Index Calculation

Market price: median of last, best bid, best offer

Mark price [MP]: market price of futures if future is not paused, otherwise index price + last premium

Index price [index*]: Market price of index.

Premium: MP - index

Indices are fetched every 5 seconds

All elements of each index are weighted equally.  All elements are capped at 30bp divergence from the median.

Index constituents that don't trade against USD are modified by our other indexes to convert them into a USD value. For instance, LEO does not trade against USD/USDC/TUSD anywhere, so we are multiplying the LEO/USDT price by our USDT index and the LEO/BTC price by our BTC index.

Note that these indexes have been updated on 2020-03-27.  Those changes are reflected below.

Index: 

 

1INCH

• FTX USD
• OKEx USDT

AAVE

• FTX USD
• FTX USDT
• Binance USDT
• OKEx USDT
• Huobi USDT

ADA

• Binance BTC
• Binance USDC
• OKEx USDT
• Huobi BTC
• Huobi USDT
• Kraken USD
• Bittrex USD

AGLD

• FTX USD
• OKEx USDT
• Huobi USDT

ALCX

• FTX USD

ALGO

• Binance BTC
• Binance USDT
• OKEx BTC
• OKEx USDT
• Huobi BTC
• Huobi USDT

ALICE

• FTX USD
• Binance USDT
• Binance BUSD

ALPHA

• FTX USD
• Binance BTC
• Binance USDT

AMPL

• FTX USD
• FTX USDT
• Bitfinex BTC
• Bitfinex USD*
• Kucoin BTC
• Kucoin USDT

AR

• Huobi USDT
• Gateio USDT
• Bittrex BTC

ASD

• FTX USD

ATLAS

• FTX USD

ATOM

• Binance BTC
• Binance USDT
• OKEx BTC
• OKEx USDT
• Huobi BTC
• Huobi USDT

AUDIO

• FTX USD
• FTX USDT
• Binance BTC
• Binance USDT

AVAX

• Binance BTC
• Binance USDT
• OKEx USDT
• Huobi USDT

AXS

• FTX USD
• Binance USDT
• Huobi USDT

BADGER

• FTX USD
• OKEx USDT
• Huobi USDT

BAL

• FTX USD
• OKEx USDT
• Huobi USDT

BAND

• Binance USDT
• OKEx USDT
• Huobi USDT

BAO

• FTX USD
• Gateio USDT

BAT

• Binance BTC
• Binance USDT
• Coinbase USDC
• OKEx BTC
• OKEx USDT
• Huobi USDT

BCH

• Binance USDC
• Binance TUSD
• Coinbase USD
• Kraken USD
• Bittrex USD

BIT

• FTX USD
• Gateio USDT

BNB

• FTX BTC
• FTX USD
• FTX USDT
• Binance USDC
• Binance TUSD
• Gateio USDT

BNT

• Binance USDT
• OKEx USDT
• Bittrex BTC

BOBA

• FTX USD

BRZ

• FTX USD

BSV

• OKEx BTC
• OKEx USDT
• Huobi BTC
• Huobi USDT
• Bitfinex BTC
• Bittrex BTC
• Bittrex USD

BTC

• FTX USD
• FTXUS USD
• Binance USDC
• Binance TUSD
• Okex USDC
• Coinbase USD
• Coinbase USDC
• Kraken USD
• Bitstamp USD
• Bittrex USD
• Bittrex TUSD

