How to Leverage Programability on Data

Explore examples of how developers are leveraging SEDA in production to secure billion of dollars in transaction volume.

Use these modular building blocks to shape your oracle program feeds exactly how you need them. Combine any of the tools below, or add your own custom logic, to produce a price feed in the precise format, cadence, and structure required for your application. Whether you’re smoothing volatility, blending sources, repricing assets, or constructing fully bespoke indices, you can program feeds to behave exactly as your market or protocol demands.

Custom EMA Smoothing

Add custom time-aware Exponential Moving Averages (EMAs) to smooth volatility, provide predictable price evolution during low liquidity periods, and maintain price continuity across multiple sessions.

Price Update Clamps

Apply clamping to price updates to limit how much a price can jump per update. This ensures price feeds remain usable and safe for perpetual markets. For example, use a 50 bp clamp to limit volatility on a tick-by-tick basis.

Inverse Pairs

Flip any existing pair into its inverse version. EUR/USD becomes USD/EUR, JPY/USD becomes USD/JPY, and BTC/ETH becomes ETH/BTC.

Alternative Denominated Assets

Reprice any pair into a different FX rate, stablecoin, or token. For example, convert BTC/USD into BTC/JPY, BTC/KRW, or BTC/USDC. You can also apply inverse logic, repricing BTC/USD into EURC/BTC.

24/7 session aware RWAs

Combine pre-market, market, post-market, and overnight sessions, and weekend trading into a single 24/7 price feed for US and foreign equities, commodities,

Create Custom Indices and Asset Baskets

Build fully custom baskets of assets from multiple sources across any asset class. For example, create a BTC Beta basket that combines the spot price of BTC/USD from major CEXs, the perpetual market price on Hyperliquid, the IBIT iShares ETF, MARA Marathon Digital Holdings stock price, and CME bitcoin futures.

Advanced Fallback Logic and Redundancy

Define ordered primary, secondary, and tertiary data sources to ensure continuous, reliable price outputs. If a primary source becomes unavailable or deviates beyond defined thresholds, automatically fail over to secondary sources. You can blend fallback sources, apply confidence weighting, or output a temporary composite price until the primary source returns. This ensures feeds remain live, stable, and resilient under all market conditions.

Multi-source Price-Blending

Aggregate prices from multiple venues or providers to produce a single, robust reference price. Use mean, median, or custom weighting logic, and dynamically adjust source weights based on real-time volume, liquidity, or confidence scores. This approach improves accuracy, reduces outlier impact, and creates a more manipulation-resistant price feed suitable for high-integrity trading environments.

Last updated 3 months ago

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