume of trades on a rolling window average and (potentially) contrast this with similar trade data from other DEXs to determine the location of market trading liquidity over time.