BTT

• Binance USDT
• Binance BUSD
• OKEx USDT
• Huobi USDT
• Gateio USDT

C98

• FTX USD
• Binance USDT
• Binance BUSD

CAKE

• Binance BTC
• Binance USDT

CEL

• FTX USD

CELO

• Binance USDT
• OKEx USDT

CHR

• FTX USD
• Binance USDT
• Huobi USDT

CHZ

• FTX USD
• Binance BTC
• Binance USDT
• Huobi USDT

CLV

• FTX USD
• Coinbase USD

COMP

• FTX USD
• FTX USDT
• Binance USDT
• Coinbase USD
• OKEx USDT
• Huobi USDT

CONV

• FTX USD
• OKEx USDT
• Gateio USDT

CREAM

• FTX USD
• FTX USDT
• Binance BUSD
• Gateio USDT

CRO

• OKEx USDT
• Huobi BTC
• Huobi USDT
• Bittrex USDT

CRV

• Binance USDT
• Huobi USDT
• Gateio USDT

CUSDT

• FTX USD
• FTXUS USD

CVC

• FTX USD
• OKEx USDT
• Coinbase USD

DASH

• Binance BTC
• OKEx USDT
• Huobi USDT
• Kraken USD

DAWN

• FTX USD
• Bittrex BTC

DENT

• Binance USDT
• Binance ETH
• Kucoin BTC

DODO

• FTX USD
• Binance BTC
• Binance USDT

DOGE

• Binance USDT
• OKEx USDT
• Huobi USDT

DOT

• Binance USDT
• OKEx USDT
• Huobi USDT
• Gateio USDT
• Kraken USD

DYDX

• FTX USD
• Binance USDT
• OKEx USDT

EDEN

• FTX USD
• OKEx USDT

EGLD

• Binance BTC
• Binance USDT
• OKEx USDT

ENJ

• Binance BTC
• Binance USDT
• Bittrex BTC

ENS

• FTX USD
• Binance USDT
• OKEx USDT

EOS

• Binance USDC
• Binance TUSD
• Coinbase USD
• Kraken USD

ETC

• OKEx USDT
• Huobi USDT
• Bitfinex BTC
• Kraken USD

ETH

• FTX USD
• FTXUS USD
• Binance USDC
• Binance TUSD
• Coinbase USD
• Coinbase USDC
• Kraken USD
• Bitstamp USD
• Bittrex USD
• Bittrex TUSD

FIDA

• FTX USD
• FTX USDT

FIL

• Binance BTC
• Binance USDT
• Huobi BTC
• Huobi USDT
• Kraken USD

FLM

• Binance BTC
• Binance USDT
• OKEx USDT

FLOW

• OKEx USDT
• Huobi USDT
• Kraken USD

FTM

• FTX USD

FTT

• FTX USD
• Binance USDT
• Huobi USDT
• BitMax USDT

GALA

• FTX USD
• Binance USDT
• OKEx USDT

GRT

• FTX USD
• Binance USDT
• OKEx USDT
• Huobi USDT

HBAR

• Binance BTC
• Binance USDT
• OKEx USDT

HNT

• FTX USD
• Binance BTC
• Binance USDT
• BinanceUS USD

HOLY

• FTX USD

HOT

• Binance USDT
• Binance ETH
• Gateio USDT

HT

• FTX USD
• Huobi USDT
• Huobi HUSD
• Gateio USDT

HUM

• FTX USD

ICP

• OKEx USDT
• Huobi USDT
• Coinbase USD

ICX

• Binance BTC
• Binance USDT
• OKEx USDT

IOTA

• Binance BTC
• Binance USDT
• OKEx USDT
• OKEx USDT
• Houbi USDT
• Bitfinex BTC

KAVA

• Binance BTC
• Binance USDT
• Gateio USDT

KIN

• FTX USD

KNC

• Binance BTC
• OKEx USDT
• Huobi BTC 

KSHIB

• FTX USD

KSM

• Binance USDT
• OKEx USDT
• Huobi USDT

KSOS

• FTX USD

LEO

• OKEx USDT
• Bitfinex BTC
• Bitfinex USDT
• Gateio USDT

LINA

• FTX USD
• Huobi USDT

LINK

• Binance BTC
• Binance USDT
• Binance USDC
• OKEx USDT
• Huobi USDT
• Coinbase USD
• Kraken USD

LRC

• Binance BTC
• OKEx BTC
• OKEx USDT
• Gateio USDT

LTC

• Binance USDC
• Binance TUSD
• Coinbase USD
• Kraken USD
• Bitstamp USD
• Bittrex USD

