Experimental

Indexing and market data

How TwentyPad turns onchain events into discovery data.

Updated September 5, 2026
On this page

#Data sources

The application indexes factory Launched events and Uniswap v4 PoolManager Swap events for known TwentyPad pool IDs. Client pages query indexed data instead of scanning historical logs from the browser.

#Bounded synchronization

Factory and market cursors advance independently. The current defaults use 10-block eth_getLogs ranges, process at most 1,000 blocks per cursor per invocation, throttle requests, and retry transient failures.

#Immediate updates

A confirmed launch can be decoded and inserted immediately through the token upsert endpoint. Confirmed swaps can similarly update trade and market records without waiting for the historical cursor.

#USD values

USDC maps directly to USD. ETH and tokenized-stock quotes require a configured external reference price. When no reliable price is configured, the interface keeps values in the quote unit instead of inventing a conversion.

Evolving subsystem

Indexer behavior and market-data coverage will continue to improve. Interfaces should tolerate delayed or unavailable metrics.

© 2026 TwentyPadBase only · Unaudited