crypto-execution-costs: 2026-08-26

README.md

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+---
+license: odc-by
+pretty_name: "Crypto execution costs: DEX quotes, fiat on-ramps, L2 confirmation"
+tags:
+  - defi
+  - dex
+  - execution-cost
+  - slippage
+  - onramp
+  - ethereum
+  - blockchain
+  - cryptocurrency
+  - time-series
+task_categories:
+  - time-series-forecasting
+size_categories:
+  - 10K<n<100K
+---
+
+# Crypto execution costs
+
+What it actually costs to move money on-chain, recorded as it was quoted. Three angles: swap
+quotes from competing DEX aggregators, retail fiat on-ramp quotes, and how long an L2 takes to
+turn a sequencer promise into something L1 confirms.
+
+Quotes are computed per request against live state and stored by nobody. The live comparison is
+free to anyone at the moment they ask; a record of what was quoted over time is not, as far as we
+could find.
+
+## What is in here
+
+| name | one row is |
+|---|---|
+| `e10_quote_benchmark` | one swap quote from LI.FI, KyberSwap or CoW, at a fixed size, fee split out |
+| `e12_onramp_quotes` | one retail fiat on-ramp quote, buy or sell |
+| `e14_l2_preconf` | an L2 heartbeat (unsafe vs safe head) or a sequencer promise the chain replaced |
+| `e0_run_manifest` | one collection window: polls, failures, coverage counters |
+
+## Before you build on this
+
+- Quote rows are what each aggregator served, which is not what you could have filled. One round
+  has LI.FI 5% above the other two; read outliers as provider behaviour rather than free money.
+- LI.FI applies a fixed fee of about 25 bps at every size. It is split into `fee_usd` precisely
+  so its pricing policy is not mistaken for worse routing. Read price and fee together.
+- The on-ramp panel is thin: Mercuryo answers full quotes without a key, Ramp gives a reference
+  price and fee bounds, and MoonPay, Transak, Guardarian and Mt Pelerin all require keys. It is
+  1.5 providers, not a market survey.
+- In `e14`, only the `violation` rows are hard to get elsewhere. The heartbeat lag can be rebuilt
+  after the fact from L2 block timestamps and L1 batch times, both of which are permanent, so
+  treat heartbeats as coverage attestation rather than as a scarce series.
+- Optimism's public endpoint serves a stale `safe` tag (tens of millions of blocks behind, where
+  Base is a dozen). Rows carry `safe_tag_plausible` so that shows up instead of being published
+  as a property of the rollup.
+
+Partitions are parquet, one file per collection window, under `dataset/YYYY/MM/`. This repo carries a rolling 7-day window of the panels above; the accumulated history is held privately.
+
+```python
+from huggingface_hub import snapshot_download
+import pandas as pd, glob
+
+path = snapshot_download("SleeveZipper/crypto-execution-costs", repo_type="dataset",
+                         allow_patterns="e10_quote_benchmark/**")
+df = pd.concat(map(pd.read_parquet,
+                   glob.glob(f"{path}/e10_quote_benchmark/**/*.parquet", recursive=True)))
+```
+
+## Coverage
+
+`e0_run_manifest` lists every collection window with its poll counts and failure counts, and is
+published in full rather than windowed. Gaps between windows are real, cannot be filled in
+afterwards, and nothing here is interpolated.
+
+## License and contact
+
+ODC-BY: use it freely, credit "DataForge (SleeveZipper)". Questions and requests for the full
+history via the discussions tab.

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