| --- |
| 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.*](https://arxiv.org/abs/2407.11716) |
| > arXiv:2407.11716 \[q-fin.TR\]. |
|
|
| Hourly unaggregated NFT liquidity-provider positions for the |
| Uniswap V3 pools used in the |
| [paper](https://arxiv.org/abs/2407.11716), 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](https://arxiv.org/abs/2407.11716) for the data collection |
| methodology and processing. Companion: tick-level liquidity at |
| [`ExponentialScience/svb-stablecoins-hourly-tick-liquidity`](https://huggingface.co/datasets/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 |
|
|
| - Hourly tick-level liquidity: [`ExponentialScience/svb-stablecoins-hourly-tick-liquidity`](https://huggingface.co/datasets/ExponentialScience/svb-stablecoins-hourly-tick-liquidity) |
|
|
| ## 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](https://arxiv.org/abs/2407.11716) |
| for data collection methodology and please cite it when using this dataset. |
|
|
| ## Citation |
|
|
| ```bibtex |
| @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}, |
| } |
| ``` |
|
|
| ## Contact |
|
|
| - Walter Hernandez Cruz, walter.hernandez.18@ucl.ac.uk |
| (UCL Centre for Blockchain Technologies, Exponential Science) |
| - Jiahua Xu, jiahua.xu@ucl.ac.uk |
| (UCL Centre for Blockchain Technologies, Exponential Science) |
| - Carlo Campajola, c.campajola@ucl.ac.uk |
| (UCL Institute of Finance and Technology) |
|
|
