Oracle Risk

Oracle Risk

Stratium relies on a modular oracle stack. Rather than a single provider, specialized data layers handle different functions.

Programmable Data Layer

SEDA — Executes custom data logic and transformations off-chain. Enables composable data pipelines and supports non-standard inputs required for structured products.

SEDA allows Stratium to move beyond static price feeds into logic-driven computation for complex payoffs.

Price Feeds

Pyth Network — Primary real-time price feed provider. Feeds are relayed via a HIP-3 compatible relayer for spot prices, mark prices, and settlement references.

Pyth is a price signal layer, not a valuation engine.

Volatility Data

BlockScholes — Provides volatility and index data including BSIV (BlockScholes Implied Volatility) references, custom volatility surfaces, and index baskets.

BlockScholes data is a reference input for product construction, not a trading signal.

Design Philosophy

• Separation of concerns — Price, volatility, and logic are sourced independently

• Composable — Feeds can be combined, transformed, or replaced without protocol redesign

• Transparent — All oracle dependencies are disclosed

No single provider controls pricing, valuation, or settlement.

Disclaimer

Oracle providers operate independently. Stratium does not control or guarantee the accuracy, availability, or continuity of any third-party data source.