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How is the Mark Price calculated?

Updated over 12 months ago

For Mark Price, we base our calculation on the theoretical prices of other exchanges and compute the VWAP of these theoretical prices. We filter out low-quality prices caused by manipulation and outliers and give more weight to GRVT prices.

The following are the sources used to based theoretical prices for calculation:

  • GRVT

  • Binance

  • OKX

  • Bybit

  • Deribit

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