* add blitz * update docs and edge model updates * final blitz updates * remove staking model * add custom tests * missed comma delete
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{% docs blitz_symbol %}
The specific Blitz product symbol, if it is a futures product it will have a -PERP suffix.
{% enddocs %}
{% docs blitz_digest %}
The identifier for a specific trade, this can be split across two or more base deltas in order to fill the entire amount of the trade.
{% enddocs %}
{% docs blitz_trader %}
The wallet address of the trader, there can be multiple subaccounts associated with a trader.
{% enddocs %}
{% docs blitz_subaccount %}
Independent Blitz account of trader with its own margin, balance, positions, and trades. Any wallet can open an arbitrary number of these. Risk is not carried over from subaccount to subaccount.
{% enddocs %}
{% docs blitz_trade_type %}
They type of trade taken, long/short for perps or buy/sell for spot.
{% enddocs %}
{% docs blitz_expiration %}
Time after which the order should automatically be cancelled, as a timestamp in seconds after the unix epoch, converted to datetime.
{% enddocs %}
{% docs blitz_order_type %}
Decode from raw expiration number to binary then converted back to int from the most significant two bits: 0 ⇒ Default order, where it will attempt to take from the book and then become a resting limit order if there is quantity remaining 1 ⇒ Immediate-or-cancel order, which is the same as a default order except it doesn’t become a resting limit order 2 ⇒ Fill-or-kill order, which is the same as an IOC order except either the entire order has to be filled or none of it. 3 ⇒ Post-only order, where the order is not allowed to take from the book. An error is returned if the order would cross the bid ask spread.
{% enddocs %}
{% docs blitz_market_reduce_flag %}
A reduce-only is an order that will either close or reduce your position. The reduce-only flag can only be set on IOC or FOK order types. Send a reduce-only order by setting the 3rd most significant bit on the expiration field.
{% enddocs %}
{% docs blitz_nonce %}
Number used to differentiate between the same order multiple times, and a user trying to place an order with the same parameters twice. Represented as a string.
{% enddocs %}
{% docs blitz_is_taker %}
Boolean representing if the trader was the taker or maker.
{% enddocs %}
{% docs blitz_price_amount_unadj %}
The price amount that the trade was executed at.
{% enddocs %}
{% docs blitz_price_amount %}
The price amount that the trade was executed at, decimal adjusted. All amounts and prices are adjusted 18 decimals points regardless of underlying asset contract.
{% enddocs %}
{% docs blitz_amount_unadj %}
The total size of the trade in units of the asset being traded.
{% enddocs %}
{% docs blitz_amount %}
The total size of the trade in units of the asset being traded across one digest, decimal adjusted. All amounts and prices are adjusted 18 decimals points regardless of underlying asset contract.
{% enddocs %}
{% docs blitz_amount_usd %}
The size of the trade in USD. Base Delta multiplied by the price amount.
{% enddocs %}
{% docs blitz_fee_amount_unadj %}
The fees on the trade.
{% enddocs %}
{% docs blitz_fee_amount %}
The fees on the trade, decimal adjusted. All amounts and prices are adjusted 18 decimals points regardless of underlying asset contract.
{% enddocs %}
{% docs blitz_base_delta_amount_unadj %}
Represents the net change in the total quantity of orders at a particular price level, the sum of these across the same digest is equal to the amount. This is the first currency listed in the pair and acts as the reference point for the exchange rate, in this case the crypto asset trading against USDC.
{% enddocs %}
{% docs blitz_base_delta_amount %}
Represents the net change in the total quantity of orders at a particular price level, decimal adjusted. All amounts and prices are adjusted 18 decimals points regardless of underlying asset contract. The sum of these across the same digest is equal to the amount. This is the first currency listed in the pair and acts as the reference point for the exchange rate, in this case the crypto asset trading against USDC.
{% enddocs %}
{% docs blitz_quote_delta_amount_unadj %}
A positive value is an increase in spread and a negative value is a decrease in spread. Quote is currency used to express the value of the base currency. It's often the more well-known or stable currency in the pair. In this case, USDC.
{% enddocs %}
{% docs blitz_quote_delta_amount %}
The net change in the best bid and best ask prices in the order book, decimal adjusted. All amounts and prices are adjusted 18 decimals points regardless of underlying asset contract. A positive value is an increase in spread and a negative value is a decrease in spread. Quote is currency used to express the value of the base currency. It's often the more well-known or stable currency in the pair. In this case, USDC.
