遇见数据集

RED-ORACLE-2026: Pyth Network oracle prices and publication lags for BTC, ETH and SOL with OKX benchmark prices

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Zenodo2026-09-29 更新2026-10-01 收录
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Version 1.1 (28 September 2026). The data files are unchanged. The documentation is corrected, and CORRECTIONS_v1.1.md lists each change. Internal notes, analysis logs, platform metadata files and figures remain in version 1.0 only. The main corrections are these. The Pyth prices come from the Pyth Hermes REST service, not from an on-chain feed read through Solana RPC. The OKX benchmark is a USDT last-trade price, so the signed drift mainly measures the USDT/USD exchange rate. The window is not continuous: collection stopped for 6.88 hours on 22 May 2026, and the lag distribution differs before and after that stop. The 21 "episodes above 60 seconds" form 2 events, and mean absolute drift does not rise monotonically across lag deciles. RED-ORACLE-2026 is a time series of Pyth Network aggregate prices for BTC/USD, ETH/USD and SOL/USD, paired with OKX spot last-trade prices for BTC-USDT, ETH-USDT and SOL-USDT. Each row stores the Pyth price, confidence interval and publish time, the OKX price, the lag in whole seconds and the Pyth-OKX difference in basis points. Coverage: 164,002 rows at 30-second intervals from 2026-05-08T18:04:17Z to 2026-07-05T02:19:45Z (57.34 days). The largest gap lasts 6.88 hours (22 May 2026, 06:05:30 to 12:58:30 UTC). 209 rows hold no asset values and 1,221 rows hold one or two assets. Method: the author's collection scripts recorded the host time, requested the latest Pyth prices from Hermes, then the OKX spot tickers in turn. The host clock was synchronized by NTP. The lag is the host time in whole seconds minus the publish time. A failed request produced no row or omitted the asset. Known issues: the lag is truncated to whole seconds and referenced to the start of the request. 21 asset observations have negative lags. The three assets share one publish time, so their lags form one series. Analyse the periods before and after 22 May 2026 separately, and remove the USDT/USD offset before interpreting signed drift. Licence: CC BY 4.0. Citation: Kamat, A. U. (2026). RED-ORACLE-2026: Pyth Network oracle prices and publication lags for BTC, ETH and SOL with OKX benchmark prices (Version 1.1) [Data set]. Zenodo. https://doi.org/10.5281/zenodo.21211109

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Zenodo
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2026-09-28
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