Data API
Data API Glossary
Every column the Data API returns, grouped by category, with the ones Velocity has since removed marked inline.
The Data API is live at https://data.velocity.exchange. See Data API. Some columns below describe features Velocity removed (noted inline) and are kept here only for reference until Velocity's own Data API schema is confirmed.
This is an extensive list covering every API endpoint. Pick the category of historical data to analyse from the right sidebar for quick access. ➡️ ➡️ ➡️
Shared columns
Columns in the table below are part of each category:
| Column | Unit | Precision | Description |
|---|---|---|---|
| ts | int | seconds(since 1970) | Unix timestamp of the event. |
| txSig | pubkey | Transaction signature. | |
| slot | int | Slot number of the event. | |
| user | pubkey | ||
| amount | int | ||
| programId | pubkey | Solana program identifier. On Velocity this is vELoC1audYbSYVRXn1vPaV8Axoa9oU6BYmNGZZBDZ1P on both devnet and mainnet-beta. | |
| marketType | perp/spot | Type of market where the order was filled ("Spot", "Perpetual"). Note: spot order-book trading (the DLOB) is disabled on Velocity: spot fill events no longer occur. | |
| marketIndex | int | Perpetual contract market index. See the SDK's market config (@velocity-exchange/sdk configs) for the current index-to-symbol mapping. | |
| spotMarketIndex | int | Index of the spot market. | |
| perpMarketIndex | int | Index of the perpetual contract market. | |
| userAuthority | pubkey | Public key of the user's authority account (wallet). | |
| oraclePrice | int | Oracle price at the time of an event (provided by Pyth or Pyth Lazer on Velocity, legacy Pyth pull and Switchboard are deprecated, see Account Model). |
Trades
| Column | unit | precision | description |
|---|---|---|---|
| fillerReward | int | Reward received by the filler for filling the order. | |
| baseAssetAmountFilled | int | Amount of the base asset filled in the order. | |
| quoteAssetAmountFilled | int | Amount of the quote asset filled in the order. | |
| takerFee | int | Fee charged to the taker for filling the order. | |
| makerRebate | int | Rebate provided to the maker for placing the order. | |
| referrerReward | int | Reward received by the referrer for referring the order. | |
| quoteAssetAmountSurplus | int | The vAMM's quote surplus on the fill, kept by the LPs: its spread capture (the curve versus the reference price), plus, when it shaded its price toward the book, the gap it held back between the price the taker paid and the live curve. Not related to unfilled size. | |
| takerOrderBaseAssetAmount | int | Total amount of the base asset the taker ordered to buy or sell. | |
| takerOrderCumulativeBaseAssetAmountFilled | int | Cumulative amount of the base asset filled for the taker's order. | |
| takerOrderCumulativeQuoteAssetAmountFilled | int | Cumulative amount of the quote asset filled for the taker's order. | |
| makerOrderBaseAssetAmount | int | Total amount of the base asset the maker ordered to buy or sell. | |
| makerOrderCumulativeBaseAssetAmountFilled | int | Cumulative amount of the base asset filled for the maker's order. | |
| makerOrderCumulativeQuoteAssetAmountFilled | int | Cumulative amount of the quote asset filled for the maker's order. | |
| makerFee | int | Fee charged to the maker for placing the order (if not a maker rebate). | |
| action | fill | Action type for the order fill event (e.g., "Fill"). | |
| actionExplanation | orderExpired/orderFilledWithMatch | Explanation of the action type. | |
| filler | pubkey | Address of the entity that filled the order. | |
| fillRecordId | int | Unique identifier for the order fill record. | |
| taker | pubkey | Address of the taker who placed the order. | |
| takerOrderId | int | Unique identifier for the taker's order. | |
| takerOrderDirection | long/short | Direction of the taker's order (e.g., "Buy", "Sell"). | |
| maker | pubkey | Address of the maker who placed the opposing order. | |
| makerOrderId | int | Unique identifier for the maker's order. | |
| makerOrderDirection | long/short | Direction of the maker's order (e.g., "Buy", "Sell"). | |
