@@ -15,34 +15,34 @@ security:
1515- APIKey : []
1616- JWT : []
1717tags :
18- - description : " \n <span data-status-page=\" 28924\" ></span>\n Exchange rate is defined\
18+ - description : " \r\ n <span data-status-page=\" 28924\" ></span>\r \n Exchange rate is defined\
1919 \ as (VWAP-24H) last 24 hour (rolling window over time) Volume Weighted Average\
2020 \ Price across multiple data sources listed on our platform. We are selecting\
2121 \ and managing the data sources that are used in the calculation based on multiple\
22- \ factors to provide data of highest quality. \n\ n Algorithm is described below:\n \
23- \n 1. Exchange rates are produced from quotes, trades, and metadata datasets.\n \
24- \ 1. Symbols that are not data_type = \" SPOT\" are excluded from the calculation.\n \
25- \ 1. Symbols from the data sources that were marked by us as not legitimate are \
26- \ excluded from the calculation.\n 1. Quotes data where the spread is outside\
22+ \ factors to provide data of highest quality. \r\n\r\ n Algorithm is described below:\r \
23+ \n\r\n 1. Exchange rates are produced from quotes, trades, and metadata datasets.\r \
24+ \n 1. Symbols that are not data_type = \" SPOT\" are excluded from the calculation.\r \
25+ \n 1. Symbols from the data sources that were marked by us as not legitimate\
26+ \ are excluded from the calculation.\r \n 1. Quotes data where the spread is outside\
2727 \ the range of ```<0$; 67%>``` are discarded. `spreadPrc = (ask - bid) / ((ask\
28- \ + bid) / 2)`\n 1. The midpoint from the quote data is used as a pricing reference\
29- \ and it's weighted by the passive cumulative volume resting on the best prices.\n \
30- \ 1. Volume from the trades is used to weight the midpoint prices in the VWAP24\
31- \ algorithm.\n 1. Midpoint data that has not been updated in the last 5 minutes\
32- \ and 1 second is discarded.\n 1. The last 24-hour volume for each symbol is\
28+ \ + bid) / 2)`\r\ n 1. The midpoint from the quote data is used as a pricing reference\
29+ \ and it's weighted by the passive cumulative volume resting on the best prices.\r \
30+ \n 1. Volume from the trades is used to weight the midpoint prices in the VWAP24\
31+ \ algorithm.\r\ n 1. Midpoint data that has not been updated in the last 5 minutes\
32+ \ and 1 second is discarded.\r\ n 1. The last 24-hour volume for each symbol is\
3333 \ updated every 4 hours when approximately 20% of the data in the sliding window\
34- \ changes (also, the list of eligible markets is updated at the same time).\n \
34+ \ changes (also, the list of eligible markets is updated at the same time).\r\ n \
3535 \ 1. Everywhere in the algorithm below, we are using asset pairs only from exchanges\
3636 \ that have the highest legitimacy rank, and the rest of the exchanges are discarded.\
3737 \ As we establish the highest-ranking exchanges that have this data for each asset\
3838 \ pair, we ensure that the highest quality data is used for each of them. The\
39- \ rank used for asset pairing is carried over to the following steps.\n 1. Every \
40- \ 1 second, we update VWAP24 data for every asset pair across all data sources.\n \
41- \ 1. For each asset pair, we also discard data that is outside the 3 sigma range\
42- \ if there are at least 3 exchanges for this asset pair.\n 1. From the VWAP24\
39+ \ rank used for asset pairing is carried over to the following steps.\r\ n 1.\
40+ \ Every 1 second, we update VWAP24 data for every asset pair across all data sources.\r \
41+ \n 1. For each asset pair, we also discard data that is outside the 3 sigma range\
42+ \ if there are at least 3 exchanges for this asset pair.\r\ n 1. From the VWAP24\
4343 \ data, we are creating a tree structure where node/vertex = asset and edge =\
44- \ rate.\n 1. By traversing the tree structure using the BFS algorithm and our\
45- \ secret sauce, we are able to establish the final exchange rates.\n "
44+ \ rate.\r\ n 1. By traversing the tree structure using the BFS algorithm and our\
45+ \ secret sauce, we are able to establish the final exchange rates.\r\ n "
4646 name : Exchange Rates
4747- description : <span data-status-page="28923"></span>
4848 name : Metadata
@@ -612,7 +612,7 @@ paths:
612612 examples :
613613 Example response :
614614 value :
615- time : 2025-09-11T06:11:43.1030295Z
615+ time : 2025-09-12T06:14:49.4885665Z
616616 asset_id_base : BTC
617617 asset_id_quote : USD
618618 rate : 10000.0
@@ -622,7 +622,7 @@ paths:
622622 examples :
623623 Example response :
624624 value :
625- time : 2025-09-11T06:11:43.1030295Z
625+ time : 2025-09-12T06:14:49.4885665Z
626626 asset_id_base : BTC
627627 asset_id_quote : USD
628628 rate : 10000.0
@@ -632,7 +632,7 @@ paths:
632632 examples :
633633 Example response :
634634 value :
635- time : 2025-09-11T06:11:43.1030295Z
635+ time : 2025-09-12T06:14:49.4885665Z
636636 asset_id_base : BTC
637637 asset_id_quote : USD
638638 rate : 10000.0
@@ -642,7 +642,7 @@ paths:
642642 examples :
643643 Example response :
644644 value :
645- time : 2025-09-11T06:11:43.1030295Z
645+ time : 2025-09-12T06:14:49.4885665Z
646646 asset_id_base : BTC
647647 asset_id_quote : USD
648648 rate : 10000.0
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