Market data · deployment planning

Crypto Price Aggregation

A composite crypto price depends on source eligibility, quote currency and the calculation applied to eligible observations.

Comparable inputs

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 identityRecord approved sources, instrument definitions and symbol mappings.
Selection policyAgree primary/backup, aggregation or distribution rules for each relevant consumer.
Health signalsDefine freshness, source status, outlier handling and recovery thresholds.
Operational evidenceRetain 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.

Related digital-asset workflows

Review crypto instrument definitions and continuous-market delivery.

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