| int | Removed on Velocity. External spot fulfillment (Serum/Phoenix/OpenBook v2) was deleted and the spot DLOB is disabled (SpotDlobTradingDisabled); this column no longer applies. |
Market Trades
| Column | unit | Precision | Description |
|---|---|---|---|
| fillerReward | int | Reward received by the filler for filling the order. | |
| baseAssetAmountFilled | int | Amount of the base asset filled in the order. | |
| quoteAssetAmountFilled | int | Amount of the quote asset filled in the order. | |
| takerFee | int | Fee charged to the taker for filling the order. | |
| makerRebate | int | Rebate provided to the maker for placing the order. | |
| referrerReward | int | Reward received by the referrer for referring the order. | |
| quoteAssetAmountSurplus | int | The vAMM's quote surplus on the fill, kept by the LPs: its spread capture (the curve versus the reference price), plus, when it shaded its price toward the book, the gap it held back between the price the taker paid and the live curve. Not related to unfilled size. | |
| takerOrderBaseAssetAmount | int | Total amount of the base asset the taker ordered to buy or sell. | |
| takerOrderCumulativeBaseAssetAmountFilled | int | Cumulative amount of the base asset filled for the taker's order. | |
| takerOrderCumulativeQuoteAssetAmountFilled | int | Cumulative amount of the quote asset filled for the taker's order. | |
| makerOrderBaseAssetAmount | int | Total amount of the base asset the maker ordered to buy or sell. | |
| makerOrderCumulativeBaseAssetAmountFilled | int | Cumulative amount of the base asset filled for the maker's order. | |
| makerOrderCumulativeQuoteAssetAmountFilled | int | Cumulative amount of the quote asset filled for the maker's order. | |
| makerFee | int | Fee charged to the maker for placing the order (if not a maker rebate). | |
| action | fill | Action type for the order fill event (e.g., "Fill"). | |
| actionExplanation | orderFilledWithMatch/ orderFilledWithMatchJit/ orderFilledWithAmmjit | Explanation of the action type. | |
| filler | pubkey | Address of the entity that filled the order. | |
| fillRecordId | int | Unique identifier for the order fill record. | |
| taker | pubkey | Address of the taker who placed the order. | |
| takerOrderId | int | Unique identifier for the taker's order. | |
| takerOrderDirection | long/short | Direction of the taker's order (e.g., "Buy", "Sell"). | |
| maker | pubkey | Address of the maker who placed the opposing order. | |
| makerOrderId | int | Unique identifier for the maker's order. | |
| makerOrderDirection | long/short | Direction of the maker's order (e.g., "Buy", "Sell"). | |
| int | Removed on Velocity. See note above. |
Funding Rates
| Column | unit | precision | Description |
|---|---|---|---|
| recordId | int | Unique order fill identifier. | |
| fundingRate | int | Perpetual contract funding rate (long/short). | |
| fundingRateLong | int | Funding paid by long positions. | |
| fundingRateShort | int | Funding paid by short positions. | |
| cumulativeFundingRateLong | int | Long positions' cumulative funding. | |
| cumulativeFundingRateShort | int | Short positions' cumulative funding. | |
| oraclePriceTwap | int | TWAP of oracle price (period). | |
| markPriceTwap | int | TWAP of mark price (period). | |
| int | Removed on Velocity. The onchain FundingRateRecord no longer carries this field. | ||
| baseAssetAmountWithAmm | int | Total base asset in the AMM pool. | |
| int | Removed on Velocity. vAMM LP shares were removed, and the onchain FundingRateRecord no longer carries this field. |
Funding Payments
| Column | unit | precision | description |
|---|---|---|---|
| fundingPayment | int | Amount of funding paid by the user (positive for long, negative for short). | |
| baseAssetAmount | int | Amount of the base asset involved in the funding payment. | |
| userLastCumulativeFunding | int | User's last cumulative funding rate at the time of the event. | |
| ammCumulativeFundingLong | int | AMM's cumulative funding rate for long positions at the time of the event. | |
| ammCumulativeFundingShort | int | AMM's cumulative funding rate for short positions at the time of the event. |
Deposits
| Column | unit | Precision | Description |
|---|---|---|---|
| marketDepositBalance | int | Current total market deposits. | |
