Type Alias DatasetImportRequest

Optional; what it means, and what it accepts, depends on type. Any other value is 400.

• dex — omitted/blank keeps native per-trade event cadence: each swap at its own timestamp, so the resulting version's cadence is rt unless the swaps happen to sit on a fixed grid (see DatasetVersion.cadence). Set to 1s, 1m or 5m instead to get pre-aggregated candles at that width rather than raw trades (the resulting dataset's type becomes klines). Not every network supports every cadence — an unsupported combination fails asynchronously, not at request time (see DatasetImportState.error).
• cex — one of 1s, 5s, 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 8h, 12h, 1d, 1w, 1q, whether dataType is ticker or klines. Omitted = the finest cadence every part of the range holds.

For cex the bars are built from the finest data every part of the range holds. A cadence finer than that, or not an exact multiple of it, fails the import asynchronously (failed; the error names the finest cadence the range holds) rather than returning a dataset with a different cadence from the one asked for. So a range whose history changes cadence part-way (from 1m to 1s, say) comes out entirely at the coarser one when cadence is omitted: the dataset has no gap that is only a change of cadence.

Start of the range to fetch, inclusive. Must be before to.

A name unique among your datasets. 409 if already taken.

End of the range to fetch, exclusive. The total span is capped by your tier — a request wider than that ceiling is 400, regardless of source type.

The kind of venue to import from, the same two values as the venueType of GET /exchanges: dex — a pool/pair's own on-chain market (block dex) — or cex — a centralized exchange's market history (block cex).