pyth-network · aditya520 · Nov 10, 2025 · Nov 6, 2025 · Nov 6, 2025 · Nov 6, 2025
diff --git a/apps/developer-hub/.gitignore b/apps/developer-hub/.gitignore
@@ -1,3 +1,6 @@
 .env*.local
 .source
 dist/
+
+# Ai Migration
+.ai/**
diff --git a/apps/developer-hub/content/docs/entropy/generate-random-numbers-evm.mdx b/apps/developer-hub/content/docs/entropy/generate-random-numbers-evm.mdx
@@ -84,7 +84,7 @@ function requestRandomNumber() external payable {
 
 This method returns a sequence number and emits a [`Requested`](https://github.com/pyth-network/pyth-crosschain/blob/main/target_chains/ethereum/entropy_sdk/solidity/EntropyEventsV2.sol#L30) event. You can store this sequence number to identify the request in next step.
 
-Note that there are several variants of `requestV2` that allow the caller to configure the provider fulfilling the request and the gas limit for the callback. Refer [request callback variants](./entropy/request-callback-variants.mdx) for more details.
+Note that there are several variants of `requestV2` that allow the caller to configure the provider fulfilling the request and the gas limit for the callback. Refer [request callback variants](./entropy/request-callback-variants) for more details.
 
 Please see the method documentation in the [IEntropyV2 interface](https://github.com/pyth-network/pyth-crosschain/blob/main/target_chains/ethereum/entropy_sdk/solidity/IEntropyV2.sol).
 

diff --git a/apps/developer-hub/content/docs/entropy/set-custom-gas-limits.mdx b/apps/developer-hub/content/docs/entropy/set-custom-gas-limits.mdx
@@ -10,7 +10,7 @@ Custom gas limits are useful when your callback function requires more gas than
 
 ## Prerequisites
 
-Before following this guide, you should first complete the basic setup from the [Generate Random Numbers in EVM Contracts](./entropy/generate-random-numbers-evm.mdx) guide. This guide builds upon that foundation and assumes you have:
+Before following this guide, you should first complete the basic setup from the [Generate Random Numbers in EVM Contracts](./entropy/generate-random-numbers-evm) guide. This guide builds upon that foundation and assumes you have:
 
 - Installed the Pyth Entropy Solidity SDK
 - Set up your contract with the `IEntropyConsumer` interface

diff --git a/...er-hub/content/docs/price-feeds/core/api-instances-and-providers/benchmarks.mdx b/...er-hub/content/docs/price-feeds/core/api-instances-and-providers/benchmarks.mdx
@@ -0,0 +1,13 @@
+---
+title: Benchmarks
+description: Access Benchmarks API instances for Pyth Price Feeds
+slug: /price-feeds/core/api-instances-and-providers/benchmarks
+---
+
+The Pyth Data Association hosts a public instance of the Benchmarks API at the following URL:
+
+| Channel | URL                             |
+| ------- | ------------------------------- |
+| Stable  | https://benchmarks.pyth.network |
+
+There is currently no Benchmarks instance for the Beta channel.
diff --git a/...v1/api-instances-and-providers/hermes.mdx → ...re/api-instances-and-providers/hermes.mdx b/...v1/api-instances-and-providers/hermes.mdx → ...re/api-instances-and-providers/hermes.mdx
@@ -1,19 +1,15 @@
 ---
-title: "Hermes: Open-Source Service for Pyth Price Updates"
-description: >-
-  Experience real-time Pyth price feeds with Hermes: an open-source REST and
-  streaming API. Use public endpoints or self-host for reliable, decentralized
-  data.
-full: false
-index: false
+title: Hermes
+description: Guide to Hermes API endpoints for real-time Pyth price delivery
+slug: /price-feeds/core/api-instances-and-providers/hermes
 ---
 
-# Hermes
+import { Callout } from "fumadocs-ui/components/callout";
 
 Hermes is an open-source service that listens to the Pythnet and the Wormhole Network for Pyth price updates, and
 serves them via a convenient web API.
 
