Your pricing logic, under your control.

A pricing policy your team can read

Each client feed points to its own Google Sheet. Rows represent output symbols or reusable building blocks. The sheet holds the pricing policy that CoinPriceFeeds applies to live inputs.

That gives dealing and risk teams a working environment they already understand:

• comments for context;
• revision history for accountability;
• reader and writer permissions;
• separate pages for policies that are prepared but not active; and
• clear validation messages that identify the page and field needing attention.

The sheet is configuration, not a software release. An authorized user can ask the feed to re-read it, see whether the content changed, and confirm the version now active.

Combine several sources

Different instruments need different approaches. CoinPriceFeeds supports several useful patterns:

• Consensus pricing can take a median or average across valid inputs.
• Priority failover can use the first suitable source and move to a valid backup when needed.
• Conservative pricing can deliberately take the widest view across several quotes.
• Synthetic pricing can build crosses and other instruments from existing inputs and intermediate values.

Bid and ask stay distinct through the calculation. That is important for synthetic crosses: a correct spread should survive the math instead of being rebuilt from mid prices later.

A typical policy might combine preferred sources, use a backup when they are unavailable, then apply the instrument’s markup, spread, precision, and protection rules.

During onboarding, we turn the agreed commercial policy into a clear, reviewable rule set.

Shape commercial pricing by symbol

Each output can have its own controls.

Markups

Apply a fixed amount in the instrument’s price units, a relative amount that follows the price level, or a combination suited to the symbol.

Spread limits

Set a minimum commercial spread, limit an unusably wide source spread, or cap it symmetrically around the mid when preserving the centre matters.

Precision and rounding

Choose the decimal precision and tick step expected by the target platform. Outward rounding can ensure rounding does not accidentally tighten the spread.

Output selection

Keep intermediate calculations inside the pricing sheet without publishing them as client-facing instruments.

These controls can be paired with quote protection so commercial policy and bad-data handling are applied in one place.

Change policy by session or weekday

One fixed setup rarely fits the whole trading week.

You can keep separate rule pages for normal trading, a regional session, the Friday close, the weekend, or a known event. A schedule selects the right page by time and day without somebody remembering to switch it manually.

The dashboard shows the full weekly schedule, the default page, the page active now, and the point in the current timeline. That lets a dealer confirm the intended policy visually.

For a planned commercial change, prices or parameters can also move gradually across a defined window instead of jumping at one instant.

Control fast adverse moves

Optional price dampening can add a temporary cushion against the direction of a fast move and let that cushion decay over time. The goal is not to hide the market; it is to make the speed of a client-facing price response an explicit risk decision.

This can help a risk team manage latency-sensitive or toxic flow during a sharp move, while keeping the setting visible and specific to the affected symbol.

Validate before replacing a working feed

Fresh rules are checked before they are applied. Invalid schedules, reversed transition windows, impossible parameter values, and formula errors produce a human-readable message.

If validation fails, CoinPriceFeeds keeps the previous working rules active. A typo does not get to become a full-feed outage.

The client dashboard shows the last successful load, active page, current results, and the configuration fingerprint used by each server.