{% enddocs %}
{% docs blitz_health_group %}
The spot / perp product pair of health group i where health_groups[i][0] is the spot product_id and health_groups[i][1] is the perp product_id. Additionally, it is possible for a health group to only have either a spot or perp product, in which case, the product that doesn’t exist is set to 0.
{% enddocs %}
{% docs blitz_health_group_symbol %}
The token symbol represented by the specific health group. For example WBTC and BTC-PERP is BTC.
{% enddocs %}
{% docs blitz_amount_quote_unadj %}
To liquidate a position, there must be a payment (transfer) between the liquidator and the position holder. This done in the quote currency, USDC. Payments are signed as positive, meaning you received the USDC, or negative, meaning you paid. For perpetual liquidations, users should expect to see a (+) USDC payment. They will see a (-) USDC payment for borrowers since they need to pay the user for buying their borrow.
{% enddocs %}
{% docs blitz_amount_quote %}
To liquidate a position, there must be a payment (transfer) between the liquidator and the position holder. This done in the quote currency, USDC. Payments are signed as positive, meaning you received the USDC, or negative, meaning you paid. For perpetual liquidations, users should expect to see a (+) USDC payment. They will see a (-) USDC payment for borrowers since they need to pay the user for buying their borrow. All amounts and prices are adjusted 18 decimals points regardless of underlying asset contract.
{% enddocs %}
{% docs blitz_book_address %}
The contract address associated with each product, this is where all fill orders are published to the chain.
{% enddocs %}
{% docs blitz_product_type %}
The type of product, either spot or perpetual futures.
{% enddocs %}
{% docs blitz_product_id %}
The unique id of each product. Evens are perp products and odds are spot products.
{% enddocs %}
{% docs blitz_ticker_id %}
Identifier of a ticker with delimiter to separate base/target.
{% enddocs %}
{% docs blitz_name %}
The name of the product
{% enddocs %}
{% docs blitz_token_address %}
The underlying asset token address deposited or withdrawn from the clearinghouse contract.
{% enddocs %}
{% docs blitz_amount_usd_ch %}
The size of deposit or withdraw in USD.
{% enddocs %}
{% docs blitz_product_id_liq %}
The product to liquidate as well as the liquidation mode: Perp Liquidation: Any valid perp product_id with is_encode_spread set to false. Spot Liquidation: Any valid spot product_id with is_encode_spread set to false. Spread Liquidation: If there are perp and spot positions in different directions, liquidate both at the same time. is_encode_spread must be set to true.
If it is a spread liquidation this column will show the perp product_id, for both ids refer to the spread_product_ids array.
{% enddocs %}
{% docs blitz_is_encode_spread %}
Indicates whether product_id encodes both a spot and perp product_id for spread_liquidation.
{% enddocs %}
{% docs blitz_decoded_spread_product_ids %}
Array of product_ids that have been decoded from binary. Only available when is_encode_spread is true.
{% enddocs %}
{% docs blitz_first_trade_timestamp %}
The block timestamp of this subaccounts first trade.
{% enddocs %}
{% docs blitz_last_trade_timestamp %}
The block timestamp of this subaccounts most recent trade.
{% enddocs %}
{% docs blitz_account_age %}
The age of the account in days.
{% enddocs %}
{% docs blitz_trade_count %}
The total amount of trades executed by the account
{% enddocs %}
{% docs blitz_trade_count_rank %}
The rank against all accounts based on trade count volume.
{% enddocs %}
{% docs blitz_trade_count_24h %}
The total amount of trades made in the last 24 hours.
{% enddocs %}
{% docs blitz_trade_count_rank_24h %}
The rank against all accounts based on trade count volume in the last 24 hours.
{% enddocs %}
{% docs blitz_perp_trade_count %}
The total amount of perpetual trades executed by the account
{% enddocs %}
{% docs blitz_spot_trade_count %}
The total amount of spot trades executed by the account
{% enddocs %}
{% docs blitz_long_count %}
The total amount of buys/longs on the account.
{% enddocs %}
{% docs blitz_short_count %}
The total amount of sell/shorts on the account.
{% enddocs %}
{% docs blitz_total_usd_volume %}
The total USD denominated volume of the account.
{% enddocs %}
{% docs blitz_total_usd_volume_24h %}
The total USD denominated volume of the account in the last 24 hours.
