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Pricing

Harbor exposes several price surfaces. They are not interchangeable. ha/hs ERC-20s are mint/burn tokens — do not assume they implement Chainlink latestRoundData or a token price() unless you have verified the bytecode.

Choose the price surface that matches the job.

Which function to call​

NeedCallUnitsNotes
ha (pegged) value in collateral / protocol NAVMinter peggedTokenPrice()18 decimals (1e18 = 1.0)Market-specific minter
hs (Sail) NAVMinter leveragedTokenPrice()18 decimalsResidual claim; moves with CR and collateral
Wrap rate + underlying used by the minterHarbor aggregator latestAnswer()Four uint256s, 18 decimalsNot AggregatorV3
Raw Chainlink (ETH/USD, BTC/USD, …)Chainlink proxy latestRoundData()Often 8 decimalsHarbor aggregators already compose these
Token ERC-20 price()——Not a documented Harbor ha/hs API. Use minter views.

Aggregator signature (Harbor):

function latestAnswer()
    external
    view
    returns (
        uint256 minUnderlyingPrice,
        uint256 maxUnderlyingPrice,
        uint256 minWrappedRate,
        uint256 maxWrappedRate
    );

Today min and max are typically equal (bounds reserved). Wrapped rate is fxSAVE / wstETH (etc.) vs underlying, validated by ChainlinkRateLib (default 0.9–3.0×; out of range → InvalidRate). Full behaviour: Price oracle contracts.

Minter views: Minter (peggedTokenPrice, leveragedTokenPrice, collateralRatio).

Worked example 1 — fxUSD / ETH (single feed + rate)​

Market: haETH / fxUSD. Oracle detail: fxUSD/ETH.

Composition (conceptual):

  1. rate = fxSAVE.getRate() (fxUSD per fxSAVE, 18 decimals via Harbor rate lib).
  2. Chainlink ETH/USD, inverted → USD/ETH, scaled to 18 decimals.
  3. Aggregator returns (price, price, rate, rate) as fxUSD/ETH-style inputs the minter consumes.

Sample eth_call (aggregator):

to: <market priceOracle from the market page>
data: latestAnswer()   // 0x50d25bcd

Decode four uint256s. Convert with formatUnits(x, 18).

Solidity (read-only):

interface IHarborAggregator {
    function latestAnswer()
        external
        view
        returns (uint256, uint256, uint256, uint256);
}

function wrappedValueHint(address oracle, uint256 wrappedAmount)
    external
    view
    returns (uint256 minUnderlyingPrice, uint256 minWrappedRate)
{
    (minUnderlyingPrice, , minWrappedRate, ) = IHarborAggregator(oracle).latestAnswer();
    // wrappedAmount * minWrappedRate / 1e18  → underlying units (then * price as needed)
}

Prefer the market-wired oracle address on the market page if it differs from the inventory alias.

Worked example 2 — stETH / BTC (double feed + wstETH rate)​

Market: haBTC / stETH. Oracle: stETH/BTC.

Composition (conceptual):

  1. rate = wstETH.getRate() (stETH per wstETH).
  2. price ≈ (ETH/USD) / (BTC/USD) (both Chainlink), optional divisor / invert as configured.
  3. Result is stETH/BTC-style pricing for the minter.

Same latestAnswer() ABI. Do not pass Harbor aggregator addresses into code that expects AggregatorV3.

Worked example 3 — hs leverage NAV feed​

Inventory example: hs fxUSD (haBTC) — type leverage, no collateral rate provider.

These feeds estimate USD-denominated Sail NAV for listings / wrappers. For protocol mint/redeem accounting, use the market minter leveragedTokenPrice(), not a standalone leverage oracle, unless you are explicitly consuming that inventory feed.

Harbor aggregators already combine Chainlink feeds + rate providers + heartbeat/staleness checks. Integrators who need a Chainlink-shaped latestRoundData / 8-decimal price() should use a wrapper adapter once deployed — Oracle adapters (spec only today).