Change pricing quickly, without losing control.

Before the session: prepare instead of improvise

Keep separate pricing pages for normal trading, a regional session, a daily break, a weekend, or a known event.

A weekly schedule can select the intended policy by time and day. The dashboard visualizes the schedule and shows which page is active now, so a dealer does not have to infer the result from overlapping rows.

Prepared pages can be reviewed and commented on before they become live.

During normal trading: make source policy explicit

Each symbol can have a pricing approach suited to its market.

A dealer can define a multi-source median, an average, a conservative wide quote, or a clear source-priority order. Invalid inputs are skipped where the policy allows, and a backup must still be fresh enough to qualify.

Reusable intermediate prices keep related symbols consistent without duplicating the same source logic across many rows.

Keep commercial controls beside the source calculation

After the base price is chosen, the same rule can apply:

• fixed or relative bid and ask markups;
• a minimum commercial spread;
• an absolute or relative maximum spread;
• a symmetric cap that preserves the mid;
• required decimal precision;
• tick-step rounding; and
• outward rounding that cannot tighten the spread by accident.

The result is one documented policy rather than a source calculation in one system and a hidden markup table in another.

Explore the full pricing-engine overview.

During volatility: choose the response in advance

Risk controls work best when they are decided before the incident.

Configurable gap protection can hold an abnormal source jump and retain the last accepted value. Optional price dampening can add a temporary cushion against a fast adverse move and let it decay over time.

For a deliberately conservative instrument, the pricing rule can use the widest valid view across several sources instead of chasing the tightest quote.

These behaviours are per symbol. They do not require one global policy for unrelated markets.

When a source fails: remove the right thing

An explicit venue cancellation should remove that leg immediately. A silent freeze should stop qualifying when it is no longer fresh. A late copy of an old update should not rewind the price.

CoinPriceFeeds handles these as distinct states and recalculates dependent symbols from the valid inputs that remain.

Read how quote protection works.

After a change: confirm what actually loaded

An authorized writer can ask the feed to re-read the client rules sheet.

The response confirms:

• whether validation succeeded;
• whether the content changed;
• the new configuration fingerprint;
• and the page currently active.

The dashboard shows the last successful load and current fingerprint. Primary and backup fingerprints can then be checked for agreement as the change is applied.

During an incident: start with the reason

The client dashboard distinguishes protected, invalid, and stale states. It also shows input relationships and which outputs depend on a source.

That helps answer the questions a dealing or risk team usually asks:

• Did the source stop, jump, or simply become old?
• Which client symbols are affected?
• Did a valid fallback take over?
• Which rule page is active?
• Are primary and backup running the same policy?
• Is the retained value still protected?

Authorized writers can reset a latched protection after review. Readers can investigate without receiving that permission.

Keep live pricing changes deliberate

CoinPriceFeeds treats a client feed as the client’s pricing boundary. Clearing protection, resetting state, or applying a client rules update requires authorization.

The goal is fast self-service for the client and a clear record—not an operator making an invisible “fix” under open positions.