tradeeverything.xyz Draft
How it works

Trades and pricing

Every trade fills at the next Pyth price after you sign it. No spread, no slippage, any size.

Markets

About 220 US stocks and ETFs: the names that have a live price in every session (pre-market, regular, after-hours and overnight), filtered for liquidity. Only single stocks and unleveraged ETFs are listed; leveraged and inverse ETFs, futures and anything without overnight prices are excluded. The exact list depends on Pyth Pro's 24/5 coverage and is an open item.

Each stock is one market with its own instrument ID. Markets are added by the contract owner. A market that has to be removed (merger, delisting, anything anomalous) is retired, never deleted; see Retiring a market.

Pricing and fills

The reference price comes from Pyth Pro, using the stream for the current session (pre-market, regular, after-hours or overnight). Chainlink's 24/5 US equities streams are a second source on the roughly 66 names they cover: if the two disagree by more than a set tolerance, the fill waits. An independent market-data feed (Databento) is used off-chain to detect halts and bad prints; it never sets a price.

The oracle's market-status flag must match the session the exchange thinks it is in. If it does not, nothing fills.

Every open and close is a two-step fill:

  1. The trader's session key signs an order with a timestamp t.
  2. The relayer submits it. A keeper fills it with the first price whose publish time is at least t plus the session's fill delay (1 second in the regular session, 2 in pre-market and after-hours, 3 overnight), and no more than 3 seconds older than the block it lands in.
  3. If no such price arrives within 30 seconds, the order expires unfilled.

The trader never fills at a price they had already seen when they clicked. That removes the main way a faster feed beats an oracle-priced exchange.

A fill is rejected, and the order waits or expires, if:

  • the price is older than 3 seconds, or the oracle's market status does not match the session;
  • the market is outside its open window for that action;
  • the open would push the house past one of its risk limits on the crowded side;
  • the position is over the tier's maximum size or leverage.

There is no slippage and no spread: the fill price is the Pyth price, whatever the size.