Oracle

Vest’s oracle aggregates pricing data using a depth-weighted median from leading centralized spot exchanges, including Binance, OKX, and Bybit, with additional sources used as available. This approach improves price robustness by factoring in both liquidity and price level. Validators pull prices directly from these exchanges and publish them on-chain. A depth-weighted median is then computed from the set of validator-submitted prices. Validators are required to stake collateral and are subject to slashing if they publish incorrect data, ensuring integrity in the price feed.