LUNA

• Binance BTC
• Binance USDT
• Huobi USDT

MANA

• FTX USD
• Binance BTC
• Binance USDT
• OKEx BTC
• OKEx USDT
• Coinbase USD

MAPS

• FTX USD
• FTX USDT

MATIC

• FTX USD
• Binance BTC
• Binance USDT

MCB

• FTX USD

MEDIA

• FTX USD

MER

• FTX USD

MKR

• FTX USD
• Binance USDT
• OKEx USDT
• Huobi USDT
• Coinbase USD

MNGO

• FTX USD

MTA

• FTX USD
• FTX USDT
• Huobi USDT

MTL

• FTX USD
• Binance BTC
• Binance USDT

NEAR

• Binance USDT
• Huobi USDT

NEO

• Binance BTC
• Binance USDT
• OKEx USDT
• Huobi USDT

OKB

• FTX USD
• OKEx BTC
• OKEx USDT

OMG

• Binance BTC
• OKEx BTC
• OKEx USDT
• Huobi USDT
• Bitfinex USD
• Kraken BTC

ONE

• Binance BTC
• Binance USDT
• Gateio USDT

ONT

• Binance BTC
• Binance USDT
• OKEx USDT
• Huobi BTC
• Huobi USDT

ORBS

• FTX USD
• OKEx USDT
• Kucoin USDT

OXY

• FTX USD
• FTX USDT
• Gateio USDT

PAXG

• FTX USD
• Kraken USD
• Itbit USD

PERP

• FTX USD

POLIS

• FTX USD

PROM

• FTX USD
• Binance BUSD
• Binance BNB

PUNDIX

• FTX USD

QTUM

• Binance USDT
• OKEx BTC
• OKEx USDT
• Huobi USDT

RAMP

• FTX USD
• Binance BTC
• Binance USDT

RAY

• FTX USD

REEF

• FTX USD
• Binance USDT
• Huobi USDT

REN

• Binance BTC
• Huobi BTC
• Huobi ETH

ROOK

• FTX USD
• FTX USDT
• Gateio USDT

RNDR

• FTX USD
• Binance USDT
• Huobi USDT

RSR

• Binance USDT
• OKEx USDT
• Huobi USDT

RUNE

• FTX USD
• FTX USDT
• Binance BTC
• Binance USDT

SAND

• Binance USDT
• OKEx USDT
• Huobi USDT

SC

• Binance USDT
• Huobi USDT
• Kraken USD

SECO

• FTX USD

SHIB

• FTX USD
• OKEx USDT
• Huobi USDT

SKL

• FTX USD
• Binance USDT
• OKEx USDT
• Huobi USDT

SLP

• Binance USDT
• Binance BUSD

SNX

• Binance USDT
• OKEx USDT
• Huobi USDT
• Kraken USD

SOL

• FTX USD
• FTX USDT
• FTXUS USD
• Binance BTC
• Binance BUSD
• OKEx USDT
• BitMax USDT

SOS

• Huobi USDT
• OKEx USDT
• FTX USD

SPELL

• FTX USD

SRM

• FTX USD
• FTX USDT
• Binance USDT
• OKEx USDT
• BitMax USDT

SRN

• Huobi BTC
• Bittrex BTC

STEP

• FTX USD

STMX

• FTX USD
• Binance BTC
• Binance USDT

STORJ

• FTX USD
• Binance USDT
• OKEx USDT
• Huobi USDT

STX

• Binance BTC
• Binance USDT

SUSHI

• FTX USD
• FTX USDT
• Binance USDT
• OKEx USDT
• Huobi USDT
• Gateio USDT

SXP

• FTX USD
• Binance BTC
• Binance BUSD
• Kucoin BTC

THETA

• Binance USDT
• OKEx USDT
• Huobi USDT

TLM

• FTX USD
• Binance USDT
• Binance BUSD

TOMO

• FTX USD
• Binance BTC
• Binance USDT
• Kucoin BTC

TONCOIN

• FTX USD

TRU

• FTX USD
• FTX USDT
• Binance USDT
• Binance BUSD

TRX

• FTX USD
• Binance BTC
• Binance USDT
• Binance USDC
• OKEx USDT
• Huobi USDT
• Gateio USDT
• Bittrex USD

