Protocol
Oracle and TradingCalendar
Where closes come from and how the protocol knows when the market is open.
Dependencies
Two contracts decide every outcome: TradingCalendar (when) and OracleAdapter (what price).
TradingCalendar
Stores NYSE trading days, holidays and early closes, published by governance a year ahead.
Market hours
Regular session 09:30 to 16:00 New York time. Early closes end at 13:00. Observations use the regular close.
OracleAdapter
Wraps one Chainlink feed per underlying and returns the first round at or after the scheduled close, together with its age.
Data sources on Robinhood Chain mainnet
| Feed | Decimals | Heartbeat | Deviation |
|---|---|---|---|
| Robinhood AAPL / USD | 8 | 24 h | 0.5% |
| Robinhood NVDA / USD | 8 | 24 h | 0.5% |
| Robinhood TSLA / USD | 8 | 24 h | 0.5% |
| Other templates | 8 | 24 h | 0.5% |
Feeds run on a 24/5 equities schedule. Proxy addresses are listed on Addresses.
Reference price
The app shows the latest print next to the reference close so users can see the cushion to the barrier before an observation is due.
Observation dates: following business day
A scheduled observation on a holiday moves to the next trading day.
Multiplier
Prices are compared after the Stock Token's UI multiplier so corporate actions do not distort levels.
Failure modes and responses
| Failure | Response |
|---|---|
| No round within the window | Observation waits; retried later |
| Feed stale for 72 h | Series settles at the last good price |
| Negative or zero answer | Rejected |