Final Report - Timeboost Auction Analytics Engine

DAO Programs & Initiatives Domain Allocator Offerings (prev Questbook)
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Timeboost Auction Analytics Engine

Hi all,

I’ve built and deployed an analytics engine for Arbitrum Timeboost. It’s live, kept current within minutes of head, and Apache-2.0.

What it is

An analytics platform that ingests every relevant Timeboost data source, the full S3 bid archive, on-chain auction events and express-lane receipts, DEX swaps, and 1-second CEX prices, into one queryable store, and serves it through a dashboard, a documented REST API, and bulk dataset exports.

The purpose is to make the microstructure of the express-lane auction inspectable: not just how much revenue the DAO earned, but who bid what and when, which controllers actually execute vs revert, where the CEX↔DEX spread that funds the auction actually sits, and what a given bidding strategy would have earned over real history.

What’s indexed today (70M+ rows indexed)

  • 4.43M bids — every bid the Auctioneer has published since launch, not just winners
  • 551,822 auction rounds + 31.6M express-lane tx receipts on Arbitrum One
  • 4.7M DEX swaps across 8 WETH-paired pools (Uniswap V3, Camelot V3, Sushi V3)
  • 30.9M 1-second Binance klines for CEX↔DEX spread and markout analysis
  • 14k reserve-pricer snapshots + all on-chain reserve price changes

Every source is continuously forward-filled. ClickHouse handles analytics, Postgres holds job state, and all cursors persist so the stack is restart-safe.

What it adds on top of the Entropy Advisors Dune dashboard

The Entropy Advisors Dune dashboard covers the top-line view — revenue, winners, daily aggregates. This tool is built to go a layer deeper:

  • Every bid, not just winners — the full pre-close archive with bidder, amount, and second-level timestamp
  • Auction-by-auction, block-by-block — every express-lane transaction joined to its round and controller, with revert status and in-block position
  • CEX↔DEX spread at per-block resolution — 1-second Binance prices aligned to on-chain DEX state, rather than daily snapshots
  • Backtesting — replay any bidding strategy over the entire round history and compare P&L against a naive baseline
  • Bulk + programmatic access — a full REST API and Parquet exports, so the underlying data is queryable and forkable, not only viewable

In the dashboard

  • Auctions — round-by-round browser, per-round bidder list, controller stats

    auctions
    auctions4110×2412 1020 KB

  • Health — revenue, HHI, competition, revert rates, per-source freshness

    health
    health4110×2412 641 KB

  • Pricing — live bid recommendations across 4 models (recent-performance, competitor-behavior, market-condition, floor-estimate) with a reasoning trace

  • Opportunity — CEX↔DEX spread heatmap, 6-horizon markout scatter, controller latency leaderboard

  • Simulator — backtest any strategy over the full round history, with a cumulative P&L curve

The REST API mirrors everything in the UI and adds Parquet exports (auction_bids, auction_results, swap_markouts, cex_dex_spread_per_block, execution_quality_daily) for bulk research.

Happy to answer any questions in the thread.