TRYB

• FTX USD

TULIP

• FTX USD

UNI

• FTX USD
• FTX USDT
• Binance USDT
• Okex USDT
• Huobi USDT
• Coinbase USD
• Gateio USDT

UNISWAP

• 100 pools

USDT

• FTX USD
• FTXUS USD
• Binance USDC
• Binance TUSD
• Kraken USD
• Bittrex USD

VET

• Binance BTC
• Binance USDT
• Huobi BTC

WAVES

• Binance BTC
• Binance USDT
• OKEx USDT
• Huobi USDT

XAUT

• FTX USD
• Bitfinex USD (Note we multiply this by [BTC Index] / [Bitfinex BTC/USD])
• Bitfinex USDT

XEM

• Binance BTC
• OKEx USDT
• Huobi USDT

XLM

• Binance BTC
• Binance USDT
• OKEx USDT
• Coinbase USD
• Kraken USD

XMR

• Binance BTC
• Binance USDT
• Huobi BTC
• Kraken USD

XRP

• Binance USDC
• Binance TUSD
• Bitstamp USD
• Kraken USD
• Bittrex USD

XTZ

• Binance BTC
• Binance USDT
• OKEx BTC
• OKEx USDT
• Coinbase BTC
• Coinbase USD
• Bitfinex BTC
• Kraken BTC
• Kraken USD
• Bittrex USD

YFI

• FTX USD
• FTX USDT
• Binance USDT
• OKEx USDT

YFII

• FTX USD
• OKEx USDT
• Huobi USDT

ZEC

• Binance USDT
• OKEx USDT
• Huobi USDT
• Coinbase USDC
• Kraken USD

ZIL

• Binance USDT
• OKEx USDT
• Huobi USDT

ZRX

• Binance USDT
• OKEx USDT
• Coinbase USD

 

All elements of each index are weighted equally.  All elements are capped at 30bp divergence from the median.

EXCH: All of the above markets for BNB, HT, OKB, LEO, and FTT.  Within each coin each element is weighted equally.  EXCH contains:

Ticker	Quantity
BNB	9.05
HT	60.992
OKB	57.541
LEO	222.129
FTT	71.615

DRGN: The Dragon Index contains all of the below (from ALT/MID/SHIT) markets for BTM, IOST, NEO, NULS, ONT, TUM, TRX, VET, and ARPA.  Within each coin each element is weighted equally.  DRGN contains:

Ticker	Quantity
ARPA	7926.192
BTM	1121.091
IOST	16532.377
NEO	7.627
NULS	340.347
ONT	126.894
QTUM	40.822
TRX	5138.763
VET	15283.695

 

ALT: All of the above markets for BCH, BNB, EOS, ETH, LTC, XRP, TRX, DOT, LINK, and ADA.  Within each coin each element is weighted equally.  ALT contains:

Ticker	Quantity
BCH	0.325
BNB	2.565
EOS	16.508
ETH	0.268
LTC	1.154
XRP	431.691
TRX	1250.901
DOT	16.283
LINK	6.785
ADA	543.475

  

MID: The Mid Cap index contains the following coins and quantities:

Ticker	Quantity
ALGO	24.933
ATOM	7.468
BAT	46.44
CRO	656.601
DASH	0.307
DCR	0.379
DOGE	3962.982
HT	7.276
IOTA	88.489
LEO	30.357
NEO	2.232
OKB	8.582
ONT	19.975
QTUM	3.248
VET	2073.785
XEM	280.944
XLM	656.262
XMR	0.56
XTZ	22.713
ZEC	0.327
ZRX	22.509
OMG	4.427
COMP	0.118
BSV	0.495
FTT	2.899
YFI	0.001
UNI	6.311
SNX	3.994
MKR	0.028
AAVE	0.333

