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Datasets:
ExponentialScience
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svb-stablecoins-hourly-lp-positions

Tasks:
Tabular Regression
Modalities:
Tabular
Text
Formats:
parquet
Languages:
English
Size:
10M - 100M
ArXiv:
Tags:
finance
defi
stablecoins
uniswap-v3
liquidity-providers
silicon-valley-bank
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Datasets
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Polars
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svb-stablecoins-hourly-lp-positions / README.md
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metadata 
license: cc-by-4.0
language:
  - en
pretty_name: Hourly Liquidity-Provider Positions on Uniswap V3 (Feb-Apr 2023)
tags:
  - finance
  - defi
  - stablecoins
  - uniswap-v3
  - liquidity-providers
  - silicon-valley-bank
  - replication
task_categories:
  - tabular-regression
size_categories:
  - 10M<n<100M
configs:
  - config_name: positions_hourly
    data_files:
      - split: all
        path: lp_positions_hourly.parquet

Hourly Raw Liquidity-Provider Positions on Uniswap V3 (Feb-Apr 2023)

Replication dataset for:

Hernandez Cruz, W., Xu, J., Tasca, P., and Campajola, C. (2024). No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank. arXiv:2407.11716 [q-fin.TR].

Hourly unaggregated NFT liquidity-provider positions for the Uniswap V3 pools used in the paper, covering the SVB crisis window. One row per active NFT position per hourly snapshot. Every primitive (id, owner, liquidity, tickLower, tickUpper) is preserved with the pool and snapshot context. See the paper for the data collection methodology and processing. Companion: tick-level liquidity at ExponentialScience/svb-stablecoins-hourly-tick-liquidity.

Files

file size rows
lp_positions_hourly.parquet ~1546 MB 23,135,549
pools.csv <1 MB 199

Schema — lp_positions_hourly.parquet

column type description
datetime_utc timestamp snapshot UTC time
block_number int Ethereum block of the snapshot
pool_address string Uniswap V3 pool address
trading_pair string e.g. USDCWETH3000
fee_tier int fee tier in 0.01% units (100/500/3000/10000)
stablecoin string USDC or USDT
tick_spacing int tick spacing for the fee tier
token0_symbol/token1_symbol string underlying tokens
token0_decimals/token1_decimals int ERC-20 decimals
cross_tick int pool's active tick
sqrt_price_x96 string pool's sqrtPriceX96
price_in_stablecoin float mid-price quoted in stablecoin token
position_id string Uniswap V3 NFT id
owner string LP wallet (0x...)
liquidity string position's raw liquidity (uint as string)
tickLower/tickUpper int position's tick range

Schema — pools.csv

column type description
pool_address string Uniswap V3 pool address
trading_pair string e.g. USDCWETH3000
stablecoin string USDC or USDT
fee_tier int fee tier in 0.01% units (100/500/3000/10000)
token0_symbol string symbol of token0
token1_symbol string symbol of token1

Coverage

28 Feb 2023 to 1 Apr 2023 (hourly, UTC). ~200 USDC and USDT pools. ~30 000 positions per hour.

Companion repository

Key dates

  • Silvergate wind-down: 2023-03-08
  • SVB stock collapse: 2023-03-09
  • Circle's disclosure of $3.3B at SVB: 2023-03-11 03:11 UTC (Treatment 1)
  • Fed/FDIC/Treasury Joint Statement: 2023-03-12 22:24 UTC (Treatment 2)
  • Silicon Valley Bridge Bank, N.A. chartered: 2023-03-13
  • SVB Financial Group Chapter 11: 2023-03-17 13:00 UTC (placebo anchor)
  • First Citizens Bank acquires SVBB: 2023-03-26/27

License

CC-BY-4.0. See the accompanying paper for data collection methodology and please cite it when using this dataset.

Citation 

@misc{cruz2024questionsaskedeffectstransparency,
      title={No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank},
      author={Walter Hernandez Cruz and Jiahua Xu and Paolo Tasca and Carlo Campajola},
      year={2024},
      eprint={2407.11716},
      archivePrefix={arXiv},
      primaryClass={q-fin.TR},
      url={https://arxiv.org/abs/2407.11716},
}

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