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Price feed aggregation

Combining quotes from many venues, often by median, so no single exchange outage, wick or manipulated market sets the on-chain price.

Aggregation defends against both attack and accident. Taking a median of several independent sources means one venue printing a nonsense value, or being deliberately pushed, is discarded rather than propagated to every contract reading the feed.

Design details still matter. Sources should be genuinely independent rather than several front-ends onto the same order book, weighting by volume prevents a thin venue counting equally with a deep one, and the reporting nodes themselves should be numerous enough that collusion is impractical.

For traders the relevance is concrete: an aggregated feed is why a violent wick on one exchange usually does not liquidate your position on a protocol elsewhere, and why the index-price your perp is marked against is steadier than any single venue's last-traded-price.

Related: oracle, index-price, twap-oracle, stale-price-risk

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