-Hermes allows users to easily [fetch price updates](../fetch-price-updates) via a REST API, or subscribe to server-side streaming
+Hermes allows users to easily [fetch price updates](../fetch-price-updates.mdx) via a REST API, or subscribe to server-side streaming
 updates.
 
 ## Public Endpoints
@@ -23,16 +19,21 @@ Network:
 
 URL: https://hermes.pyth.network
 
-<InfoBox variant="warning">
-<div>For developers building on **Aptos testnet**, **Sui testnet** or **Near testnet**, please use the Hermes Beta endpoint:</div>
+<Callout type="warning" title="Hermes Beta">
+For developers building on **Aptos testnet**, **Sui testnet** or **Near testnet**, please use the Hermes Beta endpoint:
+URL: https://hermes-beta.pyth.network
 
-<div>URL: https://hermes-beta.pyth.network</div>
+</Callout>
 
-</InfoBox>
+### Rate limits
+
+In order to maximize the reliability of the Public Hermes API, a request rate limit is enforced.
+All endpoints limits are set at 30 requests every 10 seconds per IP address.
+Clients issuing request above the limit will receive a 429 (Too Many Requests) response for the subsequent 60-second period.
 
 For production deployments, developers integrating with Pyth Network are **strongly encouraged** to use Node Providers
 for maximum resilience and decentralization. Moreover, Hermes is designed to be self-hosted, so developers can run their own
-instance of Hermes to fetch Pyth price updates. Please note it is not recommended to use the public endpoint for production as it has rate limits.
+instance of Hermes to fetch Pyth price updates.
 
 ## Node Providers
 
@@ -48,4 +49,4 @@ The following node providers offer Hermes:
 The Pyth Data Association provides a Helm chart for running Hermes in
 [charts](https://github.com/pyth-network/charts/tree/main/charts/hermes) repository. Please refer to the chart's readme
 for the configuration values.
-You will need a Pythnet RPC to run Hermes; see the [guide for accessing a Pythnet RPC](pythnet-rpc).
+You will need a Pythnet RPC to run Hermes; see the [guide for accessing a Pythnet RPC](pythnet-rpc.mdx).
diff --git a/...veloper-hub/content/docs/price-feeds/core/api-instances-and-providers/index.mdx b/...veloper-hub/content/docs/price-feeds/core/api-instances-and-providers/index.mdx
@@ -0,0 +1,12 @@
+---
+title: API Instances and Providers
+description: Access API instances and providers for Pyth Price Feeds
+slug: /price-feeds/core/api-instances-and-providers
+---
+
+This documentation explains how to get access to API instances and providers for Pyth Price Feeds.
+See the following guides to learn more about how to access each service:
+
+- [Hermes](api-instances-and-providers/hermes.mdx)
+- [Pythnet RPC](api-instances-and-providers/pythnet-rpc.mdx)
+- [Benchmarks/Historical Price](api-instances-and-providers/benchmarks.mdx)
diff --git a/apps/developer-hub/content/docs/price-feeds/core/api-instances-and-providers/meta.json b/apps/developer-hub/content/docs/price-feeds/core/api-instances-and-providers/meta.json
@@ -0,0 +1,7 @@
+{
+  "pages": [
+    "[Hermes](./hermes)",
+    "[Benchmarks / Historical Prices](./benchmarks)",
+    "[Pythnet RPC](./pythnet-rpc)"
+  ]
+}
diff --git a/...i-instances-and-providers/pythnet-rpc.mdx → ...i-instances-and-providers/pythnet-rpc.mdx b/...i-instances-and-providers/pythnet-rpc.mdx → ...i-instances-and-providers/pythnet-rpc.mdx
@@ -1,14 +1,9 @@
 ---
-title: "Pythnet RPC: How to Access and Use for Developers"
-description: >-
-  Use Hermes to configure Pythnet RPC. Choose from trusted providers like Triton
-  or P2P, or self-host a node for secure, reliable data access.
-full: false
-index: false
+title: Pythnet RPC
+description: Access Pythnet RPC providers for Pyth price feeds
+slug: /price-feeds/core/api-instances-and-providers/pythnet-rpc
 ---
 