{% enddocs %}
{% docs blitz_total_usd_volume_rank_24h %}
The rank against all accounts based on the total USD denominated volume of the account in the last 24 hours.
{% enddocs %}
{% docs blitz_total_usd_volume_rank %}
The rank against all accounts based on total usd volume on the account.
{% enddocs %}
{% docs blitz_avg_usd_trade_size %}
The average trade size in USD.
{% enddocs %}
{% docs blitz_total_fee_amount %}
The total amount of trading fees paid by the account.
{% enddocs %}
{% docs blitz_total_base_delta_amount %}
The total base delta amount of the account.
{% enddocs %}
{% docs blitz_total_quote_delta_amount %}
The total quote delta amount of the account.
{% enddocs %}
{% docs blitz_total_liquidation_amount %}
The total liquidation amount of the account.
{% enddocs %}
{% docs blitz_total_liquidation_count %}
The total count of liquidation accounts on the account.
{% enddocs %}
{% docs blitz_orderbook_side %}
Designates the bid or ask side of the orderbook price.
{% enddocs %}
{% docs blitz_orderbook_volume %}
The quantity for each bid/ask order at the given price level.
{% enddocs %}
{% docs blitz_orderbook_price %}
The price level for each bid/ask order.
{% enddocs %}
{% docs blitz_orderbook_round_price_0_01 %}
The price level for each bid/ask order, rounded to nearest cent.
{% enddocs %}
{% docs blitz_orderbook_round_price_0_1 %}
The price level for each bid/ask order, rounded to nearest ten cents.
{% enddocs %}
{% docs blitz_orderbook_round_price_1 %}
The price level for each bid/ask order, rounded to nearest dollar.
{% enddocs %}
{% docs blitz_orderbook_round_price_10 %}
The price level for each bid/ask order, rounded to nearest 10 dollars.
{% enddocs %}
{% docs blitz_orderbook_round_price_100 %}
The price level for each bid/ask order, rounded to nearest 100 dollars.
{% enddocs %}
{% docs blitz_hour %}
The hour in which the stats table data was pull and inserted into the table.
{% enddocs %}
{% docs blitz_distinct_sequencer_batches %}
The amount of sequencer transactions that included this product in the last hour.
{% enddocs %}
{% docs blitz_trader_count %}
The distinct traders in the last hour, based on a distinct count of wallet addresses.
{% enddocs %}
{% docs blitz_subaccount_count %}
The distinct traders in the last hour, based on a distinct count of subaccount.
{% enddocs %}
{% docs blitz_total_trade_count %}
The total number of trades on Blitz in the last hour.
{% enddocs %}
{% docs blitz_contract_price %}
The price of the contract when the data was inserted into the table.
{% enddocs %}
{% docs blitz_base_volume_24h %}
The 24 hour trading volume for the pair (unit in base).
{% enddocs %}
{% docs blitz_quote_volume_24h %}
The 24 hour trading volume for the pair (unit in quote).
{% enddocs %}
{% docs blitz_funding_rate %}
Current 24hr funding rate. Can compute hourly funding rate dividing by 24.
A funding rate is a mechanism used to ensure that the price of a perp contract tracks the underlying asset's price as closely as possible.
Positive funding rates reflect the perpetual trading at a premium to the underlying asset’s price.
{% enddocs %}
{% docs blitz_index_price %}
Last calculated index price for underlying of contract. {% enddocs %}
{% docs blitz_last_price %}
Last transacted price of base currency based on given quote currency. {% enddocs %}
{% docs blitz_mark_price %}
The calculated fair value of the contract, independent of the last traded price on the specific exchange. {% enddocs %}
{% docs blitz_next_funding_rate %}
Timestamp of the next funding rate change, specific to hour the data was pulled from the API. {% enddocs %}
{% docs blitz_open_interest %}
The open interest of the contract for the hour that the data was pulled. Open interest (OI) refers to the total number of outstanding derivative contracts (e.g., futures or options) that are currently held by market participants and have not yet been settled {% enddocs %}
{% docs blitz_open_interest_usd %}
The open interest of the contract for the hour that the data was pulled, denominated in USD. Open interest (OI) refers to the total number of outstanding derivative contracts (e.g., futures or options) that are currently held by market participants and have not yet been settled {% enddocs %}
{% docs blitz_quote_currency %}
Symbol of the target asset. {% enddocs %}
{% docs blitz_stake_action %}
The staking action with the VRTX staking address {% enddocs %}