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126 changes: 63 additions & 63 deletions benchmarks/perp-funding-stability.yml
Original file line number Diff line number Diff line change
Expand Up @@ -118,90 +118,90 @@ providers:
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="okx",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="okx",asset="ETH"}[7d])

- slug: dydx
name: dYdX v4
- slug: gate
name: Gate
tag: Appchain order book perps, hourly funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"dydx\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="dydx",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="dydx",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="dydx"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="dydx",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="dydx",asset="ETH"}[7d])

- slug: paradex
name: Paradex
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="gate"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="gate",asset="ETH"}[7d])

- slug: lighter
name: Lighter
tag: Starknet L2 perps, 8h funding
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"paradex\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="paradex",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="paradex",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="paradex"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="paradex",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="paradex",asset="ETH"}[7d])

- slug: aster
name: Aster
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="lighter"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="lighter",asset="ETH"}[7d])

- slug: kucoin
name: KuCoin
tag: BNB Chain perps, Binance compatible API
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"aster\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="aster",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="aster",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="aster"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="aster",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="aster",asset="ETH"}[7d])

- slug: drift
name: Drift
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="kucoin"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="kucoin",asset="ETH"}[7d])

- slug: mexc
name: MEXC
tag: Solana perp DEX, hybrid AMM and orderbook
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"drift\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="drift",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="drift",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="drift"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="drift",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="drift",asset="ETH"}[7d])

- slug: vertex
name: Vertex
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="mexc"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="mexc",asset="ETH"}[7d])

- slug: bitget
name: Bitget
tag: Arbitrum perp and spot orderbook
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"vertex\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="vertex",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="vertex",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="vertex"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="vertex",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="vertex",asset="ETH"}[7d])

- slug: edgex
name: EdgeX
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="bitget"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="bitget",asset="ETH"}[7d])

- slug: kraken
name: Kraken
tag: zkSync perp DEX
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"edgex\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="edgex",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="edgex",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="edgex"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="edgex",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="edgex",asset="ETH"}[7d])

- slug: extended
name: Extended
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="kraken"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="kraken",asset="ETH"}[7d])

- slug: coinbase
name: Coinbase
tag: Starknet perp DEX (formerly X10)
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"extended\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="extended",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="extended",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="extended"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="extended",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="extended",asset="ETH"}[7d])

- slug: aevo
name: Aevo
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="coinbase"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="coinbase",asset="ETH"}[7d])

- slug: deribit
name: Deribit
tag: OP Stack perp DEX with options
formula: "stddev_over_time of perp_venue_funding_24h_bps{venue=\"aevo\",asset=\"ETH\"} over a 7d window."
queries:
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="aevo",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="aevo",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="aevo"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="aevo",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="aevo",asset="ETH"}[7d])
p50: stddev_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[7d])
mean: stddev_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[7d])
success: avg_over_time(perp_venue_health{venue="deribit"}[24h])
sample_size: count_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[24h])
series: stddev_over_time(perp_venue_funding_24h_bps{venue="deribit",asset="ETH"}[7d])
14 changes: 7 additions & 7 deletions benchmarks/perp-open-interest.yml
Original file line number Diff line number Diff line change
Expand Up @@ -97,13 +97,13 @@ providers:
tag: Synthetics on Arbitrum, oracle-priced
formula: "openInterestUSD from the GMX synthetics-arbitrum subgraph summed across markets; headline is the 24h time average."
queries:
p50: avg_over_time(perp_venue_oi_usd{venue="gmx"}[24h])
p90: quantile_over_time(0.90, perp_venue_oi_usd{venue="gmx"}[24h])
p99: quantile_over_time(0.99, perp_venue_oi_usd{venue="gmx"}[24h])
mean: avg_over_time(perp_venue_oi_usd{venue="gmx"}[24h])
success: avg_over_time(perp_venue_health{venue="gmx"}[24h])
sample_size: count_over_time(perp_venue_oi_usd{venue="gmx"}[24h])
series: perp_venue_oi_usd{venue="gmx"}
p50: avg_over_time(perp_venue_oi_usd{venue="gmx-v2"}[24h])
p90: quantile_over_time(0.90, perp_venue_oi_usd{venue="gmx-v2"}[24h])
p99: quantile_over_time(0.99, perp_venue_oi_usd{venue="gmx-v2"}[24h])
mean: avg_over_time(perp_venue_oi_usd{venue="gmx-v2"}[24h])
success: avg_over_time(perp_venue_health{venue="gmx-v2"}[24h])
sample_size: count_over_time(perp_venue_oi_usd{venue="gmx-v2"}[24h])
series: perp_venue_oi_usd{venue="gmx-v2"}

- slug: gains
name: gains.trade
Expand Down
14 changes: 7 additions & 7 deletions benchmarks/perp-volume-share.yml
Original file line number Diff line number Diff line change
Expand Up @@ -98,13 +98,13 @@ providers:
tag: Synthetics on Arbitrum, oracle-priced
formula: "positionVolume aggregated per day from the GMX synthetics-arbitrum subgraph, rolled into a 30 day window, headline is the 24h average."
queries:
p50: avg_over_time(perp_venue_volume_30d_usd{venue="gmx"}[24h])
p90: quantile_over_time(0.90, perp_venue_volume_30d_usd{venue="gmx"}[24h])
p99: quantile_over_time(0.99, perp_venue_volume_30d_usd{venue="gmx"}[24h])
mean: avg_over_time(perp_venue_volume_30d_usd{venue="gmx"}[24h])
success: avg_over_time(perp_venue_health{venue="gmx"}[24h])
sample_size: count_over_time(perp_venue_volume_30d_usd{venue="gmx"}[24h])
series: perp_venue_volume_30d_usd{venue="gmx"}
p50: avg_over_time(perp_venue_volume_30d_usd{venue="gmx-v2"}[24h])
p90: quantile_over_time(0.90, perp_venue_volume_30d_usd{venue="gmx-v2"}[24h])
p99: quantile_over_time(0.99, perp_venue_volume_30d_usd{venue="gmx-v2"}[24h])
mean: avg_over_time(perp_venue_volume_30d_usd{venue="gmx-v2"}[24h])
success: avg_over_time(perp_venue_health{venue="gmx-v2"}[24h])
sample_size: count_over_time(perp_venue_volume_30d_usd{venue="gmx-v2"}[24h])
series: perp_venue_volume_30d_usd{venue="gmx-v2"}

- slug: gains
name: gains.trade
Expand Down
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