-# Pythnet RPC
-
 You will need a Pythnet RPC to run Hermes, which you can obtain from any of the Pythnet RPC
 providers below:
 

diff --git a/...ent/docs/price-feeds/v1/api-reference.mdx → ...t/docs/price-feeds/core/api-reference.mdx b/...ent/docs/price-feeds/v1/api-reference.mdx → ...t/docs/price-feeds/core/api-reference.mdx
@@ -1,25 +1,18 @@
 ---
-title: "Pyth API Reference: On- and Off-Chain Developer Tools"
-description: >-
-  Pyth Core’s API reference covers EVM, Aptos, CosmWasm, and Hermes. It provides
-  interactive documentation and guides for both on-chain and off-chain
-  integration.
-full: false
-index: false
+title: API Reference
+description: Explore interactive Pyth API references for on-chain and off-chain integrations
+slug: /price-feeds/core/api-reference
 ---
 
-# API Reference
-
 The API reference is a comprehensive guide to the various APIs -- both on- and off-chain -- that developers can use in their applications.
 Developers can consult this reference to better understand what methods exist and what they do.
 The API reference is interactive, so developers can try out the APIs from the website to better understand their behavior.
 
 The following on-chain contracts are documented in the API reference:
 
-- [EVM](api-reference/evm)
-- [Aptos](api-reference/aptos)
-- [CosmWasm](api-reference/cosmwasm)
+- [EVM](https://api-reference.pyth.network/price-feeds/evm/getPriceNoOlderThan)
 
 Hermes also has interactive API documentation hosted by the service itself:
 
 - [Hermes](https://hermes.pyth.network/docs/)
+- [Benchmarks / Historical Prices](https://benchmarks.pyth.network/docs)
diff --git a/apps/developer-hub/content/docs/price-feeds/core/api-reference/meta.json b/apps/developer-hub/content/docs/price-feeds/core/api-reference/meta.json
@@ -0,0 +1,6 @@
+{
+  "pages": [
+    "[EVM \u2197](https://api-reference.pyth.network/price-feeds/evm/getPriceNoOlderThan)",
+    "[Hermes \u2197](https://hermes.pyth.network/docs/)"
+  ]
+}
diff --git a/...nt/docs/price-feeds/v1/best-practices.mdx → .../docs/price-feeds/core/best-practices.mdx b/...nt/docs/price-feeds/v1/best-practices.mdx → .../docs/price-feeds/core/best-practices.mdx
@@ -1,15 +1,9 @@
 ---
-title: "Pyth Price Feeds: Best Practices for Safe Use"
-description: >-
-  Best practices for Pyth price feeds: secure fixed-point representation,
-  mitigate latency & threats, use confidence intervals, and follow futures
-  pricing guidelines.
-full: false
-index: false
+title: Best Practices
+description: Learn how to integrate Pyth price feeds safely and effectively
+slug: /price-feeds/core/best-practices
 ---
 
-# Best Practices
-
 This page provides some technical details about Pyth price feeds that are necessary to use them safely and correctly.
 Please read this page before using Pyth price feeds in your application.
 
@@ -31,7 +25,7 @@ Sometimes, Pyth will not be able to provide a current price for a product.
 This situation can happen for various reasons.
 For example, US equity markets only trade during certain hours, and outside those hours, it's not clear what an equity's price is.
 Pyth price feeds follow the traditional market hours for each asset class. \
-Consult [Market Hours](./market-hours.md) to know the market hours for each asset class.
+Consult [Market Hours](./market-hours) to know the market hours for each asset class.
 
 Alternatively, a network outage (at the internet level, blockchain level, or at multiple data providers) may prevent the protocol from producing new price updates.
 (Such outages are unlikely, but integrators should still be prepared for the possibility.)
@@ -54,7 +48,7 @@ The simplest way to guard against this attack vector is to incorporate a **stale
 
 The Pyth SDK provides the [`getPriceNoOlderThan()`](https://api-reference.pyth.network/price-feeds/evm/getPriceNoOlderThan) method to help users guard against this attack vector. This method returns the most recent price update that is not older than a specified threshold.
 Highly latency-sensitive protocols may wish to reduce the threshold to a few seconds to better suit their needs.
-Please also see the section below on [latency mitigations](best-practices.md#latency) for additional ideas on how latency-sensitive protocols can minimize the impact of oracle latency.
+Please also see the section below on [latency mitigations](#latency) for additional ideas on how latency-sensitive protocols can minimize the impact of oracle latency.
 
