solana-dex-execution: 2026-09-15

README.md

@@ -1,6 +1,6 @@
 ---
 license: odc-by
-pretty_name: "Solana swap quotes and route details"
+pretty_name: "Solana swap quotes and the venues an aggregator routes them through"
 tags:
   - solana
   - dex
@@ -14,80 +14,80 @@ task_categories:
   - time-series-forecasting
 size_categories:
   - 1M<n<10M
-configs:
-- config_name: solana_swap_quotes
-  data_files:
-  - split: train
-    path: e24_solana_quotes/**/*.parquet
-  default: true
-- config_name: solana_swap_routes
-  data_files:
-  - split: train
-    path: e24_solana_routes/**/*.parquet
-- config_name: collection_runs
-  data_files:
-  - split: train
-    path: e0_run_manifest/**/*.parquet
 ---
 
-# Solana DEX quotes and routing
+# Solana DEX execution costs and routing
 
-Jupiter swap quotes at fixed SOL input sizes, with the route legs returned for each quote. The panel supports comparisons of quoted output, reported price impact and routing across sizes and observation times.
+What a swap was quoted at on Solana, and which venues the aggregator split it across to get
+there.
+
+A quote is computed per request against pool state that has already changed by the time anyone
+asks again. The fill that follows may land on chain; the quote never does, and neither does the
+route the aggregator considered and rejected.
 
 ## Contents
 
-| Table | Record |
+| name | one row is |
 |---|---|
-| `solana_swap_quotes` | A pair and input amount, with quoted output, price impact, value and route-leg count |
-| `solana_swap_routes` | A leg of the chosen route, including venue, amounts and allocation |
+| `e24_solana_quotes` | one pair at one size at one moment: output, price impact, dollar value, leg count |
+| `e24_solana_routes` | one leg of the chosen route: venue, amounts, and the percentage of the order it carried |
+
+## Reading it
 
-## Using the data
+Join the two on `(round_ts, input_symbol, output_symbol, in_amount)`. A quote with `n_legs` above
+one was split, and `percent` on each leg says how the order was divided.
 
-Join quotes and routes on `(round_ts, input_symbol, output_symbol, in_amount)`. Inspect `n_legs` and each leg's `percent` when analysing split routes. The configured size ladder is 1, 50 and 1,000 SOL across five pairs, all with SOL as the input.
+The size ladder is fixed at 1, 50 and 1,000 SOL so that impact is comparable over time rather
+than against a moving notional. Impact rises with size on every pair, which is the sanity check
+this table has to pass: one observation ran 0.0000%, 0.0013% and 0.065% on a thin pair against
+0.0000%, 0.000018% and 0.000068% on the deepest one.
 
-`price_impact_pct` is Jupiter's reported estimate. `amm_report_raw` preserves the provider's venue report as JSON. Entries may refer to amounts outside the requested pair or contain error strings; they should not be converted directly into competing-venue prices.
+Routing is the part that is hard to get elsewhere. The same pair goes through one venue at small
+size and four or five at large size, and the venue mix changes between rounds, which maps where
+routable liquidity actually sits rather than where volume was reported.
 
-## Limitations
+## A column that is raw on purpose
 
-- The panel records one aggregator's responses. Its selected route does not establish the best price available across the entire market.
-- Quotes are indicative and are not executed by the collector. Transaction landing, priority fees, slippage and intervening pool changes affect actual results.
-- SOL-input quotes do not provide both legs of a closed trading cycle.
-- Failed requests have explicit error rows with null measurements. Separate these from successful quotes with unusual routes.
-- Sampling captures periodic snapshots and misses changes between requests.
+`amm_report_raw` is the aggregator's own report on the venues it considered, stored verbatim as
+JSON rather than parsed into a comparison.
 
-## Files and access
+It is kept raw because it is NOT restricted to the pair being quoted. A request for SOL into a
+memecoin returns values on the scale of a stablecoin quote, and at least one entry has been the
+string "Pair insufficient liquidity" rather than a number. An earlier version derived a
+"chosen route versus best single venue" spread from this field and produced 340 million basis
+points, which is what exposed the mismatch. The raw object keeps the information without
+publishing a derived number that means nothing.
 
-Data is stored as Parquet files under `dataset/YYYY/MM/`, with partitions for collection windows. Each measurement table has a fixed 7-day sample beginning at its configured collection start date. The sample windows in this repository span 2026-08-30 to 2026-09-05. Availability within each window depends on successful collection. The public sample dates remain fixed as additional history accumulates privately. Contact DataForge through the discussions tab to enquire about additional history.
+## Before you build on this
 
-### Load a table
+- One aggregator. It is the dominant one on Solana, but a quote is what it would route, not the
+  best price obtainable anywhere.
+- Quotes are indicative. A real swap adds transaction landing risk, priority fees and slippage
+  against a moving pool, none of which a quote reflects.
+- `price_impact_pct` is the aggregator's own estimate, not something recomputed here.
+- Five pairs, all with SOL as the input. That is a slice of Solana, not a census.
+- A failed request is written as an explicit error row with the measurements null, so an
+  unavailable aggregator is distinguishable from a pair with no route.
 
-Install `datasets` and `pandas` to run this example. The `train` split contains all observations in the selected table; it is not a predefined modelling split.
+Partitions are parquet, one file per collection window, under `dataset/YYYY/MM/`. Every dataset here carries a FIXED 7-day sample WINDOW starting at its own first day of collection, together spanning 2026-08-30 to 2026-09-05, so you can check schema, coverage and quality before asking for more. It does not advance, so there is nothing to gain by re-downloading it. The full history is held privately, available on request.
 
 ```python
-from datasets import load_dataset
+from huggingface_hub import snapshot_download
+import pandas as pd, glob
 
-data = load_dataset("dataforge-labs/solana-dex-execution",
-                    "solana_swap_quotes", split="train")
-df = data.to_pandas()
+path = snapshot_download("dataforge-labs/solana-dex-execution", repo_type="dataset",
+                         allow_patterns="e24_solana_quotes/**")
+df = pd.concat(map(pd.read_parquet,
+                   glob.glob(f"{path}/e24_solana_quotes/**/*.parquet", recursive=True)))
 ```
 
 ## Coverage
 
-`collection_runs` records collection windows, poll counts and failures. It is published in full and may cover dates beyond the fixed data sample. Collection gaps are not interpolated. Use this table together with measurement timestamps and error fields to assess 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
 
-The public sample is published under ODC-BY. Attribute it to "DataForge (dataforge-labs)". For questions about the data or access to additional history, open a discussion in this repository.
-
-<details>
-<summary>File paths and compatibility</summary>
-
-The table names above are Hugging Face dataset configurations. Each configuration reads the original Parquet files, whose paths remain unchanged for existing downloads and scripts. No records are copied, moved or renamed.
-
-| Table name | Storage directory |
-|---|---|
-| `solana_swap_quotes` | `e24_solana_quotes/` |
-| `solana_swap_routes` | `e24_solana_routes/` |
-| `collection_runs` | `e0_run_manifest/` |
-
-</details>
+ODC-BY: use it freely, credit "DataForge (dataforge-labs)". Questions and requests for the full
+history via the discussions tab.

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