Oracle providers used
Curve Finance's assessment for RD-F-048 — scored green on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.
Evidence summary #
Curve AMM pools use no external price oracle for swap pricing. Swap price derived from pool balances via StableSwap/CryptoSwap invariant. StableSwap-NG uses token-specific rate oracles (wstETH rate from Lido, cbETH rate from Coinbase) for yield-bearing token rebasing — not external market price feeds. The 19 Chainlink feed addresses in data cache are feeds from integrating protocols referencing Curve, not feeds consumed by Curve. CryptoSwap v2 uses internal EMA from trade history. Provider list: token-specific rate oracle (Lido, Coinbase) per StableSwap-NG pool; no Chainlink, no Pyth, no Uniswap TWAP.
Sources #
- GitHubCurve Tricrypto-NG main contract (Vyper 0.3.10)CurveTricryptoOptimizedWETH.vy — full source reviewed, no external oracle importsretrieved 2026-04-28
- Curve StableSwap-NG main contractCurveStableSwapNG.vy _stored_rates() — calls token-specific rate function, not Chainlinkretrieved 2026-04-28
Methodology #
List all oracle providers used (Chainlink, Pyth, Redstone, Uniswap-TWAP, in-house, etc.) per asset/market pair in the protocol.
See the full factor methodology and distribution across all protocols →