 

SHIT: The Shitcoin Index contains the following coins and quantities: 

Ticker	Quantity
AE	90.7
AION	109.577
ARDR	289.037
ARPA	1409.004
BCD	23.404
BEAM	26.024
BTG	1.423
BTM	199.291
BTS	630.948
BTT	43049.882
CHZ	1271.805
CKB	2213.181
DGB	2679.856
ELF	167.133
ENJ	147.2
GNT	292.22
GRIN	16.363
GT	28.196
HBAR	297.911
HC	9.537
ICX	43.877
IOST	2938.887
KMD	25.77
KNC	21.036
LAMB	571.357
LRC	350.963
LSK	11.672
MANA	344.492
MATIC	658.699
MCO	3.155
NANO	20.295
NULS	60.502
OMG	17.647
POWR	156.025
PUNDIX	88.703
REN	244.799
REP	1.311
RVN	594.201
SC	7385.085
SNT	1035.665
STEEM	74.739
THETA	122.358
TOMO	30.848
VSYS	342.519
WAVES	12.183
XVG	4263.355
XZC	2.991
ZEN	1.633
ZIL	2405.968
ZRX	59.559

*KNC is Kyber Network

 

PRIV: The Privacy Index contains the following coins and quantities: 

Ticker	Quantity
BEAM	44.385
DCR	9.137
GRIN	29.454
KMD	95.232
XMR	2.277
XVG	13709.492
XZC	7.878
ZEC	2.945
ZEN	7.732

 

DEFI: The Decentralized Finance (DeFi) Index contains the following coins and quantities: 

*Note: Price are pulled from Coingecko as of 11/21/2020 to demonstrate each constituent's weight within the index.

Ticker	Quantity	Price	Weight	%
KNC	67.673	1.01	68.34973	2.77%
MKR	0.306	538.78	164.86668	6.68%
ZRX	243.498	0.404	98.373192	3.98%
REN	292.601	0.326	95.387926	3.86%
REP	1.752	14.75	25.842	1.05%
SNX	43.216	5.26	227.31616	9.20%
COMP	1.274	119.01	151.61874	6.14%
TOMO	25.564	0.748	19.121872	0.77%
RUNE	71.456	0.938	67.025728	2.71%
CRV	34.845	0.866	30.17577	1.22%
DOT	44.316	5.4	239.3064	9.69%
LINK	15.649	14.33	224.25017	9.08%
MTA	2.916	1.49	4.34484	0.18%
SOL	15.134	2.19	33.14346	1.34%
CREAM	0.154	52.28	8.05112	0.33%
BAND	7.826	6.7	52.4342	2.12%
SRM	16.844	1.19	20.04436	0.81%
SUSHI	34.072	1.71	58.26312	2.36%
SWRV	2.612	0.961	2.510132	0.10%
AVAX	8.057	3.89	31.34173	1.27%
YFI	0.01	27253.96	272.5396	11.03%
UNI	62.448	3.78	236.05344	9.56%
WNXM	0.665	26.73	17.77545	0.72%
AAVE	3.664	75.61	277.03504	11.22%
BAL	2.821	15.83	44.65643	1.81%

 

WSB: The WallStreetBets (WSB) Index contains the following: 

Ticker	Quantity
AMC	3.63
BB	2.76
GME	0.15
NOK	11.66
SLV	2.92
DOGE	5593.81
FTT	0.42

 

All elements of each index are weighted equally.  All elements are capped at 30bp divergence from the median.

HOLY: The Holy Trinity a pool of SRM, SOL, and FTT. 
The weights for this asset can be found here.

*Index constituents that don't trade against USD are modified by our other indexes to convert them into a USD value. For instance, LEO does not trade against USD/USDC/TUSD anywhere, so we are multiplying the LEO/USDT price by our USDT index and the LEO/BTC price by our BTC index.

 

__________________________________________