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

# Oracles

Vena uses Pyth as its primary oracle provider. Every market relies on an oracle price feed to compute collateral value, debt value, and health factor; oracle behaviour is therefore load-bearing for position safety.

| Asset  | Oracle | Feed ID / Address                                                               |
| ------ | ------ | ------------------------------------------------------------------------------- |
| BLEND  | Pyth   |                                                                                 |
| USDnr  | Pyth   | [Crypto.WM/USD](https://pythdata.app/explore/Crypto.WM%2FUSD)                   |
| sUSDnr | Pyth   | [Crypto.SUSDNR/USDNR.RR](https://pythdata.app/explore/Crypto.SUSDNR%2FUSDNR.RR) |
| WETH   | Pyth   | [Crypto.WETH/USD](https://pythdata.app/explore/Crypto.WETH%2FUSD)               |

## sUSDnr price composition

The sUSDnr feed listed above publishes a sUSDnr/USDnr ratio (Pyth's `.RR` convention — "real rate"), not a direct USD price. The protocol composes it with the USDnr feed to derive sUSDnr/USD:

`sUSDnr/USD = (sUSDnr/USDnr) × (USDnr/USD)`

This keeps two independent price components on independent feeds — sUSDnr's vault share-price drift (yield accrual, monotonically ≥ 1 USDnr) and USDnr's peg behaviour against USD — so a divergence in either can be observed and acted on without contaminating the other.


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