Crypto Asset Prices
• The prices for each crypto asset is updated each second.
• The feed is generated by up to 20 different exchange price feeds.
• Cryptions generates a single price from a process involving taking:
◦ the average of the last trade on the exchange prices, plus
◦ adding a Geometric Brownian Motion adjustment.
• This process means each price is based on the last price generated by the exchange feeds with a GBM tweak.
• In this way the price is dislocated from any exchange feed which contributes to obstructing bad actors looking to influence the underlying market prior to executing a trade on Cryptions.