Add price aggregation documentation for Pyth Pro (Lazer)

[devin-ai-integration]

Description

This PR adds a new documentation page explaining the price aggregation algorithm used by Pyth Pro (formerly Lazer). The page describes how Pyth Pro aggregates price data from multiple publishers to produce aggregate prices, best bid/ask spreads, and confidence intervals.

The page covers:

• How publishers submit best bid, price, and best ask data
• The calculation of aggregate price (median of all prices)
• The calculation of aggregate best bid (max bid below aggregate price)
• The calculation of aggregate best ask (min ask above aggregate price)
• The confidence interval calculation (max distance to 25th/75th percentiles)
• Design properties and an example scenario with calculations

Type of Change

• New Page
• Page update/improvement
• Fix typo/grammar
• Restructure/reorganize content
• Update links/references
• Other (please describe):

Areas Affected

• pages/price-feeds/pro/price-aggregation.mdx (new file)
• pages/price-feeds/pro/_meta.json (added navigation entry)

Checklist

• I ran npm run lint to check for linting errors (passed with pre-existing warnings only)
• I have reviewed my changes for clarity and accuracy
• All links are valid and working (no external links added)
• Images (if any) are properly formatted and include alt text (no images per user request)
• Code examples (if any) are complete and functional (no code examples)
• Content follows the established style guide
• Changes are properly formatted in Markdown
• Preview renders correctly in development environment (not tested locally)

Related Issues

Requested via Slack thread: https://dourolabs.slack.com/archives/C02HJ4TFLN8/p1762861551140699

Additional Notes

Important for Reviewers:

1. Verify technical accuracy: The aggregation methodology was provided via Slack message. Please verify that the algorithm description matches the actual implementation, particularly:

   • The median calculation for aggregate price
   • The filtering logic for best bid/ask selection
   • The confidence interval calculation using 25th/75th percentiles

2. Example scenario: The example with 5 publishers and BTC/USD prices includes manual calculations. Please verify these are mathematically correct.

3. No images included: Per user request, this page does not include diagrams like the Pyth Core price aggregation page. Consider whether visual aids would improve clarity.

4. Navigation placement: The page is added under "Understanding Pyth Pro" section after "How Pyth Pro Works". Confirm this is the appropriate location.

Contributor Information

• Name: Devin
• Email: Ali ([email protected])
• Link to Devin run: https://app.devin.ai/sessions/96bd2a4c40164ac0a3c35d9565abdc04

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Project	Deployment	Preview	Comments	Updated (UTC)
docs	Ready	Preview	Comment	Nov 11, 2025 0:21am
documentation	Error			Nov 11, 2025 0:21am