This repository contains source code for data fetching and data analysis used in the __ paper.
- Install Julia
- Install the Jupyter Kernel for Julia
- Connect to the Julia kernel on Jupyter/VSCode Jupyter Extension
- The main notebook is located under
src/notebook.ipynb
- The notebook is sectioned according to DuneAnalytics and TheGraph queries
- All queries pre-fetched under
queries/
can be manually obtained via Dune or The Graph - All output graphs are situated under
output/
and mirrors the directory structure ofqueries
All Dune Analytics queries is publicly accessible. Here are the ones listed in the notebook
-
Our on-chain data is fetched via The Graph Protocol. Obtain their API key here and add it to a
.env
file in the root directory:GRAPHPROTOCOL_API_KEY="XXXX"
-
Run the fetcher script to retrieve relevant data:
yarn fetch [token0] [token1] [start date] [end date] [output name]
, e.g.ts-node src/thegraph/fetch_uniswapv3_pool.ts 0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48 0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2 2022-10-01 2023-10-01