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trade records one row per Buy or Sell event on a bonding curve and, on chains that index the PoolManager, one row per Swap in a graduated launch’s pool. It is the source of the trade list on the token page and of launch.volumeQuote and tradeCount.

Fields

Indexes: (launch, timestamp), trader, timestamp. Filter on launch or trader and order by timestamp for the cheap paths.
The curve emits Buy and Sell with the post-trade tokensSold and realQuote; the indexer uses those to update the launch row and the candles with the spot price after the trade, while priceQuote here is the average price the trade actually got.

Examples

Latest trades of a launch, cursor paginated:
Only curve buys, or only pool swaps:
One wallet’s trading history across every launch, with the launch it belongs to:
Trades in a time window (for a 24-hour volume figure):
Large trades only (quoteAmount is a bigint, so the threshold is a string in quote units; this is 1,000 units of the launch currency):
A single trade by id:
With curl:

Units that matter here

  • quoteAmount, fee and the _gte thresholds are quote units: the launch’s quote asset scaled to 18 decimals. Divide by 1e18 for a human amount of the currency, whatever quoteDecimals is.
  • priceQuote / 1e18 is the price per whole token in the launch currency; priceUsd / 1e18 is the same in USD at the rate current when the trade was indexed.
  • Sum quoteAmount over a window for volume; the buy rows include the fee and the sell rows exclude it, matching what launch.volumeQuote accumulates.
  • On Robinhood Chain there are no swap rows, because the shared official PoolManager is not indexed there. The testnets do record swaps. See how the data is produced.