Historical Solana Data

Historical data for Solana has finally been added for the EAP option, where we are providing data starting from May 2024 to now. However the options to use the historical data are quite limited and currently only works for the aggregate data on DEXTradeByTokens. In this section, we will see some working examples for the same.

note

Trade Side Account field will not be available for aggregate queries in Archive and Combined Datasets

Historical OHLC on Solana

This query returns the historical OHLC data for a given pair along with volume and number of trades in the given interval.

For this example the pair between the tokens listed below is considered.

1. 6D7NaB2xsLd7cauWu1wKk6KBsJohJmP2qZH9GEfVi5Ui
2. So11111111111111111111111111111111111111112

{
  Solana(dataset: archive) {
    DEXTradeByTokens(
      orderBy: { descendingByField: "Block_Timefield" }
      where: {
        Trade: {
          Currency: {
            MintAddress: { is: "6D7NaB2xsLd7cauWu1wKk6KBsJohJmP2qZH9GEfVi5Ui" }
          }
          Side: {
            Currency: {
              MintAddress: { is: "So11111111111111111111111111111111111111112" }
            }
          }
          PriceAsymmetry: { lt: 0.1 }
        }
      }
      limit: { count: 10 }
    ) {
      Block {
        Timefield: Time(interval: { in: days, count: 1 })
      }
      volume: sum(of: Trade_Amount)
      Trade {
        high: Price(maximum: Trade_Price)
        low: Price(minimum: Trade_Price)
        open: Price(minimum: Block_Slot)
        close: Price(maximum: Block_Slot)
      }
      count
    }
  }
}

Important Considerations

• Each OHLC data point is calculated independently per time interval (e.g., daily). There’s no enforcement to make the Close of one candle match the Open of the next.

• Gaps are possible: Since the data is based on actual trades, if no trades occur exactly at the start or end of a day, the nearest trades before and after those timestamps will define the open and close. For instance:

  • Last trade on April 14: 23:58:12
  • First trade on April 15: 00:03:45
    These would represent the close of April 14 and open of April 15 respectively, leaving a gap in between.

• Derived from block time: All time-based grouping (daily, hourly, etc.) depends on block timestamps.

Alternative approach: You can get all trades and calculate OHLC locally in your own system. Complete guide here

Top 10 token traders

This query returns the all time top 10 token traders for a particular token, which is 6D7NaB2xsLd7cauWu1wKk6KBsJohJmP2qZH9GEfVi5Ui in this case.

query MyQuery {
  Solana(dataset: combined) {
    DEXTradeByTokens(
      limit: { count: 10 }
      orderBy: { descendingByField: "tokens" }
      where: {
        Trade: {
          Currency: {
            MintAddress: { is: "6D7NaB2xsLd7cauWu1wKk6KBsJohJmP2qZH9GEfVi5Ui" }
          }
        }
      }
    ) {
      Trade {
        Account {
          Owner
        }
      }
      tokens: sum(of: Trade_Amount)
      trades: count
    }
  }
}

Tokens Traded by an Account

This query returns the list of tokens traded by the wallet address over a period of time. The list is sorted by the amount of tokens traded, and returns token info such as mint address, name and symbol along with the total amount of tokens traded and the number of trades involving that token.

query MyQuery {
  Solana(dataset: combined) {
    DEXTradeByTokens(
      orderBy: { descendingByField: "tokens" }
      where: {
        Trade: {
          Account: {
            Owner: { is: "3CgvbiM3op4vjrrjH2zcrQUwsqh5veNVRjFCB9N6sRoD" }
          }
        }
      }
    ) {
      Trade {
        Currency {
          MintAddress
          Name
          Symbol
        }
      }
      tokens: sum(of: Trade_Amount)
      trades: count
    }
  }
}

Change in Liquidity Over a Month

This query returns the change in liquidity for a particular token pair over the last month. For this example the parameters listed below are used.

1. Primary Token - 6D7NaB2xsLd7cauWu1wKk6KBsJohJmP2qZH9GEfVi5Ui.
2. Secondary Token - So11111111111111111111111111111111111111112,
3. Pool Address - BSzedbEvWRqVksaF558epPWCM16avEpyhm2HgSq9WZyy

query MyQuery {
  Solana(dataset: combined) {
    DEXTradeByTokens(
      where: {
        Trade: {
          Currency: {
            MintAddress: { is: "6D7NaB2xsLd7cauWu1wKk6KBsJohJmP2qZH9GEfVi5Ui" }
          }
          Side: {
            Currency: {
              MintAddress: { is: "So11111111111111111111111111111111111111112" }
            }
          }
          Market: {
            MarketAddress: {
              is: "BSzedbEvWRqVksaF558epPWCM16avEpyhm2HgSq9WZyy"
            }
          }
        }
      }
      orderBy: { descendingByField: "Block_Timefield" }
      limit: { count: 1 }
    ) {
      tokenLiquidity: sum(
        of: Trade_Amount
        if: { Trade: { Side: { Type: { is: buy } } } }
      )
      wsolLiquidity: sum(
        of: Trade_Side_Amount
        if: { Trade: { Side: { Type: { is: sell } } } }
      )
      Block {
        Timefield: Time(interval: { in: months, count: 1 })
      }
      Trade {
        Market {
          MarketAddress
        }
      }
    }
  }
}

Get ATH (All-Time High) of a Token

In this query we use the 99th percentile (level: 0.99) to find the highest price of a token. We also use PriceAsymmetry and AmountInUSD in combination to filter outliers as much as possible.

Read more about quantiles here You can run the query here

{
  Solana(dataset: archive) {
    DEXTradeByTokens(
      where: {Trade: {Currency: {MintAddress: {is: "9dzSzFvPsKDoY2gdWErsuz2H1o4tbzvgBhrNZ9cvkD2j"}}}}
      limit: {count: 1}
      orderBy: {descendingByField: "aATH"}
    ) {
      aATH: quantile(of: Trade_PriceInUSD, level: 0.99)
    }
  }
}

Get ATH of Multiple Tokens

You can run it here

{
  Solana(dataset: combined) {
    DEXTradeByTokens(
      where: {Trade: {Currency: {MintAddress: {in: ["8SVVCGzYwnAkDwwvc5fSHZdCenUyhPccnGirWecVpump", "FeR8VBqNRSUD5NtXAj2n3j1dAHkZHfyDktKuLXD4pump"]}}, PriceAsymmetry: {lt: 0.01}, AmountInUSD: {gt: "10"}}}
      limit: {count: 2}
      orderBy: {descendingByField: "aATH"}
      limitBy: {by: Trade_Currency_MintAddress, count: 1}
    ) {
      Trade {
        Currency {
          Name
        }
      }
      aATH: quantile(of: Trade_PriceInUSD, level: 0.99)
    }
  }
}

Video Tutorial for Querying Historical Solana Data