PythCorrelation - Real-Time Crypto Correlation - Explore how crypto assets move together using live market data

Pyth Community Hackathon
1

PYTH CORRELATION TRACKER — Real-Time Cross-Asset Correlation Analytics
Team: @rustrell, @wladwtf (max 2 people)
Submitted: [30.03.2026]

Answer Capsule
Pyth Correlation Tracker - is a real-time cross-asset analytics dashboard powered by Pyth Network. It streams live prices for 28 assets via Pyth Hermes, computes Pearson correlation, Shannon Entropy, NMI, and Lead-Lag relationships every 3 seconds. Live Pyth oracle prices are XOR-hashed to seed the bootstrap PRNG for the Entropy Lab - market-derived randomness instead of Math.random().

What It Does

What It Does

Most analytics tools show prices in isolation. Pyth Correlation Tracker reveals the hidden architecture beneath the markets - which assets move together, which diverge, and which one leads while the other follows - all streamed live from Pyth Network oracles with -400ms latency.

The platform tracks 28 major assets simultaneously across crypto, FX, metals, equities, and indices, recomputing statistical relationships every 3 seconds across a rolling 200-tick window. Beyond standard linear math, the Entropy Lab applies Shannon entropy and Normalized Mutual Information (NMI) to surface nonlinear dependencies that Pearson correlation completely misses - pairs that look uncorrelated on the surface but are secretly coupled in volatility, regime, or lag.

The Lead-Lag module identifies which asset moves first and which follows, using cross-correlation shift analysis. The Benchmark Charts pull historical OHLCV data directly from Pyth Benchmarks, giving context to live price action.

Pyth Features Used

Check all that apply:

  • Price Feeds (on-chain or off-chain)

  • Entropy (randomness)

  • Both

Links

Tech Stack

Framework/Language: React 18 + TypeScript, Canvas API

Oracle (live): Pyth Hermes WebSocket — 28 assets, ~3s updates, ~400ms latency

Oracle (historical): Pyth Benchmarks REST API — OHLCV candlestick data

Pyth Entropy: On-chain randomness source powering the Entropy Lab

Math Engine: Pearson correlation, Shannon Entropy, NMI, Cross-correlation shift

Deployment: Vercel

Content Contributions (Required)

- Bonus — X Platform Post: 1 post , 2 post , 3 post , 4 post , 5 post , 6 post , 7 post , 8 post , 9 post , 10 post , 11 post , 12 post , 13 post , 14 post , 15 post , 16 post , 17 post , 18 post , 19 post , 20 post , 21 post , 22 post , 23 post , 24 post , 25 post , 26 Final Post

Licensing

Licensed under Apache 2.0: Licensed Apache License 2.0

Eligibility Confirmation

  • I am 18+ years old

  • I am not located in an OFAC-sanctioned jurisdiction

  • I confirm this is an original work created during the hackathon period

  • I have read and agree to the Terms & Conditions