 ## Latency
 
@@ -98,7 +92,7 @@ To expand upon the first option, it is recommended to use the confidence interva
 
 The same principle would apply if you wrote a derivative contract. If someone wants to open a derivative contract with you, you would value their collateral at the lower price. However, if you were deciding whether someone's margin limits were violated, you could value their outstanding leveraged position at the higher price. If a contract needs to be settled at a price, you could take approaches such as the following:
 
-1. Using Pyth's exponential moving average price, which represents estimates of the average price of the asset over a specified time period (e.g., over the past 1 hour). The exponential moving average price is computed such that it lessens the influence of prices with wide confidence intervals. You may find more details in [EMA Price Aggregation](./how-pyth-works/ema-price-aggregation.md).
+1. Using Pyth's exponential moving average price, which represents estimates of the average price of the asset over a specified time period (e.g., over the past 1 hour). The exponential moving average price is computed such that it lessens the influence of prices with wide confidence intervals. You may find more details in [EMA Price Aggregation](./how-pyth-works/ema-price-aggregation.mdx).
 2. Using the aggregate price, which is Pyth's best estimate of the price at a single point in time. The quality of this estimate depends on the width of the confidence interval at settlement time and on occasion, it may be imprecise. However, it is the best you can do with Pyth data if you need a single price at that exact point in time.
 3. Defining the contract to depend on confidence. For example, you could create an option that refunds the option premium to the buyer (so both sides of the transaction are even) if the strike price is within the confidence interval at settlement time. You could also create a contract that delayed settlement until the confidence interval was sufficiently small. If you choose this second option, you should ensure that your contract is guaranteed to eventually settle even if the confidence interval never narrows.
 

diff --git a/...ice-feeds/v1/contract-addresses/aptos.mdx → ...e-feeds/core/contract-addresses/aptos.mdx b/...ice-feeds/v1/contract-addresses/aptos.mdx → ...e-feeds/core/contract-addresses/aptos.mdx
@@ -1,13 +1,10 @@
 ---
-title: "Aptos Pyth Contract Addresses (Mainnet, Testnet, Devnet)"
-description: >-
-  Browse Pyth’s Aptos contract addresses on Mainnet, Testnet, and Devnet with
-  direct links to Pyth, Wormhole, and the Deployer for quick reference.
-full: false
-index: false
+title: Price Feed Contract Addresses on Aptos
+description: Find Pyth price feed contract addresses on Aptos networks
+slug: /price-feeds/core/contract-addresses/aptos
 ---
 
-# Price Feed Contract Addresses on Aptos
+import CopyAddress from "../../../../../src/components/CopyAddress";
 
 Pyth is currently deployed on Aptos Mainnet, Aptos Testnet, and Movement devnet.
 

diff --git a/...-feeds/v1/contract-addresses/cosmwasm.mdx → ...eeds/core/contract-addresses/cosmwasm.mdx b/...-feeds/v1/contract-addresses/cosmwasm.mdx → ...eeds/core/contract-addresses/cosmwasm.mdx
@@ -1,14 +1,9 @@
 ---
 title: Price Feed Contract Addresses on CosmWasm Networks
-description: >-
-  Find Pyth contract addresses on CosmWasm networks—mainnets and testnets across
-  multiple chains. Access your network’s address instantly.
-full: false
-index: false
+description: Find Pyth price feed contract addresses across CosmWasm ecosystems
+slug: /price-feeds/core/contract-addresses/cosmwasm
 ---
 
-# Price Feed Contract Addresses on CosmWasm Networks
-
 Pyth is currently available on the following cosmwasm chains:
 
 ### Stable