Quotes on Upscale come from three sources: the Stork and Pyth Network oracles for crypto assets, and Upscale's own Upscale Price Index mechanism for synthetic stocks, WTI crude oil and stock indices.
Price sources
A next-generation oracle built for ultra-low latency. It refreshes price data at intervals under 1 millisecond, gathering information from the largest centralised exchanges. The data is digitally signed and delivered to TON over websockets.
- Ultra-low latency — updates are effectively instant.
- Off-chain aggregation — collecting prices off-chain keeps latency down.
- Broad coverage — data from leading exchanges.
- Built for derivatives — suited to futures and high-frequency trading.
More in the Stork documentation.
Aggregates data from more than 65 sources, including crypto exchanges and equity and currency markets. It runs on Solana infrastructure and delivers data through the Wormhole protocol for cross-chain integration.
- A wide range of sources — pricing draws on several markets.
- High update frequency — more than 700 updates per second.
- Cross-chain compatibility — data delivered via Wormhole.
More in the Pyth documentation.
Upscale's own pricing mechanism for synthetic stocks, WTI crude oil and stock indices. In the terminal these instruments carry a "Powered by Upscale Price Index" label.
Stocks and commodities. The mechanism aggregates quotes from the corresponding futures markets on major CEXs and DEXs. The data is validated, combined and refreshed in real time, so quotes stay available around the clock — even when the underlying exchange is closed.
Stock indices. Prices are formed from aggregated market data on the corresponding futures markets: each instrument uses the futures market tied to its stock index. The resulting price is used to build the chart, execute trades and calculate PnL. GER40 and EU50 are quoted in euros, with conversion to dollars applied automatically.
What this gives a trader: quotes for synthetic stocks and WTI crude oil refresh around the clock even when the underlying exchange is closed, while index instruments reflect the level of the futures market behind the index rather than the scale of an ETF proxy.
Which instruments fall into each category, and which source serves them, is set out on the Trading Assets page.
How the price is formed
The platform uses a single price built on aggregated liquidity, resting on two components.
| Component | How it is calculated |
|---|---|
| Index Price | from aggregated data weighted by trading volumes across exchanges, with anomalous values discarded |
| Market Price | always matches the Index Price and is delivered by the oracle; execution happens at a price reflecting the combined liquidity of the largest CEXs |
Aggregation accounts for order book depth on leading CEXs and the balance between long and short positions. The trader sees one price chart and one price, with no split between Market and Index Price in the interface.