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Perpetual Future Mark Price Index

Perp (Mark) Index Price

The perp index price is a median perp price across supported exchanges, converted from USDT to USD using a median of USDT-USD spot markets.
  • Perp Exchanges: Binance, OKX, Bybit
  • Spot Exchanges: Coinbase, Kraken, BinanceUS
  • Markets: Markets quoted in USDT and converted to USD using median spot price for USDT-USD.
For any asset where Stork provides a mark price, it is calculated as follows:
MarkPricet=median(PerpPrice0t,PerpPrice1t,...,PerpPricent)USDT/USDtMark Price_{t} = \frac{median(Perp Price_{0t},Perp Price_{1t},...,Perp Price_{nt})}{USDT/USD_{t}}
where:
  • PerpPrice(it): Price of asset on exchange i at time t
and:
USDT/USDt=median(SpotPrice0t,SpotPrice1t,...,SpotPricent)USDT/USD_{t} = median(SpotPrice_{0t},SpotPrice_{1t},...,SpotPrice_{nt})
where:
  • SpotPrice(it): Price of USDT-USD exchange i at time t
Note that unlike the index price, every Stork publisher follows the same calculation for the perp index price.