Indexed dYdXBlockchain Data

dYdX has produced its own blocks since 2023, when the exchange stopped running as contracts on another network and became a Cosmos SDK appchain. Validators run CometBFT under proof of stake, so a committed block is final immediately, DYDX is the staking and governance token, and accounts are bech32 strings carrying a dydx prefix. There is no general contract platform here: perpetual futures markets, margin, positions and liquidations are protocol modules, and traders hold collateral in subaccounts beneath a single address. The design decision that separates this chain from every other onchain venue is where the order book sits. Each validator keeps the book in memory and passes orders to its peers off chain, so placing or canceling an order is a message between validators rather than a transaction. The proposer writes only what matched.

SonarX indexes what the chain commits: blocks and transactions with their typed messages, fills and clearing prices, subaccount collateral and open positions, funding payments, liquidations, IBC transfers and staking records. Margin here is USDC that arrived from Noble rather than an asset minted on this chain.

Full historical coverage is provisioned for dYdX on request.

The order book never reaches a block, and that governs everything downstream. Because orders travel between validators off chain, a resting order, an amendment and a cancellation leave no trace in the chain’s history, so the venue is reconstructed from settlements and from the state the exchange modules keep. Depth and queue position at a past moment cannot be recovered, while fills, positions and liquidations are exact. Funding is the second consideration, since it accrues against open positions on a schedule instead of moving as a transfer, so a carry series is rebuilt from state nobody signed.

Perp market-structure research is the first workload: funding and basis series, liquidation clustering, and fill distribution measured from the venue’s own settlements rather than sampled. Margin reconstruction is the second, following subaccount collateral against open positions through stress windows, which is a question about state rather than about trades. Provenance work is the third and is specific to this chain, because a fill here has a different evidentiary trail from a fill on Injective, where the orders themselves are protocol records. Fee and reward accounting is a fourth, since trading fees are distributed to validators and the accounts delegating to them rather than kept by an operator. DeFi analytics covers position-level work of this kind across chains.

Tell us the delivery target, how far back you need and how fresh it has to be, and the share is scoped against that. dYdX coverage is provisioned on request, so tell us the history depth and the delivery target and we will scope it. Say which markets matter, because scoping by market beats taking the venue whole. The published coverage matrix for every network SonarX indexes lives in the data documentation, and the rest of the catalogue is at all indexed chains.