IOPV (Index / Oracle, Price & Volatilty) - Breakdown table

[gdayreiss]

For each asset on each exchange, we'll want to produce a file/data table that contains all the exchange data pulled from API alongside client wallet/trading data for each exchange.

Roughly, we'd want a table with the following fields:

• Trade timestamp
• Exchange name
• Transaction type
• Price paid
• Quantity
• Bid price*
• Ask price*
• Spread*
• Volatility (trailing 10 mins)*
• Trader name
• Strategy

*Pulled from exchange/DeFi protocol API (DyDx, Uniswap, Coinbase etc.)