Explore ORAO services
ORAO Network's goal is to provide data services and enable what wasn't available on blockchain before. Accurate data through data sourcing, on-time delivery, data augmentation, provable fairness delivered to clients and end users.
High quality data from A to Z
Maintaining API connections, API formatting changes, networks and hardware is a 24/7 task. Network routes get changed, delivery latency goes up. Data source format changes, you need to be able to quickly adjust your code. We take care of all of that.
We can deliver accurate data to any blockchain that supports smart contract oracles. ORAO oracles are compatible with any EVM networks alongside Solana and Fuel.
A smart contract that relies on historical data becomes expensive if those data points need to be stored and when they need to be updated. Customized data feeds allow more flexibility to smart contracts and lower the number of oracles needed.
Real-World Asset (RWA) oracles bridge physical and traditional financial assets, such as commodities, stocks, and indexes, with blockchain systems. They enable accurate and verifiable off-chain data to be used in smart contracts, supporting applications like DeFi. For instance, oracles can feed data on coffee prices, the S&P 500 index, or gold prices to blockchain platforms. These reliable data streams unlock the potential for tokenizing real-world assets, allowing them to be traded or used in blockchain-based financial services while ensuring accuracy and transparency.
ORAO's VRF services provide secure, provable randomness for decentralized applications across networks like Solana, Fuel, and zkSync. Using cryptographic methods like zero-knowledge proofs and byzantine quorums, they ensure tamper-proof, unbiased randomness, essential for gaming, lotteries, and other blockchain-based applications.
By selecting from over 37 000 market pairs and choosing the right source for consumer needs (DEX, CEX, OTC desk and cross-combinations). Pricing oracle latency can be set for blockchain/client needs as well as the outlier slippage for price.
TWAP is an algorithmic trading strategy whose goal is to calculate an average execution price close to the time-weighted average price of a set period. TWAP is often used to minimise a large order's impact on the market by dispersing the large order into smaller trades and executing them over time.
VWAP is the average price that has traded during the day. It is correlated both on volume and price. It's importance is to provide traders with insight into both the trend and value of an asset. VWAP lets traders know if they received a better-than-average price that day or a worse price.