Index Calculation Rules

USDT-margined contracts use the corresponding USDT index of the underlying asset. To ensure the spot index price accurately reflects the fair market value of each cryptocurrency, we:

Component Selection:

Select price data from 5+ major exchanges per contract pair as index components

2. Anomaly Handling Mechanism:

Implement robust outlier detection systems
Maintain index stability within reasonable ranges even when:

∎ Single exchange prices show significant deviations

∎ Temporary market anomalies occur

3. Price Calculation:

Weighted average methodology prevents manipulation
Automatic exclusion of abnormal price data

Note: The index algorithm dynamically adjusts to preserve market representativeness.