Computational Feeds
Advanced on-chain data calculations for sophisticated DeFi applications
On-Chain Data Processing
Advanced financial metrics calculated directly on-chain using Pragma’s trusted price data
Overview
Pragma is an oracle fully on-chain. All the data that you consume through Pragma smart-contracts was aggregated from data that was pushed on-chain by reputable exchanges and market makers. This makes Pragma oracle transparent, and auditable, but also programmable. You can compose and program data with Cairo, in order to get the right computed data for your protocol.
Pragma has designed compute engines that use the same raw market data underlying our price feeds, but calculate different metrics to produce feeds of processed data. We call these new feeds computational feeds. Since computational feeds operate entirely on-chain, they don’t introduce any new security assumptions.
Available Computational Feeds
Realized Volatility / TWAP
Calculates historical volatility and time-weighted average prices using on-chain price history.
Use cases: Risk management, dynamic collateral requirements, automated market making
Yield Curve
Creates a crypto-native yield curve using verified data building blocks.
Use cases: Term structure modeling, interest rate derivatives, lending protocols
Contract Addresses
| Feed | Address | Explorer |
|---|---|---|
| Realized Volatility / TWAP | 0x49eefafae944d07744d07cc72a5bf14728a6fb463c3eae5bca13552f5d455fd | |
| Yield Curve | ❌ | Coming soon |
Benefits of Computational Feeds
Transparency
All calculations are performed on-chain and fully auditable
Composability
Build more complex financial applications using verifiable metrics
Efficiency
Reduce gas costs by utilizing pre-computed metrics
Use Cases
Volatility-Based Trading Strategies
Volatility-Based Trading Strategies
Volatility feeds enable the creation of dynamic trading strategies that adjust parameters based on market conditions:
- Automatic position sizing based on recent volatility
- Dynamic fee adjustments for AMMs
- Risk-based collateral requirements for lending protocols
Yield Curve Applications
Yield Curve Applications
On-chain yield curves open up new possibilities for DeFi:
- Term structure modeling for fixed-rate lending
- Pricing of interest rate derivatives
- Advanced bond issuance mechanisms
Custom Computational Feeds
Custom Computational Feeds
Pragma’s architecture allows for the creation of custom computational feeds:
- Specialized risk metrics for your specific use case
- Bespoke financial calculations tailored to your protocol
- Integration with existing smart contracts
Get Started
Ready to integrate computational feeds into your protocol?