> 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

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.