Pricing Methods
Many Data Streams aggregate prices from multiple independent providers. The pages below cover the standard crypto bid/ask construction and the specialized or derived methods used by specific stream families. They are not an exhaustive list of every stream; they explain the methods that differ from default aggregation.
| Method | Type | How the price is built | Where it applies |
|---|---|---|---|
| TWAP Streams | Time-weighted average | Average price over a rolling window, updated with each report | 24/7 TWAP streams |
| Liquidity-Weighted Bid and Ask prices | Standard crypto pricing | Bid, ask, and mid weighted by order-book depth | Crypto streams |
| DEX State Price Streams | Specialized | Aggregated from DEX pool state for assets whose liquidity is primarily onchain | DEX-dominant or DEX-exclusive assets |
| Crypto Top-of-Book Streams | Specialized | Best bid and ask from a single exchange's order book | Perpetual futures markets |
| Calculated Streams | Derived | Values computed from multiple inputs using predefined formulas | Streams whose values are derived |
For default data sourcing by asset class, see Data Sources. For the streams available in each category, see Streams & Schemas.