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:
BTC
- Binance TUSD
- Binance USDC
- Bitstamp USD
- Bittrex USD
- Coinbase USD
- Coinbase USDC
- Kraken USD
- Okex USDC
- FTX USD
- FTXUS USD
ETH
- FTX USD
- FTXUS USD
- Binance TUSD
- Binance USDC
- Bitstamp USD
- Bittrex USD
- Coinbase USD
- Coinbase USDC
- Kraken USD
USDT
- FTX USD
- FTXUS USD
- Binance TUSD
- Binance USDC
GRT
- Binance GRT/USDT
- Huobi GRT/USDT
- OKEx GRT/USDT
- FTX GRT/USD
ALGO
ATOM
BCH
BNB
- Binance BNB/TUSD
- Binance BNB/USDC
- Gateio BNB/USDT
- FTX BNB/USD
- FTX BNB/USDT
- FTX BNB/BTC
BSV
- Bitfinex BSV/BTC
- Bittrex BSV/BTC
- Bittrex BSV/USD
- Huobi BSV/BTC
- Huobi BSV/USDT
- OKEx BSV/BTC
- OKEx BSV/USDT
EOS
LEO
LTC
TRX
XRP
HT
OKB
- OKEx OKB/USDT
- OKEx OKB/BTC
- FTX OKB/USD
ETC
LINK
MATIC
- Binance MATIC/BTC
- Binance MATIC/USDT
- FTX MATIC/USD
- BitMax MATIC/USDT
DOGE
ASD
ADA
TOMO
XTZ
- Binance XTZ/BTC
- Binance XTZ/USDT
- Bitfinex XTZ/BTC
- Coinbase XTZ/USD
- Coinbase XTZ/BTC
- Kraken XTZ/USD
- Kraken XTZ/BTC
- OKEx XTZ/BTC
- OKEx XTZ/USDT
TRYB
- FTX TRYB/USD
PAXG
XAUT
- FTX XAUT/USD
- Bitfinex XAUT/USD (Note we multiply this by [BTC Index] / [Bitfinex BTC/USD])
- Bitfinex XAUT/USDT
- FTX BRL/USD
- FTX CEL/USD
THETA
KNC
COMP
CUSDT
BAL
MKR
VET
- Huobi BTC
- Binance BTC
- Binance USDT
SXP
DMG
DOT
RUNE
- FTX USD
- FTX USDT
- Binance USDT
- Binance BTC
AMPL
MTA
SOL
XMR
ZEC
SUSHI
AAVE
CREAM
HNT
UNI
NEO
FLM
AVAX
YFI
OMG
FIL
CHZ
- Binance BTC
- Binance USDT
- FTX USD
SNX
- Binance USDT
- KRAKEN USD
- HUOBI USDT
- OKEx USDT
WAVES
- Binance BTC
- Binance USDT
- Huobi USDT
- OKEx USDT
XLM
- Binance BTC
- Binance USDT
- OKEx USDT
- Coinbase USD
- Kraken USD
GRT
- Binance USDT
- Huobi USDT
- OKEx USDT
- FTX USD
1INCH
- OKEx USDT
- FTX USD
RSR
- OKEx USDT
- Binance USDT
- Huobi USDT
FTT
- FTX USD
- Binance USDT
- Huobi USDT
SECO
- FTX USD
HOLY
- FTX/USD
EGLD
- OKEx USDT
- Binance USDT
- Binance BTC
YFII
- OKEx USDT
- Huobi USDT
- Binance USDT
ALPHA
- FTX USD
- Binance USDT
- Binance BTC
BAND
- OKEx USDT
- Huobi USDT
- Binance USDT
CRV
- Gateio USDT
- Huobi USDT
- Binance USDT
KSM
- OKEx USDT
- Binance USDT
- Huobi USDT
TRU
- FTX USD
- FTX USDT
- Binance USDT
- Binance BUSD
ONT
- Binance BTC
- Binance USDT
- Huobi BTC
- Huobi USDT
- Okex USDT
BTT
- Okex USDT
- Binance USDT
- Binance BUSD
- Huobi USDT
- Gateio USDT
REN
- Huobi BTC
- Huobi ETH
- Binance BTC
BADGER
- FTX USD
- Huobi USDT
- OKEx USDT
BAO
- FTX USD
- Gateio USDT
LINA
- FTX USD
- Huobi USDT
PERP
- FTX USD
SRM
- Binance USDT
- FTX USD
- FTX USDT
- OKEx USDT
ROOK
- FTX USD
- FTX USDT
