How prices are sourced
Every price in Surge comes from the DEX pools themselves, read directly from the Cardano blockchain by Surge's own price indexer. There is no third-party price API. A pool's price is simply its ADA reserve divided by its token reserve, updated every block.
Live prices
Surge's indexer follows the chain and records every pool's reserves each time they change. Those updates are pushed to Surge and on to your browser in real time, roughly once per block (about every 20 seconds).
The price chart's LIVE / STALE / RECONNECTING / OFFLINE badge tells you whether this feed is flowing.
Strategies react to these same ticks. A grid, for example, evaluates its rungs every time the reference pool's reserves change.
Which pool is the price
A pair can have several pools on the same DEX (SundaeSwap allows anyone to create one). Surge uses the deepest pool, the one with the most ADA, for each DEX and pair. It ignores pools below the liquidity floor:
Price feed, charts, portfolio valuation
1,000 ADA
Grid, Rule-based and Arbitrage trading
5,000 ADA
A token with no pool above the floor shows no price rather than a wrong one.
Protection against bad ticks
Two filters run on every update:
A tick whose price is more than 4× away (up or down) from the pool's last accepted price is rejected as an outlier. If three consecutive ticks agree on the new level, Surge accepts the move as real. A single bad reading never moves your strategy.
A pool whose ADA reserve drops below the floor is ignored until it recovers.
Staleness
For valuation (portfolio, token prices) a pool's price is considered stale after 24 hours without a tick; Surge then reports "stale" instead of a number.
Arbitrage refuses to compare two pools if either one has not ticked in the last 10 minutes, and halts entirely if the whole feed has been silent for 90 seconds or has fallen 180 slots behind the chain. See Sequential arbitrage and Parallel arbitrage.
Under the same feed-liveness rule a rule-based plan pauses with "price feed stale" and a grid pauses with "pool shallow".
New pools
The list of known pools is refreshed once a day at midnight (server time). A pool created during the day is not used until the next refresh, even if it becomes the deepest pool.
Quotes and the mid price
The mid price (reserve ratio) is what charts and grid lines use. A quote for an actual trade size is different: it walks the pool's curve, so it includes price impact and the pool's liquidity-provider fee. The swap page and the rule-based engine always quote at size; the grid engine checks rungs against the mid price but sizes the order against the curve.
Charts and indicators
The price chart offers candles at 1m, 5m, 15m, 30m, 1h, 4h, 12h and 1d intervals, built from the same pool history. Volume is derived from reserve changes that look like trades (both reserves move in opposite directions); liquidity deposits and withdrawals are excluded. RSI and SMA overlays are available on the chart; they are display-only and no strategy trades on them.
Historical data and backtests
Arbitrage and DCA builders can backtest against the same pool history. History is available from 28 February 2026, and an arbitrage backtest window is capped at 90 days.
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