# Nabla's HFT pricing engine The proprietary HFT pricing engine plays a central role for Nabla, as accurate pricing is a precondition for a healthy and profitable protocol. Any time lag or price imprecision could lead to arbitrage bots taking profits at the cost of the respective backstop pool. So it's crucial to our mission to ever improve our HFT pricing engine.\ In the current v1.0, we're combining order book data from leading Centralized Exchanges with chain-specific geographical considerations. In the future we plan to digest even more relevant data, e.g. volatility metrics - whilst further optimizing the already superlow latency. --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://docs.nabla.fi/protocol-overview/hft-pricing-engine/nablas-hft-pricing-engine.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.