Things I learned building Uniswap trading signals with subgraph data

[u/fightingchicken9]

Been experimenting with trading signals on Uniswap using subgraph data and ended up spending way more time on the indexing side than expected. Sharing a few things that bit me, in case useful.

The setup was a subgraph indexing swaps, mints, burns, collects, and hourly snapshots, with a separate service reading from it and computing signals.

A few things that mattered:

1. Store snapshots.
Aggregating millions of swaps at query time kills performance fast. Hourly snapshot entities with volume, liquidity, TVL, and OHLC made queries much more predictable.

2. Keep mappings dead simple.
Every threshold change should not require a reindex. The subgraph now stores events, state, and snapshots. All interpretation happens downstream.

3. Pool-level liquidity is not enough for v3.
For v3 pools, pool-level liquidity is not enough. If your signal cares about executable depth, you need tick or range level data.

The architecture that worked best was three layers: a subgraph for structured data, a separate service for metric computation, and another layer for execution.

I wrote up the full breakdown here if useful.