Uniswap Price Feeds

The idea here is to derive price information from on-chain DeX sources.

WBTC price and volume over time from Uniswap. This one chart covers several different fee pools and stablecoins. You get a good overview of WBTC pricing and can check visually if there is much variance by contra stable or fee.

Volumes by token and protocol gives a larger overview of the DeX landscape. This includes Uniswap and several forks and all involved tokens.

Those looks compute volume weighted average price (VWAP) a day at a time. We can also run that hourly or weekly. But we can get even more clever if needed. This shows the rolling 7 day average price where we are averaging 7 consecutive VWAPs. Maybe that is sensible. Or maybe we should weight a rolling 7 days of VWAPS by each day's volume.

This is only limited by user demand and creativity.

Here is a table that shows daily average price for every token that's been through Uniswap. There are a lot of columns.

Last updated