Focused dataset with normalized, cross-chain metrics for DEX pools, lending markets, staking pools: APYs, liquidity depth, volatility, slippage, routing quality. Delivered via Kafka, Snowflake, or low-latency API/feeds. What it solves:
- Market makers and treasuries want to know where to deploy liquidity or route trades for best yield and least slippage.
- Today’s view is fragmented across dashboards, often delayed, and protocol-specific.
- Customers need a single, standardized “truth” across protocols/chains to drive automated execution.