Oracle

dovs and safu price feeds are sourced from pyth, supra, okx, cetus, and coingecko most options use the oracle price at the time of settlement, with two exceptions $typus options are settled using a 5 minute twap (time weighted average price) weekly btc call options (deposit and bid in xbtc) use the 1 hour twap of okx btc/usd https //www okx com/trade market/expiry/option index for settlement pair settlement main settlement backup options pricing sui/usd pyth sui/usd https //insights pyth network/price feeds/crypto sui%2fusd supra sui/usdt https //supra com/data/details?instrumentname=sui usdt\&providername=supra usdt/usd https //supra com/data/details?instrumentname=usdt usd\&providername=supra powertrade sui options https //power trade/trade/options/sui/ typus/usd cetus sui/typus https //app cetus zone/swap?from=0x2 sui sui\&to=0xf82dc05634970553615eef6112a1ac4fb7bf10272bf6cbe0f80ef44a6c489385 typus typus pyth sui/usd https //insights pyth network/price feeds/crypto sui%2fusd coingecko typus/usd https //www coingecko com/coins/typus cetus sui/typus https //app cetus zone/swap?from=0x2 sui sui\&to=0xf82dc05634970553615eef6112a1ac4fb7bf10272bf6cbe0f80ef44a6c489385 typus typus pyth sui/usd https //pyth network/price feeds/crypto sui usd hasui/usd pyth hasui/usd https //insights pyth network/price feeds/crypto hasui%2fusd supra hasui/sui https //supra com/data/details?version=2\&instrumentname=hasui sui\&providername=supra sui/usdt https //supra com/data/details?instrumentname=sui usdt\&providername=supra usdt/usd https //supra com/data/details?instrumentname=usdt usd\&providername=supra powertrade sui options https //power trade/trade/options/sui/ sca/usd pyth sca/usd https //insights pyth network/price feeds/crypto sca%2fusd supra sca/usdt https //supra com/data/details?version=2\&instrumentname=sca usdt\&providername=supra usdt/usd https //supra com/data/details?instrumentname=usdt usd\&providername=supra bybit sca/usdt https //www bybit com/trade/spot/sca/usdt haedal/usd pyth haedal/usd https //insights pyth network/price feeds/crypto haedal%2fusd supra haedal/usdt https //supra com/data/details?instrumentname=haedal usdt\&providername=supra usdt/usd https //supra com/data/details?instrumentname=usdt usd\&providername=supra bybit haedal/usdt https //www bybit com/trade/spot/haedal/usdt btc/usd pyth btc/usd https //insights pyth network/price feeds/crypto btc%2fusd supra btc/usd https //supra com/data/details?instrumentname=btc usd\&providername=supra deribit btc options https //www deribit com/options/btc okx btc options https //www okx com/trade option chain/btc usd eth/usd pyth eth/usd https //insights pyth network/price feeds/crypto eth%2fusd supra eth/usd https //supra com/data/details?instrumentname=eth usd\&providername=supra deribit eth options https //www deribit com/options/eth sol/usd pyth sol/usd https //insights pyth network/price feeds/crypto sol%2fusd supra sol/usdt https //supra com/data/details?instrumentname=sol usdt\&providername=supra usdt/usd https //supra com/data/details?instrumentname=usdt usd\&providername=supra bybit sol options https //www bybit com/trade/option/usdt/sol perps major markets are using pyth price feeds however, to ensure the stability of trading altcoins such as the $typus perpetual market, we’ve implemented an advanced price guard mechanism price keeper it utilizes a multi dimensional algorithmic framework to calculate the index price this system is specifically engineered to resist price manipulation and ensure fairness during liquidations core technical framework logarithmic weighting by applying a logarithmic scale, the system balances the influence of large and small trades this prevents abnormally large whale trades from disproportionately dominating the price distribution and skewing the index price exponential decay a half life parameter is used to control the influence of historical data over time old weights automatically decay as new data points are added to the system through the time decay function, the system can calculate the precise aggregate weight for any given timestamp, ensuring the price reflects the most current market sentiment volatility filtering price movements are limited based on the asset's annualized volatility the system automatically filters out "flash crash" events or erroneous price quotes caused by oracle delays, and ensures that liquidations are triggered only by genuine market moves, not by temporary technical glitches or scam wicks smart data cleaning when the data pool exceeds its designated soft cap , the system automatically purges low weight data this keeps the calculation engine lean and focused on the most relevant, recent market data unified percentile algorithm the bid, ask, and index prices are all derived from the same mathematical distribution logic the algorithm strictly enforces the pricing chain of bid ≤ index ≤ ask this eliminates arbitrage opportunities and provides a transparent, predictable pricing structure for traders