Pull Based Oracle
The Pull-Based Oracle is Block Scholes’ original mechanism for delivering real-time financial data on-chain. It is ideal for latency-sensitive use cases where developers want control over when and how data is retrieved and fed into smart contracts.
🧩 How It Works
In this model, developers:
Fetch data from Block Scholes via WebSocket or REST API.
Relay this data into smart contract using own infrastructure.
Verify its authenticity using EIP-712 signatures.
🔗 API Documentation
WebSocket API: WSAPI Doc
REST API: RestAPI Doc
🔐 Authentication
All API requests require a valid API key. To request access, please email us at support@blockscholes.com.
✅ Verification via EIP-712
To ensure that the data originates from Block Scholes and is not tampered with, every data payload is signed using EIP-712. Developers must implement signature verification logic in their contracts to check the integrity of this data.
An open-source example for verifying strike.iv feeds is available here:
👉 IvCheckVerifier GitHub Repo
You can adapt this verification flow for other feed types by changing the structs and type hashes accordingly.
🔐 Feed-Specific Structs and Type Hashes
Below are the Solidity structs and EIP-712 type hashes for each supported feed. Replace the definitions in the example repo accordingly.
1. Interest rate
Interest rate term structure for given currency
Structs
struct Values {
string sid;
int256 v;
}
struct Data {
Values[] values;
int256 timestamp;
}Type Hashes
bytes32 constant TYPE_HASH_DOMAIN = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
bytes32 constant VALUES_TYPEHASH = keccak256("Values(string sid,int256 v)");
bytes32 constant DATA_TYPEHASH = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,int256 v)");2. Mark price
Mark price for any option on the volatility smile for the given expiry.
Structs and Type Hashes
struct Data {
Values[] values;
int256 timestamp;
}
// ---------------------
// 📦 Format A: Moneyness
// ---------------------
struct Values {
string sid;
uint256[] v;
uint256[] moneyness;
}
bytes32 constant VALUES_TYPEHASH_A = keccak256("Values(string sid,uint256[] v,uint256[] moneyness)");
bytes32 constant DATA_TYPEHASH_A = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,uint256[] v,uint256[] moneyness)");
// ---------------------
// 📦 Format B: Strike
// ---------------------
struct Values {
string sid;
uint256[] v;
uint256[] strike;
}
bytes32 constant VALUES_TYPEHASH_B = keccak256("Values(string sid,uint256[] v,uint256[] strike)");
bytes32 constant DATA_TYPEHASH_B = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,uint256[] v,uint256[] strike)");
// ---------------------
// 📦 Format C: Delta
// ---------------------
struct Values {
string sid;
uint256[] v;
int256[] delta;
}
bytes32 constant VALUES_TYPEHASH_C = keccak256("Values(string sid,uint256[] v,int256[] delta)");
bytes32 constant DATA_TYPEHASH_C = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,uint256[] v,int256[] delta)");
// 📌 Common to all
bytes32 constant TYPE_HASH_DOMAIN = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");Additional optional fields may be included to represent first-order Greeks in value structs
int256[] delta;
int256[] vega;
int256[] theta;
int256[] rho;
int256[] phi;
// Example
struct Values {
string sid;
int256[] v;
int256[] moneyness;
// Optional Greek
int256[] delta;
}
bytes32 constant VALUES_TYPEHASH_A = keccak256("Values(string sid,int256[] v,int256[] moneyness,int256[] delta)");
bytes32 constant DATA_TYPEHASH_A = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,int256[] v,int256[] moneyness,int256[] delta)");
Future mark price
When querying futures mark prices, the structure is simplified. Instead of returning arrays or multiple buckets, the response contains only a single value per sid.
Structs
struct Values {
string sid;
int256 v;
}
struct Data {
Values[] values;
int256 timestamp;
}Type Hashes
bytes32 constant TYPE_HASH_DOMAIN = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
bytes32 constant VALUES_TYPEHASH = keccak256("Values(string sid,int256 v)");
bytes32 constant DATA_TYPEHASH = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,int256 v)");3. Model params
Calibrated SVI model parameters defining the implied volatility smile for a specific expiry.
Structs
struct Values {
string sid;
int256 alpha;
int256 beta;
int256 rho;
int256 m;
int256 sigma;
}
struct Data {
Values[] values;
int256 timestamp;
}
Type Hashes
bytes32 constant TYPE_HASH_DOMAIN = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
bytes32 constant VALUES_TYPEHASH = keccak256("Values(string sid,int256 alpha,int256 beta,int256 rho,int256 m,int256 sigma)");
bytes32 constant DATA_TYPEHASH = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,int256 alpha,int256 beta,int256 rho,int256 m,int256 sigma)");4. Settlement and Index Price
Settlement Price: Time-weighted average of the spot index price at a specified expiry. Designed for robust and manipulation-resistant settlement of derivatives contracts (including futures and options).
Index Price: Block Scholes index price for the given asset.
Structs
struct Values {
string sid;
uint256 v;
}
struct Data {
Values[] values;
int256 timestamp;
}Type Hashes
bytes32 constant TYPE_HASH_DOMAIN = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
bytes32 constant VALUES_TYPEHASH = bytes32 constant VALUES_TYPEHASH = keccak256("Values(string sid,uint256 v)");
bytes32 constant DATA_TYPEHASH = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,uint256 v)");5. Implied Volatility (IV) Feeds
Block Scholes supports three types of implied volatility feeds based on how the data is bucketed:
Strike-based IV — Implied volatilities for different strike values
Moneyness-based IV — Implied volatilities for different moneyness values
Delta-based IV — Implied volatilities for different delta values
Index-based IV - Implied volatility value for a given index, typically representing ATM IV or a snapshot of the vol surface.
All three types follow the same struct and EIP-712 signature pattern — only the bucket field name changes depending on the dimension used.
Solidity structs
struct Values {
string sid;
int256[] bucket; // This can be strike, moneyness, or delta
int256[] v; // Corresponding implied volatilities
}
struct Data {
Values[] values;
int256 timestamp;
}
// Example for strike-based IV
struct Values {
string sid;
int256[] strike;
int256[] v;
}Type Hashes
For generic usage:
bytes32 constant TYPE_HASH_DOMAIN = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
bytes32 constant TYPE_HASH_VALUES = keccak256("Values(string sid,int256[] bucket,int256[] v)");
bytes32 constant TYPE_HASH_DATA = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,int256[] bucket,int256[] v)");For concrete implementations, replace bucket with the actual field:
Example: Strike-based IV
bytes32 constant TYPE_HASH_VALUES = keccak256("Values(string sid,int256[] strike,int256[] v)");
bytes32 constant TYPE_HASH_DATA = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,int256[] strike,int256[] v)");Index IV
struct Values {
string sid;
uint256 v;
}
struct Data {
Values[] values;
int256 timestamp;
}Type hashes
bytes32 constant TYPE_HASH_DOMAIN = keccak256("EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)");
bytes32 constant VALUES_TYPEHASH = keccak256("Values(string sid,uint256 v)");
bytes32 constant DATA_TYPEHASH = keccak256("Data(Values[] values,int256 timestamp)Values(string sid,uint256 v)");
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