SFU-fintech-AI/statarb-crypto-dex

Stat-Arb Crypto DEX Dataset

Periodic DEX pool snapshots, cross-DEX spread signals, execution quotes, gas fees, and perp funding for volatile crypto assets. Companion to the CEX dataset SFU-fintech-AI/statarb-crypto-research for cross-venue spread analysis.

Runs

Run	Duration	Snapshots	Source
Pool (20260626_105517)	96h @ 60s	5,760	DexScreener
Depth (20260626_110951)	~78h @ 60s	4,682	Jupiter lite, Paraswap, RPCs, Hyperliquid

Files

Pool signals (root)

File	Rows	Description
dex_pools.parquet	1,357,757	Per-pool price, liquidity, volume, txns across 15 tokens × multiple DEXes/chains
dex_spreads.parquet	86,380	Cross-DEX spread per token per snapshot (low/high venue, spread bps)

Depth signals (depth/)

File	Rows	Description
dex_quotes.parquet	20,116	Jupiter (Solana) + Paraswap (EVM) execution quotes at $10k notional
dex_gas.parquet	28,092	Multi-chain gas snapshots (ETH gwei, Solana priority fees)
perp_funding.parquet	79,577	Hyperliquid perp funding rates, mark prices, and open interest

Schema highlights

dex_pools: run_id, snapshot_idx, timestamp, token, chain, dex, pair_address, price_usd, liquidity_usd, volume_1h/6h/24h, is_major_dex

dex_spreads: run_id, snapshot_idx, timestamp, token, n_pools, low_price, low_venue, high_price, high_venue, spread_bps

dex_quotes: run_id, snapshot_idx, timestamp, token, chain, source, notional_usd, out_amount, price_impact_pct, route_plan_len

dex_gas: run_id, snapshot_idx, timestamp, chain, gas_gwei, priority_fee_lamports

perp_funding: run_id, snapshot_idx, timestamp, symbol, funding_rate, mark_px, open_interest

Tokens (15 with pool data)

BTC, ETH, SOL, AVAX, CRV, LDO, UNI, AAVE, ARB, OP, PEPE, WIF, BONK, SHIB, SUI

CEX integration

Join with CEX ticker mid from statarb-crypto-research on coin/token + nearest timestamp (±30s). Map wrapped symbols: WBTC→BTC, WETH→ETH.

Source

Collected with experiments/collect_dex_data.py and experiments/collect_dex_depth_data.py.

Citation

SFU Fintech AI Lab (2026). Stat-Arb Crypto DEX Dataset.
Hugging Face. https://huggingface.co/datasets/SFU-fintech-AI/statarb-crypto-dex