Verifiable Data Infrastructure
for Perpetuals and Derivatives
Perpetual futures, options, and structured products require oracle infrastructure with zero tolerance for latency, manipulation, or opaque data sourcing. A single mispriced feed can trigger cascading liquidations worth millions. DIA delivers high-frequency price feeds sourced from 100+ exchanges, configurable index methodologies, and verifiable data pipelines purpose-built for the precision that derivatives markets demand.
Derivatives Require Oracle Infrastructure Built for Precision
Onchain derivatives have grown into one of the largest sectors in DeFi. Perpetual futures alone process billions in daily volume across platforms like Hyperliquid, dYdX, and GMX. Options protocols, structured vaults, and synthetic asset platforms each add layers of complexity where oracle accuracy directly determines protocol solvency.
The oracle requirements for derivatives are fundamentally different from lending or spot trading. A lending protocol might tolerate a price update every 60 seconds. A perpetual futures platform processing leveraged positions at 50x needs sub-second data with safeguards against flash crashes, exchange outages, and market manipulation. An options protocol computing implied volatility needs consistent, high-frequency data from deep liquidity sources.
Most oracle providers offer one-size-fits-all price feeds optimized for lending. Derivatives protocols need configurable infrastructure: the ability to select specific data sources, apply custom aggregation logic, set deviation-based update triggers, and implement circuit breakers for anomalous market conditions.
DIA provides this level of configurability. Protocols choose their data sources from 100+ exchange integrations, define their pricing methodology (VWAP, TWAP, median, or custom), set update frequency and deviation thresholds, and add security logic like liquidity depth checks. Every parameter is transparent and auditable through DIA’s Lumina verification layer.
Oracle Infrastructure
Built for Derivatives Protocols
High-Frequency Configurable Price Feeds
DIA aggregates raw trade data from 100+ centralized and decentralized exchanges with configurable update triggers. Protocols choose deviation-based updates (as tight as 0.1%), time-based updates (as frequent as every few seconds), or hybrid mechanisms. Every feed is traceable to its source trades through DIA's transparency layer.
Custom Index and Reference Rate Computation
For derivatives protocols that need reference indices rather than spot prices, DIA builds custom computation methodologies. Whether it's a volume-weighted average across specific venues, a time-weighted average for settlement, or a composite index tracking a basket of assets, the methodology is published and verifiable onchain via Lumina.
Multi-Asset Coverage Including RWA Derivatives
DIA's combined coverage of 3,000+ crypto assets and 10,000+ real-world assets enables derivatives on both native crypto and tokenized traditional instruments. Build perpetuals on tokenized equities, options on commodity tokens, or structured products combining crypto and RWA underlyings, all powered by verifiable price feeds from primary sources.
Case Studies
Oracle Infrastructure
for DeFi on Hyperliquid
DIA integrated with HyperEVM to provide verifiable oracle feeds for Hyperliquid's high-performance ecosystem, enabling perpetual and derivatives platforms with real-time market data sourced from 100+ exchanges.
Verifiable Oracles
for Sei's High-Performance Derivatives
DIA deployed oracle infrastructure on Sei, matching the chain's sub-second finality with high-frequency price feeds for perpetuals and derivatives platforms leveraging Sei's orderbook-optimized architecture.
Powering Decentralized Commodity
Derivatives with Mettalex
DIA partnered with Mettalex, the Fetch.ai-powered decentralized derivatives exchange, to bring oracle pricing for the $20 trillion traditional commodities market into decentralized derivatives trading.