requested updates

Author: aditya520

pages/price-feeds/_meta.json

@@ -26,7 +26,7 @@
   "use-real-time-data": "Use Real-Time Price Data",
   "fetch-price-updates": "Fetch Price Updates",
   "schedule-price-updates": "Schedule Price Updates",
-  "combine-two-price-feeds": "Combine Two Price Feeds / Derive a Cross Rate",
+  "derive-cross-rate": "Derive Cross Rate",
   "migrate-an-app-to-pyth": "Migrate an App to Pyth",
   "use-pyth-for-morpho": "Use Pyth for Morpho Markets",
   "publish-data": "Publish Data",

pages/price-feeds/combine-two-price-feeds.mdx renamed to pages/price-feeds/derive-cross-rate.mdx

@@ -1,6 +1,6 @@
 import { Callout } from "nextra/components";
 
-# Combine Two Price Feeds / Derive a Cross Rate
+# Derive Cross Rate
 
 This guide shows how to combine two price feeds to derive a cross rate. These are also known as "synthetic" price feeds.
 Cross rates or Synthetic Price feeds are useful for trading pairs that are not directly supported by Pyth.
@@ -20,7 +20,7 @@ $$
 
 ## Derive a cross rate
 
-Pyth provides [`deriveCrossRate`](https://github.com/pyth-network/pyth-crosschain/blob/main/target_chains/ethereum/sdk/solidity/PythUtils.sol#L77) function to combine two price feeds.
+The Pyth Solidity SDKprovides [`deriveCrossRate`](https://github.com/pyth-network/pyth-crosschain/blob/main/target_chains/ethereum/sdk/solidity/PythUtils.sol#L77) function to combine two price feeds.
 This method is available in [Pyth solidity SDK](https://github.com/pyth-network/pyth-crosschain/tree/main/target_chains/ethereum/sdk/solidity).
 
 This method takes the following parameters:
@@ -35,13 +35,6 @@ Returns:
 
 - `crossRate`: The computed cross rate (a / c), scaled to targetExponent.
 
-### ⚠️ Things to Keep in Mind
-
-- The function reverts if either price is **negative**, or if any exponent is **less than -255**.
-- The result is rounded down. If the result is smaller than 1 in the given `targetExponent{:jsx}`, it will return 0.
-- Confidence intervals are not derived in this function. If needed, you have to derive them manually.
-- Reverts with `PythErrors.ExponentOverflow{:jsx}` if `targetExponent + expo1 - expo2{:jsx}` is outside the range **[-58, 58]**.
-
 ## Example
 
 ```solidity copy
@@ -72,7 +65,7 @@ contract ExampleCrossRate {
     PythStructs.Price memory ethUsd = pyth.getPriceNoOlderThan(ethUsdId, 60);
     PythStructs.Price memory eurUsd = pyth.getPriceNoOlderThan(eurUsdId, 60);
 
-    // Derive ETH/EUR = ETH/USD ÷ EUR/USD
+    // Derive ETH/EUR = ETH/USD / EUR/USD
     int32 targetExpo = -8;
     int64 ethPerEur = PythUtils.deriveCrossRate(
       ethUsd.price,
@@ -85,9 +78,17 @@ contract ExampleCrossRate {
     return (ethPerEur, targetExpo);
   }
 }
-
 ```
 
+
+### ⚠️ Things to Keep in Mind
+
+- The function reverts if either price is **negative**, or if any exponent is **less than -255**.
+- The result is rounded down. If the result is smaller than 1 in the given `targetExponent{:jsx}`, it will return 0.
+- Confidence intervals are not derived in this function. If needed, you have to derive them manually.
+- Reverts with `PythErrors.ExponentOverflow{:jsx}` if `targetExponent + expo1 - expo2{:jsx}` is outside the range **[-58, 58]**.
+
+
 ## Additional Resources
 
 You may find these additional resources helpful.