PropAMM Quote Ladders

Use client.propamm_quote_ladders() when you need quote ladders from PropAMMs. This method returns standardized quote ladder events across all supported PropAMM sources.

Supported sources

All six PropAMMs produce the same standardized v2 JSONL quote-ladder schema. The recorder uses the following static Ethereum address catalogue:

PropAMM	Source ID	Router	Oracle/Engine	Additional	Notes
FermiSwap	`fermiswap`	`0x5979...3320`	`0x26e5...f312`	—	Standard
BopAMM	`bopamm`	`0xB09A...dD76`	`0xB099...D03C`	—	Standard
Kipseli	`kipseli`	`0x342b...ADCD`	`0xFe3D...e185`	—	Standard
Metric	`metric`	`0xcb41...ef91`	`0x28d9...1D39`	Pool: `0xe22F...82e0C`	Includes pool
Tempest	`tempest`	`0x0000...2149`	—	—	Standard
TaurusFi	`taurusfi`	`0x217D...D95a`	`0x8590...4c75`	—	Standard

Method signature

propamm_quote_ladders(source, market, from_=None, to=None, allow_gaps=False, output="iterator", batch_size=65536)

Parameters

Parameter	Type	Required	Notes
source	str	Yes	Source ID (e.g., `fermiswap`, `bopamm`, `kipseli`, `metric`, `tempest`, `taurusfi`)
market	str	Yes	Normalized market ID (e.g., `ethereum`)
from_	str/datetime/date/int	No	Inclusive start time (ISO 8601, datetime, date, or epoch milliseconds)
to	str/datetime/date/int	No	Exclusive end time (same formats as from_)
allow_gaps	bool	No	Return covered rows and warn instead of failing on coverage gaps
output	str	No	`iterator`, `batches`, or `dataframe`
batch_size	int	No	Maximum rows per Arrow batch; must be positive

Return value

A single-pass iterator of normalized quote ladder event dictionaries by default. With output="batches", returns flat PyArrow record batches; with output="dataframe", returns an eager Pandas DataFrame.

Example response

Standard quote ladder (FermiSwap, BopAMM, Kipseli, Tempest, TaurusFi):

[
    {
        'collector_timestamp': 1700000001000,
        'collector_sequence': 1,
        'exchange_timestamp': 1700000000000,
        'exchange_sequence': None,
        'source': 'fermiswap',
        'type': 'record',
        'data': {
            'series': 'quote_ladder',
            'values': {
                'event_id': '0x0000000000000000000000000000000000000000000000000000000000000001:0x0000000000000000000000000000000000000000000000000000000000000003:fermiswap:0x0000000000000000000000000000000000000006:0x0000000000000000000000000000000000000007',
                'chain_id': 1,
                'block_number': 20000000,
                'block_hash': '0x0000000000000000000000000000000000000000000000000000000000000001',
                'parent_hash': '0x0000000000000000000000000000000000000000000000000000000000000002',
                'transaction_hash': '0x0000000000000000000000000000000000000000000000000000000000000003',
                'transaction_index': 4,
                'router': '0x0000000000000000000000000000000000000004',
                'oracle': '0x0000000000000000000000000000000000000005',
                'token_in': '0x0000000000000000000000000000000000000006',
                'token_out': '0x0000000000000000000000000000000000000007',
                'token_in_decimals': 18,
                'token_out_decimals': 6,
                'quotes': [
                    {
                        'amount_in': '10',
                        'amount_out': '20'
                    }
                ]
            }
        }
    }
]

Metric quote ladder (includes pool field):

[
    {
        'collector_timestamp': 1700000001000,
        'collector_sequence': 2,
        'exchange_timestamp': 1700000000000,
        'exchange_sequence': None,
        'source': 'metric',
        'type': 'record',
        'data': {
            'series': 'quote_ladder',
            'values': {
                'event_id': '0x0000000000000000000000000000000000000000000000000000000000000001:0x0000000000000000000000000000000000000000000000000000000000000003:metric:0x0000000000000000000000000000000000000008:0x0000000000000000000000000000000000000006:0x0000000000000000000000000000000000000007',
                'chain_id': 1,
                'block_number': 20000000,
                'block_hash': '0x0000000000000000000000000000000000000000000000000000000000000001',
                'parent_hash': '0x0000000000000000000000000000000000000000000000000000000000000002',
                'transaction_hash': '0x0000000000000000000000000000000000000000000000000000000000000003',
                'transaction_index': 4,
                'router': '0x0000000000000000000000000000000000000004',
                'oracle': '0x0000000000000000000000000000000000000005',
                'pool': '0x0000000000000000000000000000000000000008',
                'token_in': '0x0000000000000000000000000000000000000006',
                'token_out': '0x0000000000000000000000000000000000000007',
                'token_in_decimals': 18,
                'token_out_decimals': 6,
                'quotes': [
                    {
                        'amount_in': '10',
                        'amount_out': '20'
                    }
                ]
            }
        }
    }
]

