dataforge-labs/crypto-execution-costs

Crypto execution quotes and order-book depth

Ethereum swap quotes, route details and selected perpetual-futures order-book snapshots. The tables support comparisons of quoted output, provider fees, routing choices and available depth at the time of collection.

Contents

Table	Record
ethereum_swap_quotes	A swap quote at a specified size, with available provider-fee details
ethereum_swap_routes	A route leg, with venue, pool and amount where supplied
perpetual_order_book_depth	An order-book snapshot summarising spread and resting notional within bands around the midpoint

Using the data

Compare quotes for the same pair, direction and size at comparable observation times. Inspect the provider-fee fields before attributing differences in output to routing quality.

Route detail varies by provider. Some responses identify individual pools and amounts; others supply only venue names. Null pool and swap_amount_raw fields may therefore indicate unavailable detail rather than a failed quote.

Depth fields summarise cumulative resting notional within a specified distance of the midpoint. A narrow band can contain zero depth when the bid-ask spread is wider than that band.

Limitations

• Quotes and resting orders are observations, not completed trades. Execution costs also depend on latency, slippage, network fees and available size.
• Provider coverage differs across pairs. Check error for failed requests and rate-limit skips before calculating comparisons.
• The depth panel covers a single venue and periodic snapshots, not a consolidated or tick-level order book.
• A price difference between quotes does not establish profitable arbitrage. That requires executable prices for the complete trading cycle and all associated costs.

Files and access

Data is stored as Parquet files under table_name/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 2026-08-25 to 2026-09-03. 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.

Load a table

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.

from datasets import load_dataset

data = load_dataset("dataforge-labs/crypto-execution-costs",
                    "ethereum_swap_quotes", split="train")
df = data.to_pandas()

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.

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.

Earlier file paths

Each table is stored under a directory with the same descriptive name. The file contents and date partitions are unchanged. Scripts using an earlier directory name should use the corresponding table name below, or pin downloads to revision before-folder-rename-20260915 to access the original layout. Internal collector IDs are retained in the private archive and may appear in raw coverage records.

Current table and directory	Earlier directory
ethereum_swap_quotes	e10_quote_benchmark/
ethereum_swap_routes	e16_dex_routes/
perpetual_order_book_depth	e17_perp_depth/
collection_runs	e0_run_manifest/