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Definition

The Price endpoints provide unweighted price data for all assets and pairs across every supported decentralized exchange. This includes both real-time and historical data, with full historical coverage available from genesis due to node-level infrastructure support.

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Details

The Price endpoints are segmented into two categories:
  • Asset Prices: Reflect a time-weighted average price across all actively traded pairs for a given asset. The default calculation uses a VWAP lookback period of 1 (i.e., the most recent minute), but this lookback window is configurable. This method avoids skewed pricing due to anomalies in low-liquidity pairs and is often referred to as a “global” or “reference” price.
  • Pair Prices: Provide unweighted pricing for specific trading pairs (e.g., WBTC/WETH) at a given time. These are calculated using OHLCV data with the formula:
    Price = (Open + High + Low + Close) / 4
All prices are denominated in ETH and updated at a one-minute frequency.

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API Endpoints

Asset Level Pair Level

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Availability

  • Delivery Methods: Available via REST API for historical time-series data and via WebSocket for real-time data streams.
  • Update Frequency: Price data is refreshed with each new block.
  • Coverage: Includes all assets and trading pairs across supported decentralized exchanges.

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Frequently Asked Questions

How is this different from the TWAP and VWAP price data?
  • These endpoints return unweighted prices, whereas TWAP (Time-Weighted Average Price) and VWAP (Volume-Weighted Average Price) use respective weighting mechanisms. Unweighted prices offer a direct average based on OHLCV-derived values.
What is the latency of the Prices endpoints?
  • Average latency is 100–300 milliseconds.
Is it possible to get price data for a specific exchange?
  • Price endpoints calculate global averages across all decentralized exchanges. For exchange-specific data, use the OHLCV endpoints which support exchange filtering.
How is the price for a specific asset, such as WETH, calculated?
  • For asset-level pricing, prices are computed by averaging the prices of all actively traded pairs involving the asset within the most recent minute. The pair prices are calculated using the formula (O+H+L+C)/4 and then averaged to determine the asset price.