Arbitrum

Price and Liquidity Aggregators

Daily Average Oracle (WETH)

Configured to provide high-precision price and medium-precision liquidity data for WETH pairs, averaged over 24 hours.

• Contract address: 0x9c13Af75dA9684E0927437598f8caFbeAfa25d86
• Contract version: 4.0.0
• Type: Geometric-mean TWAP, harmonic-mean TWAL
  • Period: 24 hours
  • Granularity: 1
• Update thresholds:
  • Price: 0.5% or every 4 hours
  • Liquidity: 10% or every 8 hours
• Validation:
  • Required liquidity for each underlying oracle:
    • Minimum token liquidity value: 5 WETH
    • Minimum quote token liquidity: 5 WETH
    • Acceptable ratio: between 1:100 and 100:1
  • Minimum valid sources: 1
  • Offchain pegging
• Aggregation strategy: Quote token weighted geometric mean average

Median Filtered Daily Average Oracle (WETH)

Configured to provide high-precision price and medium-precision liquidity data for WETH pairs, recording the median price and liquidity of three 24-hour TWA observations.

• Contract address: 0xCc9bb35d5a120cE95fAD3f036ef91662c4E3A9C9
• Contract version: 4.0.0
• Type: Median filtered oracle
• Source oracle: Daily Average Oracle (WETH)
• Aggregation parameters:
  • Observation offset: 0
  • Observation increment: 1
  • Observation amount: 3

7d Daily Volatility Oracle (WETH)

Configured to provide historical price volatility, measured in log returns, for WETH pairs over seven days.

• Contract address: 0xC22FBc6782b635f96A453C34007c4b68236Dbf51
• Contract version: 4.0.0
• Type: Historical price volatility oracle
• Source oracle: Daily Average Oracle (WETH)
• Aggregation parameters:
  • Observation offset: 0
  • Observation increment: 1
  • Observation amount: 7 (8 observations are required to calculate 7 deltas)

Thirty Minute Average Oracle (WETH)

Configured to provide high-precision price and medium-precision liquidity data for WETH pairs, averaged over 30 minutes.

• Contract address: 0x5aaBc28d974D27a67E536721b9c9C9C5d044e915
• Contract version: 4.0.0
• Type: Geometric-mean TWAP, harmonic-mean TWAL
  • Period: 30 minutes
  • Granularity: 1
• Update thresholds:
  • Price: 0.5% or every 4 hours
  • Liquidity: 10% or every 8 hours
• Validation:
  • Required liquidity for each underlying oracle:
    • Minimum token liquidity value: 5 WETH
    • Minimum quote token liquidity: 5 WETH
    • Acceptable ratio: between 1:100 and 100:1
  • Minimum valid sources: 1
  • Offchain pegging
• Aggregation strategy: Quote token weighted geometric mean average