build_raw_prices_dataframe

Documentation for eth_defi.derive.v3_vault_data_export.build_raw_prices_dataframe function.

build_raw_prices_dataframe(db)

Build mainnet raw price rows for the shared Parquet schema.

Every timestamp is an actual Derive observation. USD share price, USD NAV and native share supply stay in the same units as the source API; there is no hourly interpolation or substitution of the live simulated price.

Parameters

db (eth_defi.derive.v3_vault_metrics.DeriveV3VaultDatabase) – Open Derive v3 DuckDB reader.

Returns

DataFrame with the columns in RawVaultPriceRow: naive UTC timestamps, numeric USD share_price and total_assets (nullable NAV), and numeric total_supply in native shares. Empty when no mainnet history is stored. block_number is zero for these API observations.

Return type

pandas.DataFrame