Compare like markets before combining them. Spot and perpetual prices can diverge, and stablecoin-quoted pairs require a conversion decision. Exclude stale inputs by timestamp rather than assuming an open socket means a usable quote.
Explainable output
Record which venues contributed to a result and what happens when the minimum source count is lost. Test an outlier, an inverted book and a missing conversion input; a composite should have an explicit degraded state.
Requirements to confirm
Eligible venues and market types
Conversion input policy
Outlier and stale-input rules
Minimum source and degraded-state rules
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
Crypto Price Aggregation: what to agree before connecting
Input identity
Record approved sources, instrument definitions and symbol mappings.
Selection policy
Agree primary/backup, aggregation or distribution rules for each relevant consumer.
Health signals
Define freshness, source status, outlier handling and recovery thresholds.
Operational evidence
Retain policy versions, source changes and the reason for fallback or rejection.
Treat source health as a per-instrument decision
A production workflow for digital assets needs explicit rules for admitting, selecting and excluding inputs. Normalize definitions before comparing prices. A source that remains connected can still be stale for an individual instrument; expose that distinction in operations.
What to test
Remove the primary input and observe the documented recovery state.
Keep a connection open while stopping updates for one symbol.
Verify that source changes are visible in operational records.