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Are there price discrepancies for assets on Synfutures and the external market?
Are there price discrepancies for assets on Synfutures and the external market?
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Written by SynFutures
Updated over a week ago

The short answer is there might be. On SynFutures v2, fair price is determined by the amount of an sAMM’s asset positions in a pool with the constant product formula X * Y=K. Depending on what the “external market” is, the fair prices might have a discrepancy from the spot prices or futures contract prices of the same underlying in other platforms. The nature of a futures contract allows futures prices to differ from spot prices if they converge at expiration. For Dated Futures, the prices converge at expiration. For Perpetual Futures, the prices converge daily at UTC 8:00 am.

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