---
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)