To ensure the spot index price accurately reflects the spot market price of each token, we have carefully selected the market prices of 3 or more major exchanges as the weighted index constituents for each token. Measures are introduced to handle abnormal situations.
1. Spot Index Price Constituents
Asset |
Exchange |
Trading Pair |
Weight |
BTC/USD |
Bitstamp |
BTC/USD |
20% |
OKCoin |
BTC/USD |
20% |
|
Gemini |
BTC/USD |
20% |
|
Kraken |
BTC/USD |
20% |
|
Coinbase |
BTC/USD |
20% |
|
EOS/USD |
Huobi |
EOS/BTC |
25% |
Binance |
EOS/BTC |
25% |
|
Bitfinex |
EOS/BTC |
25% |
|
OKEx |
EOS/BTC |
25% |
|
LTC/USD |
Bitstamp |
LTC/USD |
25% |
Coinbase |
LTC/USD |
25% |
|
Kraken |
LTC/USD |
25% |
|
OKEx |
LTC/BTC |
25% |
|
ETH/USD |
Bitstamp |
ETH/USD |
20% |
Gemini |
ETH/USD |
20% |
|
Coinbase |
ETH/USD |
20% |
|
Bitfinex |
ETH/BTC |
20% |
|
OKEx |
ETH/BTC |
20% |
|
ETC/USD |
Coinbase |
ETC/USD |
25% |
Huobi |
ETC/BTC |
25% |
|
Binance |
ETC/BTC |
25% |
|
OKEx |
ETC/BTC |
25% |
|
BCH/USD |
Coinbase |
BCHABC/USD |
33.3% |
Binance |
BCH/BTC |
33.3% |
|
OKEx |
BCH/BTC |
33.3% |
|
XRP/USD |
Bitstamp |
XRP/USD |
25% |
Bittrex |
XRP/BTC |
25% |
|
Poloniex |
XRP/BTC |
25% |
|
OKEx |
XRP/BTC |
25% |
|
BSV/USD |
Bitfinex |
BSV/BTC |
25% |
Poloniex |
BSV/BTC |
25% |
|
Bittrex |
BSV/BTC |
25% |
|
OKEx |
BSV/BTC |
25% |
|
TRX/USD |
Huobi |
TRX/BTC |
33.3% |
Binance |
TRX/BTC |
33.3% |
|
OKEx |
TRX/BTC |
33.3 |
|
NEO |
Huobi |
NEO/BTC |
33.3% |
Binance |
NEO/BTC |
33.3% |
|
OKEx |
NEO/BTC |
33.3% |
|
LINK/USD |
Huobi |
LINK/BTC |
33.3% |
Binance |
LINK/BTC |
33.3% |
|
OKEx |
LINK/BTC |
33.3% |
Details: https://www.okex.com/markets/index-price-list
2. Spot Index Price Computation
- The latest price and volume of each index constituent is retrieved from selected exchanges in real time;
- If the relevant exchange is under maintenance, or if any constituent price/volume has no update for certain time (vary from currency), the constituent data will be temporarily treated as invalid and excluded from index calculation;
- For trading pairs with BTC as quote currency, the prices will be converted to USD by multiplying the OKEx BTC/USD index;
- Final calculation depends on the number of exchanges with valid data, details as follows:
- More than 3 exchanges with valid data: apply equally-weighted price average (however, if the price of any exchange deviates more than 3% from the median price of all exchanges, the exchange's price will be bounded within median price * 0.97 and median price * 1.03);
- Only 2 exchanges with valid data: apply equally-weighted price average;
- Only 1 exchange with valid data: its last traded price will be used as the index price directly.