| marketWithdrawBalance | int | Current total market withdrawals. | |
| marketCumulativeDepositInterest | int | Total deposit interest accrued. | |
| marketCumulativeBorrowInterest | int | Total borrow interest accrued. | |
| totalDepositsAfter | int | Total market deposits after this event. | |
| totalWithdrawsAfter | int | Total market withdrawals after this event. | |
| depositRecordId | int | Unique identifier for the deposit/withdrawal record. | |
| direction | deposit/withdrawal | Deposit or withdrawal. | |
| explanation (optional) | str |
Liquidations
| Column | unit | precision | description |
|---|---|---|---|
| liquidationType | liquidatePerp/ liquidateSpot/ liquidateBorrowForPerpPnl/ liquidatePerpPnlForDeposit/ perpBankruptcy/ spotBankruptcy | Liquidation type | |
| liquidator | pubkey | Liquidator | |
| marginRequirement | int | Minimum collateral required | |
| totalCollateral | int | User's total collateral | |
| marginFreed | int | Collateral returned to user | |
| liquidationId | int | Unique liquidation ID | |
| bankrupt | bool | User became bankrupt | |
| canceledOrderIds | ListContainer | Array of canceled order IDs during liquidation | |
| liquidatePerp (marketIndex, oraclePrice, ...) | int | Liquidation type with additional details. | |
| liquidateSpot (assetMarketIndex, assetPrice, ...) | int | Liquidation type with additional details. | |
| liquidateBorrowForPerpPnl (perpMarketIndex, marketOraclePrice, ...) | int | Liquidation type with additional details. | |
| liquidatePerpPnlForDeposit (perpMarketIndex, marketOraclePrice, ...) | int | Liquidation type with additional details. | |
| perpBankruptcy (marketIndex, pnl, ...) | int | Liquidation type with additional details. | |
| spotBankruptcy (marketIndex, borrowAmount, ...) | int | Liquidation type with additional details. |
Settle PNL
| Column | Unit | Precision | Description |
|---|---|---|---|
| pnl | int | User's profit or loss. | |
| baseAssetAmount | int | Amount of base asset involved. | |
| quoteAssetAmountAfter | int | Amount of quote asset after settlement. | |
| quoteEntryAmount | int | Amount of quote asset before settlement. | |
| settlePrice | int | Settlement price. | |
| explanation | none |
Insurance Fund
The insurance fund is now 100% staker-owned on Velocity: the protocol-owned-shares path and IF rebalance instructions (transferProtocolIfSharesToRevenuePool, beginInsuranceFundSwap/endInsuranceFundSwap, IfRebalanceConfig) were removed. userIfFactor/totalIfFactor below map to the per-market insuranceFund.ifFeeFactor concept rather than a protocol/user split.
| Column | Unit | Precision | Description |
|---|---|---|---|
| vaultAmountBefore | int | Total amount deposited into the vault before the event. | |
| insuranceVaultAmountBefore | int | Total amount in the insurance vault before the event. | |
| totalIfSharesBefore | int | Total number of IF shares in circulation before the event. | |
| totalIfSharesAfter | int | Total number of IF shares in circulation after the event. | |
| userIfFactor | int | User's individual IF factor before the event. | |
| totalIfFactor | int | Total IF factor for all users before the event. |
Insurance Fund Stake
| Column | Unit | Precision | Description |
|---|---|---|---|
| action | stakeTransfer | ||
| ifSharesBefore | int | Total IF shares in circulation before staking. | |
| userIfSharesBefore | int | User's individual IF share balance before staking. | |
| totalIfSharesBefore | int | Total IF factor for all users before staking. | |
| ifSharesAfter | int | Total IF shares in circulation after staking. | |
| userIfSharesAfter | int | User's individual IF share balance after staking. | |
| totalIfSharesAfter | int | Total IF factor for all users after staking. | |
| insuranceVaultAmountBefore | int | Total amount in the insurance vault before staking. |
Data API
Indexed Velocity history over HTTP, so an app does not have to run its own indexer: what the API covers, its rate limits and request conventions, and where live trading state belongs instead.
Migrating from Drift
Velocity is a fork of Drift v2 at SDK v2.163.0-beta.0, not an upgrade in place: a new program deployment, no onchain state carried over, and every PDA address different.