Explore ORAO service
ORAO Network’s goal is to provide data services and enable what wasn't possible onchain before. Accurate data through data sourcing, on-time and every-time delivery, data augmentation, provable fairness delivered to cliens and end users of the apps they build.
High quality data from A to Z
Maintaining API connections, networks, hardware, formatting changes and etc. is a 24/7 task. Network routes get changed, data latency goes up. Data source format changes, you need to be able to quickly adjust your code.
We can deliver accurate data to any blockchain that supports smart contract oracles. ORAO oracles are compatible with any EVM networks alongside Solana, Fuel Network and Aptos.
A smart contract that relies on historical data becomes expensive if those data points need to be stored and expensive when they need to be updated. Customized data feeds allow more flexibility to smart contracts and lower the number of oracles needed.
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.
We've developed two types of VRF oracles.
On EVM compatible networks our zkVRF solution brings zero knowledge
verifiable randomness at low latency and lowest fees. It is based on
zk-SNARKs
We've developed Proof of Authority VRF oracles for Solana, Aptos and
Fuel. They are capable of delivering unbiased randomness at lowest
latency; in some cases sub-second latency.
For EVM networks we
It brings fairness to areas
where luck and probability are required (lotteries, IDO
participation, picking turn in games, etc.) VRF is used for minting
new, rare NFTs with randomly selected traits; it can also generate
random metaverse worlds, maps, game elements or loot boxes.
There are dozens of use cases where clients could utilize VRF all
thanks to a cryptographic signature.
an algorithmic trading strategy whose goal is to pull off 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. Its 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.