> For the complete documentation index, see [llms.txt](https://docs.superlend.xyz/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.superlend.xyz/products/markets/price-oracles.md).

# Price Oracles

How asset prices are sourced and used in Superlend Markets.

Superlend Markets rely on decentralized price oracles to determine asset values used for lending, borrowing, and risk calculations.

Accurate pricing is essential for:

* Collateral valuation
* Borrow limits
* Health factor calculations
* Liquidations

***

### **Primary Oracle**

Superlend primarily uses [Pyth Network](https://www.pyth.network/) for crypto asset pricing.

Pyth provides:

* Frequently updated price feeds
* Market-driven data from professional publishers
* Low-latency pricing suitable for onchain markets

Pyth prices are used across Superlend Markets for core calculations.

***

### **Secondary / Fallback Oracle**

In addition to Pyth, Superlend integrates [RedStone](https://www.redstone.finance/) as a secondary oracle solution.

RedStone serves as:

* A complementary data source
* A fallback mechanism for supported assets

This layered approach helps improve pricing robustness.

***

### **Important to Know**

* Oracle prices are used automatically by smart contracts
* Superlend does not manually adjust or override oracle prices
* Oracle design directly impacts liquidations and risk parameters

Oracle configurations may evolve as markets and assets expand.