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A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2

Kamat, Arati Uday
arXiv (All) · Papers
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computational-financestatistical-financetrading-and-market-microstructure
Empirical research on decentralized and Solana-native market microstructure is constrained less by method than by data: the strongest results in the field rest on a small number of Ethereum-centric datasets, and public, record-level tapes of Solana venues, cross-chain flows, and on-chain oracle beha
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