Perpetual Future Mark Price Index

Perp (Mark) Index Price
The perp index price is a volume-weighted perp price across supported exchanges, converted from USDT to USDC using a volume-weighted average of USDC-USDT and BUSD-USDT spot markets.
Exchanges: Binance, ByBit, OKX
Markets: Markets quoted in USDT and converted to USDC using volume-weighted spot price for USDC-USDT and BUSD-USDT markets
Volume: trailing four (4) hours trailing volume for each perp market
For any asset where Stork provides a mark price, it is calculated as follows:
MarkPricet=∑i=1nPerpPriceit⋅WeightitUSDT/USDCtMark Price_{t} = \frac{\sum_{i=1}^{n} Perp Price_{it} \cdot Weight_{it}}{USDT/USDC_{t}}MarkPricet​=USDT/USDCt​∑i=1n​PerpPriceit​⋅Weightit​​
​
where:
PerpPrice(it): Price of asset on exchange i at time t
Weight(it): 4-hour trailing trade volume for perp on exchange i as of time t 
and:
USDT/USDCt=∑i=1ncit⋅vit∑i=invitUSDT/USDC_{t} = \frac{\sum_{i=1}^{n}c_{it} \cdot v_{it}}{\sum_{i=i}^{n}v_{it}}USDT/USDCt​=∑i=in​vit​∑i=1n​cit​⋅vit​​
where:
c(it): the spot price for spot USDC/USDT market (or BUSD/USDT market on Binance) on exchange i at time t
v(it): 4-hour trailing volume for spot USDC/USDT market (or BUSD/USDT market on Binance) on exchange i
Note that unlike the index price, every Stork publisher follows the same calculation for the perp index price.
Available Stork Feeds
Index Price
Last modified 2mo ago