Note: These examples use artificial addresses and amounts from test fixtures. Real events contain actual blockchain addresses and computed quote amounts.

Fields

PropAMM quote ladder events use the standard v2 event envelope with the following fields:

Event envelope

collector_timestamp: when the recorder observed the envelope (milliseconds)
collector_sequence: monotonic sequence number for the collector session
exchange_timestamp: Ethereum block timestamp (milliseconds)
exchange_sequence: venue-provided sequence number or null
source: PropAMM source identifier
type: always "record" for standardized events

Data structure

Under data:

data.series: always "quote_ladder"
data.values: quote ladder contents

Quote ladder values

event_id: deterministic composite ID (transaction:source:router:token_in:token_out, or includes pool for Metric)
chain_id: EVM chain identifier
block_number: block containing the quote ladder
block_hash: canonical block hash
parent_hash: parent block hash
transaction_hash: transaction containing the quote ladder
transaction_index: transaction position within block
router: PropAMM router contract address
oracle: oracle contract address (nullable when not applicable)
pool: pool contract address (Metric only, omitted for other sources)
token_in: input token contract address
token_out: output token contract address
token_in_decimals: decimal precision for input token
token_out_decimals: decimal precision for output token
quotes: array of quote objects

Quote objects

Each quote in the quotes array contains:

amount_in: input amount as decimal string (preserves full uint256 range)
amount_out: output amount as decimal string (preserves full uint256 range)

Important details

Decimal strings: Quote amounts use decimal strings to preserve the full Ethereum uint256 range
Deterministic IDs: event_id is deterministic across retries; Metric includes its pool address in the ID
Market metadata: Each uploaded .jsonl.zst file starts with a metadata row containing source and market. The market field is intentionally omitted from individual data rows
Nullable fields: oracle is nullable when not applicable; pool is omitted unless applicable (Metric only)
Standardization only: Only quote_ladder records are standardized. Heartbeats, replay telemetry, state updates, and failures remain in raw format
No raw embedding: PropAMM explicitly disables embedding the original raw envelope into standardized rows

Example

from datetime import datetime, timedelta, timezone
from itertools import islice
from polaris_data import PolarisClient

end = datetime.now(timezone.utc)
start = end - timedelta(hours=1)

with PolarisClient() as client:
    ladders = client.propamm_quote_ladders(
        source="fermiswap",
        market="ethereum",
        from_=start,
        to=end,
    )
    print(list(islice(ladders, 2)))

How it works

client.propamm_quote_ladders() filters quote ladder rows from the standardized stream using snapshot-first replay. Each PropAMM source produces the same v2 JSONL schema, stored separately by logical source with market identifier. The standardized events preserve the full fidelity of the original PropAMM quote ladders while normalizing the envelope structure for consistent querying across all six sources.

PropAMMs for discovery, normalization, and quote-curve comparison workflows
Events for the complete v2 event envelope specification
Snapshots for raw snapshot files and data flow
Quickstart for getting started with the Python SDK

Foundation

Trade & Price Data

Orderbook & Liquidity

Derivatives Data

PropAMM Quote Ladders

Supported sources

Method signature

Parameters

Return value

Example response

Fields

Event envelope

Data structure

Quote ladder values

Quote objects

Important details

Example

How it works

​Supported sources

​Method signature

​Parameters

​Return value

​Example response

​Fields

​Event envelope

​Data structure

​Quote ladder values

​Quote objects

​Important details

​Example

​How it works

​Related documentation

Supported sources

Method signature

Parameters

Return value

Example response

Fields

Event envelope

Data structure

Quote ladder values

Quote objects

Important details

Example

How it works

Related documentation