Oracle

The Hyperliquid Oracle System provides reliable price data for funding rates, margining, liquidations, and triggering Take Profit/Stop Loss orders through robust, manipulation-resistant mechanisms.


Spot Oracle Price 📈

  • Validator-computed: Published by validators every 3 seconds for high-frequency market updates

  • Weighted median of major CEX prices: Binance (3), OKX (2), Bybit (2), Kraken (1), Kucoin (1), Gate IO (1), MEXC (1), Hyperliquid (1)

  • Final clearinghouse price: Weighted median of validator-submitted prices (validators weighted by stake)

  • Usage: Primary input for funding rate calculations and mark price component

Special cases:

  • Hyperliquid-native assets (e.g., HYPE): External sources excluded until sufficient external liquidity

  • External primary liquidity (e.g., BTC): Hyperliquid spot prices excluded from oracle

Mark Price 📊

Unbiased, robust estimate of fair perpetual contract price using median of three components:

  1. Oracle price + 150-second EMA adjustment • EMA of difference between Hyperliquid mid-price and oracle price • Smooths short-term fluctuations and integrates market deviations

  2. Hyperliquid order book median • Median of best bid, best ask, and last trade price

  3. External perpetual median • Median of mid-prices from Binance (3), OKX (2), Bybit (2), Gate IO (1), MEXC (1)

Special handling: If only 2 of 3 components exist, a 30-second EMA of Hyperliquid bid/ask/last trade is added

Update frequency: ~3 seconds (synced with oracle updates) Usage: Liquidations, margin calculations, TP/SL triggers, unrealized PnL

Example

  • Spot Oracle Price: Calculated as $10,000.

  • 150-Second EMA: Indicates Hyperliquid’s mid-price is on average +$20 above the oracle price (i.e. $10,020).

  • Hyperliquid Median (Bid/Ask/Last Trade):

    • Suppose the current best bid is $10,005, the best ask is $10,015, and the last trade occurred at $10,010.

    • The median of these three numbers would be $10,010.

  • External Perpetual Median:

    • Imagine the mid-prices from these exchanges are $9,995, $10,000, and $10,010.

    • The median of these values is $10,000.

  • The mark price is computed by combining the spot oracle price with the above inputs. In our example, the final mark price might then be in the vicinity of $10,010 to $10,020 (the exact mathematical formula is not publicly disclosed), reflecting both the consensus market price and the slight premium observed on Hyperliquid.

Comparison Table: Spot Oracle Price vs. Mark Price ⚖️

Feature
Spot Oracle Price
Mark Price

Source of Data

Aggregated CEX prices and Hyperliquid price

Combination of oracle price, Hyperliquid order book data, and external perpetual markets

Update Frequency

Every 3 seconds

Every 3 seconds

Calculation Method

Weighted median (using set weights per exchange)

Composite calculation: spot oracle price + 150-second EMA adjustment + medians from Hyperliquid and external sources

Primary Use

Funding rate calculations

Liquidations, margin calculations, TP/SL triggers, unrealized PnL computation

Additional Adjustments

N/A

Special inclusion of a 30-second EMA if one main input is missing


Margining & Contract Types 💵

Standard contracts:

  • USDC collateral, USDT-denominated prices - maximizes liquidity and accessibility

  • Quanto structure: No USDC/USDT conversion applied (USDT P&L directly in USDC)

USDC-denominated contracts:

  • PURR-USD, HYPE-USD - use USDC pricing due to primary Hyperliquid spot liquidity

Uniswap Perpetuals:

  • Isolated margin only - no cross margining or manual margin removal

  • Uniswap V2/V3 AMM prices converted to USDT using robust CEX oracle prices

  • Margin adjustment: Only through position closure (partial/full)


Anti-Manipulation Features 🛡️

  • Oracle independence: Spot oracle completely separate from Hyperliquid market data

  • Weighted medians: Resistant to single-source manipulation

  • Multi-component mark price: Combines internal and external data sources

  • EMA smoothing: Prevents short-term price manipulation from affecting critical calculations

  • Validator stake-weighting: Ensures oracle integrity through economic incentives

This robust oracle architecture ensures fair, transparent, and manipulation-resistant price discovery for all Hyperliquid trading operations.

Resources

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