WalletProfileMetrics Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "WalletProfileMetrics",
  "description": "Behavioral metrics for one wallet. Ratios run from 0 to 1 unless noted; USD values use fill or order price times size.",
  "type": "object",
  "properties": {
    "active_hours": {
      "description": "Hours with at least one order.",
      "type": "integer"
    },
    "avg_order_size_usd": {
      "description": "Average order notional in USD.",
      "type": "number"
    },
    "buy_volume_usd": {
      "description": "Buy fill volume in USD.",
      "type": "number"
    },
    "cancel_rate": {
      "description": "Share of orders canceled.",
      "type": "number"
    },
    "cloid_ratio": {
      "description": "Share of fills that carried a client order ID.",
      "type": "number"
    },
    "fill_rate": {
      "description": "Share of orders filled.",
      "type": "number"
    },
    "ioc_ratio": {
      "description": "Share of orders that are immediate-or-cancel.",
      "type": "number"
    },
    "liquidation_count": {
      "description": "Fills that were liquidations.",
      "type": "integer"
    },
    "long_short_ratio": {
      "description": "Buy volume divided by sell volume (0 when there is no sell volume). Not bounded by 1.",
      "type": "number"
    },
    "maker_ratio": {
      "description": "Share of fill volume that was maker volume.",
      "type": "number"
    },
    "max_order_size_usd": {
      "description": "Largest order notional in USD.",
      "type": "number"
    },
    "max_single_fill_usd": {
      "description": "Largest single fill in USD.",
      "type": "number"
    },
    "median_cancel_speed_ms": {
      "description": "Median time from placement to cancel, in milliseconds.",
      "type": "number"
    },
    "order_to_trade_ratio": {
      "description": "Orders placed per fill (0 when there are no fills).",
      "type": "number"
    },
    "post_only_ratio": {
      "description": "Share of orders that are post-only.",
      "type": "number"
    },
    "realized_pnl_usd": {
      "description": "Realized PnL from closing fills.",
      "type": "number"
    },
    "sell_volume_usd": {
      "description": "Sell fill volume in USD.",
      "type": "number"
    },
    "top_builder": {
      "description": "Builder address with the most orders. Omitted when no order used a builder.",
      "type": "string"
    },
    "total_builder_fees_paid": {
      "description": "Builder and deployer fees paid.",
      "type": "number"
    },
    "total_fees_usd": {
      "description": "Fees paid, net of rebates.",
      "type": "number"
    },
    "total_fills": {
      "description": "Fills.",
      "type": "integer"
    },
    "total_orders": {
      "description": "Orders placed.",
      "type": "integer"
    },
    "total_priority_gas_paid": {
      "description": "Priority gas paid.",
      "type": "number"
    },
    "total_volume_usd": {
      "description": "Fill volume in USD.",
      "type": "number"
    },
    "tpsl_ratio": {
      "description": "Share of orders that are position TP/SL orders.",
      "type": "number"
    },
    "trigger_order_ratio": {
      "description": "Share of orders that are trigger orders.",
      "type": "number"
    },
    "twap_fill_ratio": {
      "description": "Share of fills that came from a TWAP.",
      "type": "number"
    },
    "unique_coins_traded": {
      "description": "Markets with orders.",
      "type": "integer"
    },
    "unique_fill_coins": {
      "description": "Markets with fills.",
      "type": "integer"
    },
    "uses_builder": {
      "description": "True when any order went through a builder.",
      "type": "boolean"
    },
    "uses_cloid": {
      "description": "True when any fill carried a client order ID.",
      "type": "boolean"
    },
    "uses_priority_gas": {
      "description": "True when any fill paid priority gas.",
      "type": "boolean"
    },
    "uses_tpsl": {
      "description": "True when the wallet placed any position TP/SL order.",
      "type": "boolean"
    },
    "uses_twap": {
      "description": "True when any fill came from a TWAP.",
      "type": "boolean"
    }
  }
}