Choosing a Historical Crypto Price Observation
Select historical price observations with clear at-or-before, nearest or interval rules, and prevent future prices from leaking into past reports.
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Multi-Hop DEX Swaps: Route vs Pool Events
Group multi-hop swap events into a route without losing pool-level evidence, double-counting intermediate assets or misidentifying the end user.
Read the guideFiltering Outliers in Crypto Price Feeds
Identify suspicious price observations with explicit thresholds and market context, while preserving raw values and avoiding hidden changes to historical series.
Read the guidePrice Change vs Portfolio Return in Crypto Analytics
Distinguish an asset’s price movement from a wallet’s investment return, including deposits, withdrawals, fees and changing position sizes.
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Cost Basis vs Market Value in Wallet Data
Keep historical cost records separate from current valuations, and avoid deriving a tax or accounting conclusion from a market-price API alone.
Read the guideBase Volume vs Quote Volume in Crypto Candles
Define trading-volume units correctly, calculate base and quote turnover separately, and avoid summing incompatible quantities across markets.
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DeFi Lending Health Factors and Liquidation Risk
Interpret lending health factors with collateral, debt and protocol rules, while keeping a current risk snapshot separate from a liquidation prediction.
Read the guideAccrued Interest in DeFi Lending Positions
Model lending interest with protocol indexes, shares and observation blocks, rather than expecting every balance increase to appear as a transfer.
Read the guideERC-4626 Vault Shares vs Underlying Assets
Distinguish vault shares from underlying asset quantities, compare preview and conversion methods, and avoid treating a share token as a fixed asset amount.
Read the guideLiquidity Provider Positions: Tokens, Ranges and Fees
Represent liquidity positions with pool identity, price ranges and claimable fees, instead of flattening every position into a simple token balance.
Read the guideImpermanent Loss: Inputs and Comparison Boundaries
Calculate liquidity-position divergence against an explicit holding benchmark, and keep fees, cash flows and realised withdrawals separate from the comparison.
Read the guideLiquid Staking Tokens: Balances and Exchange Rates
Model liquid-staking exposure using token quantity and protocol conversion rules, without assuming every reward appears as a transfer to the wallet.
Read the guideStaking Withdrawals vs Rewards in Data Reports
Separate staking principal returns, rewards and execution-account receipts so a withdrawal does not automatically become newly earned income.
Read the guideReading DeFi Liquidation Events Correctly
Interpret liquidation events with borrower, liquidator, collateral and debt context, and separate protocol execution from estimated eligibility.
Read the guideClaimable vs Claimed DeFi Rewards
Separate estimated claimable rewards from realised claim transactions, preserving reward assets, calculation blocks and any conversion or vesting rules.
Read the guideAPR vs APY in DeFi Data: Avoid False Comparisons
Compare APR and APY with explicit compounding, reward assets and observation periods, without presenting a current quoted rate as a guaranteed return.
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Each guide starts with a concrete developer question and separates technical observations from the interpretation an application adds. Worked examples use illustrative values; references point to standards and technical documentation.
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