---
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.