- Gateio USDT
LUNA
- Binance USDT
- Binance BTC
- Huobi USDT
FIDA
- FTX USD
- FTX USDT
RAY
- FTX USD
- FTX USDT
FTM
- Binance USDT
- Binance BTC
- FTX USD
KIN
- FTX USD
- FTX USDT
AR
- Huobi USDT
- Bittrex BTC
- Gateio USDT
ENJ
- Binance BTC
- Bittrex BTC
- Binance USDT
ZRX
- Binance USDT
- Coinbase USD
- OKEx USDT
BNT
- Binance USDT
- Bittrex USD
- OKEx USDT
QTUM
- Binance USDT
- Huobi USDT
- OKEx USDT
- OKEx BTC
ZIL
- Binance USDT
- Huobi USDT
- OKEx USDT
DASH
- Binance BTC
- Kranken USD
- Huobi USDT
- OKEx USDT
FLOW
- Kranken USD
- Huobi USDT
- OKEx USDT
KAVA
- Binance BTC
- Binance USDT
- Gateio USDT
REEF
- Binance USDT
- Huobi USDT
- FTX USD
NEAR
- Binance USDT
- Huobi USDT
CAKE
- Binance USDT
- Binance BTC
LRC
-
Binance BTC
-
Gateio USDT
-
OKEx BTC
-
OKEx USDT
OXY
- FTX USD
- FTX USDT
- Gateio USDT
SAND
- Binance USDT
- OKEx USDT
- Huobi USDT
DENT
- Binance USDT
- Binance ETH
- Kucoin BTC
NPXS
- Binance USDT
- Binance ETH
- Bittrex BTC
- Huobi BTC
CRO
- Bittrex USDT
- Huobi USDT
- Huobi BTC
- OKEx USDT
MAPS
- FTX USDT
- FTX USD
SC
- Binance USDT
- Huobi USDT
- Kraken USD
HOT
- Binance USDT
- Binance ETH
- Gateio USDT
STMX
- Binance USDT
- Binance BTC
- FTX USD
SRN
- Bittrex BTC
- Huobi BTC
- Huobi ETH
IOTA
- Binance BTC
- Binance USDT
- Bintfinex BTC
- Houbi USDT
- OKEx USDT
AUDIO
- Binance USDT
- Binance BTC
- FTX USD
- FTX USDT
ALCX
- FTX USD
CONV
- FTX USD
- Gateio USDT
- OKEx USDT
HBAR
- Binance BTC
- Binance USDT
- OKEx USDT
ORBS
- Kucoin USDT
- OKEx USDT
- FTX USD
STORJ
- FTX USD
- Binance USDT
- OKEx USDT
- Huobi USDT
SKL
- FTX USD
- Binance USDT
- OKEx USDT
- Huobi USDT
PUNDIX
- FTX USD
HUM
- FTX USD
XEM
- Binance BTC
- Huobi USDT
- OKEx USDT
AXS
- FTX USD
- Binance USDT
- Huobi USDT
STX
- Binance BTC
- Binance USDT
DAWN
- FTX USD
- Bittrex BTC
RAMP
- FTX USD
- Binance BTC
- Binance USDT
SHIB
- FTX USD
- Huobi USDT
- OKEx USDT
ICP
- Coinbase USD
- OKEx USDT
- Huobi USDT
SLP
- FTX USD
- Binance BUSD
- Binance USDT
CLV
- FTX USD
- Coinbase USD
C98
- Binance BUSD
- Binance USDT
- FTX USD
CHR
- Binance USDT
- Huobi USDT
- FTX USD
ALICE
- Binance USDT
- Binance BUSD
- FTX USD
TULIP
- FTX USD
CVC
- FTX USD
- Coinbase USD
- Okex USDT
DYDX
- FTX USD
- Binance USDT
- Okex USDT
EDEN
- Okex USDT
- FTX USD
MANA
- Binance USDT
- FTX USD
- Coinbase USD
ONE
- Gateio USDT
- Binance BTC
- Binance USDT
MCB
- FTX USD
SPELL
- FTX USD
CELO
- Binance USDT
- OKEx USDT
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 |
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.
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