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block_number
int64
21.1M
25.1M
block_timestamp
timestamp[ms, tz=UTC]date
2024-10-31 23:59:54
2026-04-30 23:59:42
aave_v3_lending_apr
float64
0.02
0.59
aave_v3_borrow_apr
float64
0.03
0.65
aave_v3_utilization
float64
0.56
1
aave_v3_tvl_usd
float64
1.41B
6.1B
morpho_blue_lending_apr
float64
0.01
0.39
morpho_blue_borrow_apr
float64
0.02
0.39
morpho_blue_utilization
float64
0.43
1
morpho_blue_tvl_usd
float64
20.3M
153M
euler_v2_lending_apr
float64
0
1.01
euler_v2_borrow_apr
float64
0.01
1.01
euler_v2_utilization
float64
0.22
1
euler_v2_tvl_usd
float64
1.72M
53.3M
compound_v3_lending_apr
float64
0.02
0.32
compound_v3_borrow_apr
float64
0.03
0.36
compound_v3_utilization
float64
0.62
0.99
compound_v3_tvl_usd
float64
0
0
spark_lending_apr
float64
0
0.26
spark_borrow_apr
float64
spark_utilization
float64
0.05
1.01
spark_tvl_usd
float64
1.13M
200M
fluid_lending_apr
float64
0.02
0.23
fluid_borrow_apr
float64
fluid_utilization
float64
0.85
0.85
fluid_tvl_usd
int64
91.5M
379M
eth_usd
float64
1.47k
4.83k
usdc_usd
float64
1
1.01
usdc_peg_dev_bp
float64
-26.66
82.8
f1_dsr_apr_frac
float64
0.01
0.12
f1_dsr_apy_pct
float64
1.25
11.5
gas_price_gwei
float64
25
25
usdc_peg
float64
1
1.01
usdt_peg
float64
21,136,979
2024-10-31T23:59:54
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End of preview. Expand in Data Studio

ICICPE 2026 — Event-Time 6-Way DeFi Lending Panel

Per-block (≈12 s grid) panel of USDC supply markets across the six largest Ethereum-L1 lending protocols (Aave V3, Compound V3, Spark, Morpho Blue, Euler V2, Fluid; ~67 % of ~$54 B TVL), Nov 2024 → Apr 2026.

This dataset is the headline input table for:

"Event-Time MCDM Allocation across DeFi Lending Protocols: An HFT-Inspired Methodology with Walk-Forward Validation." Sergei Solovev, WorldQuant University, 2026 (ICICPE SCOPUS Vol-2).

Paper repository (reproducible end-to-end pipeline, T1/T2/T3 training artefacts, walk-forward equity parquets, Institutional Dossier): https://github.com/SergeySolovyev/icicpe-2026-event-time-mcdm-defi

Production live agent (per-block loop, Flashbots private mempool, Tier 5 observability): https://github.com/SergeySolovyev/event-time-mcdm-agent

File

per_block_panel.parquet (≈72 MB) — one row per Ethereum block, columns:

Family Columns Notes
Index block_number, timestamp Ethereum L1 mainnet
Per-protocol supply APR aave_apy, compound_apy, spark_apy, morpho_apy, euler_apy, fluid_apy annualized, decimal
Per-protocol utilization aave_util, compound_util, … 0–1
Per-protocol TVL aave_tvl, compound_tvl, … USDC, no decimals
F1 lead-rate dsr_rate, dsr_rate_lag_300, dsr_rate_lag_1800 Maker DSR + lagged
F3 fragmentation top_apy, top_protocol, spread_top_runner_up, pairwise spread_{i}_{j} computed columns
F4 related eth_usd, gas_log10, usdc_peg_dev gas placeholder 25 gwei const (see Limitations §VII (ii) in paper)

Build

The panel is produced by stitching per-event subgraph/RPC fetches onto a uniform per-block grid. Source code lives in the paper repo under data/build_per_block_panel.py. Reproduce with:

git clone https://github.com/SergeySolovyev/icicpe-2026-event-time-mcdm-defi
cd icicpe-2026-event-time-mcdm-defi
python -m scripts.finalize_6way_pipeline

Citation

@misc{solovev2026eventtime,
  author = {Sergei Solovev},
  title  = {Event-Time MCDM Allocation across DeFi Lending Protocols},
  year   = {2026},
  note   = {ICICPE 2026 SCOPUS Vol-2 submission; per-block panel and
            walk-forward equity parquets at HuggingFace Datasets
            \texttt{sssolovjov/icicpe-2026-defi-panel}},
}

License

Released under CC-BY-4.0 — free use with attribution.

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