feat(dev-hub) Pyth Core migration last few pages

aditya520 · aditya520 · commit e50c60c4c959 · 2025-11-11T17:27:13.000-05:00
diff --git a/apps/developer-hub/content/docs/price-feeds/core/api-instances-and-providers/index.mdx b/apps/developer-hub/content/docs/price-feeds/core/api-instances-and-providers/index.mdx
@@ -7,6 +7,6 @@ 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)
+- [Hermes](/price-feeds/core/api-instances-and-providers/hermes)
+- [Pythnet RPC](/price-feeds/core/api-instances-and-providers/pythnet-rpc)
+- [Benchmarks/Historical Price](/price-feeds/core/api-instances-and-providers/benchmarks)
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
@@ -1,7 +1,3 @@
 {
-  "pages": [
-    "[Hermes](./hermes)",
-    "[Benchmarks / Historical Prices](./benchmarks)",
-    "[Pythnet RPC](./pythnet-rpc)"
-  ]
+  "pages": ["hermes", "benchmarks", "pythnet-rpc"]
 }
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/aptos.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/aptos.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on Aptos
-description: Find Pyth price feed contract addresses on Aptos networks
+title: on Aptos
+description: List of Pyth price feed contract addresses on Aptos networks
 slug: /price-feeds/core/contract-addresses/aptos
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/cosmwasm.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/cosmwasm.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on CosmWasm Networks
-description: Find Pyth price feed contract addresses across CosmWasm ecosystems
+title: on CosmWasm
+description: List of Pyth price feed contract addresses on CosmWasm networks
 slug: /price-feeds/core/contract-addresses/cosmwasm
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/evm.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/evm.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on EVM Networks
-description: Find Pyth price feed contract addresses on supported EVM mainnets and testnets
+title: on EVM Networks
+description: List of Pyth price feed contract addresses on supported EVM mainnets and testnets
 slug: /price-feeds/core/contract-addresses/evm
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/fuel.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/fuel.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on Fuel
-description: Find Pyth price feed contract addresses on Fuel mainnet and testnet
+title: on Fuel
+description: List of Pyth price feed contract addresses on Fuel mainnet and testnet
 slug: /price-feeds/core/contract-addresses/fuel
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/index.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/index.mdx
@@ -7,17 +7,17 @@ slug: /price-feeds/core/contract-addresses
 The following sections list the addresses of deployed Pyth Price Feed contracts across blockchains.
 The contracts are split by ecosystem into several different documents:
 
-- [EVM](./contract-addresses/evm)
-- [Solana/SVM](./contract-addresses/solana)
-- [Aptos](./contract-addresses/aptos)
-- [Sui](./contract-addresses/sui)
-- [IOTA](./contract-addresses/iota)
-- [Movement](./contract-addresses/movement)
-- [TON](./contract-addresses/ton)
-- [Fuel](./contract-addresses/fuel)
-- [CosmWasm](./contract-addresses/cosmwasm)
-- [NEAR](./contract-addresses/near)
-- [Starknet](./contract-addresses/starknet)
-- [Pythnet](./contract-addresses/pythnet)
+- [EVM](/price-feeds/core/contract-addresses/evm)
+- [Solana/SVM](/price-feeds/core/contract-addresses/solana)
+- [Aptos](/price-feeds/core/contract-addresses/aptos)
+- [Sui](/price-feeds/core/contract-addresses/sui)
+- [IOTA](/price-feeds/core/contract-addresses/iota)
+- [Movement](/price-feeds/core/contract-addresses/movement)
+- [TON](/price-feeds/core/contract-addresses/ton)
+- [Fuel](/price-feeds/core/contract-addresses/fuel)
+- [CosmWasm](/price-feeds/core/contract-addresses/cosmwasm)
+- [NEAR](/price-feeds/core/contract-addresses/near)
+- [Starknet](/price-feeds/core/contract-addresses/starknet)
+- [Pythnet](/price-feeds/core/contract-addresses/pythnet)
 
 Please see the relevant ecosystem document to find the Pyth contract address on your blockchain of choice.
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/iota.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/iota.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on IOTA
-description: Find Pyth price feed contract addresses on IOTA networks
+title: on IOTA
+description: List of Pyth price feed contract addresses on IOTA networks
 slug: /price-feeds/core/contract-addresses/iota
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/meta.json b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/meta.json
@@ -1,16 +1,16 @@
 {
   "pages": [
-    "[EVM](./evm)",
-    "[Solana / SVM](./solana)",
-    "[Aptos](./aptos)",
-    "[Sui](./sui)",
-    "[IOTA](./iota)",
-    "[Movement](./movement)",
-    "[TON](./ton)",
-    "[Fuel](./fuel)",
-    "[CosmWasm](./cosmwasm)",
-    "[NEAR](./near)",
-    "[Starknet](./starknet)",
-    "[Pythnet](./pythnet)"
+    "evm",
+    "solana",
+    "aptos",
+    "sui",
+    "iota",
+    "movement",
+    "ton",
+    "fuel",
+    "cosmwasm",
+    "near",
+    "starknet",
+    "pythnet"
   ]
 }
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/movement.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/movement.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on Movement
-description: Find Pyth price feed contract addresses on Movement networks
+title: on Movement
+description: List of Pyth price feed contract addresses on Movement networks
 slug: /price-feeds/core/contract-addresses/movement
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/near.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/near.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on NEAR
-description: Find Pyth price feed contract addresses on NEAR networks
+title: on NEAR
+description: List of Pyth price feed contract addresses on NEAR networks
 slug: /price-feeds/core/contract-addresses/near
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/pythnet.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/pythnet.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on Pythnet
-description: Find Pyth price feed contract addresses on Pythnet
+title: on Pythnet
+description: List of Pyth price feed contract addresses on Pythnet
 slug: /price-feeds/core/contract-addresses/pythnet
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/solana.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/solana.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on Solana/SVM
-description: Find Pyth price feed contract addresses on Solana and other SVM chains
+title: on Solana/SVM
+description: List of Pyth price feed contract addresses on Solana and other SVM chains
 slug: /price-feeds/core/contract-addresses/solana
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/starknet.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/starknet.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on Starknet
-description: Find Pyth price feed contract addresses on Starknet networks
+title: on Starknet
+description: List of Pyth price feed contract addresses on Starknet networks
 slug: /price-feeds/core/contract-addresses/starknet
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/sui.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/sui.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on Sui
-description: Find Pyth price feed contract addresses on Sui networks
+title: on Sui
+description: List of Pyth price feed contract addresses on Sui networks
 slug: /price-feeds/core/contract-addresses/sui
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/ton.mdx b/apps/developer-hub/content/docs/price-feeds/core/contract-addresses/ton.mdx
@@ -1,6 +1,6 @@
 ---
-title: Price Feed Contract Addresses on TON
-description: Find Pyth price feed contract addresses on TON networks
+title: on TON
+description: List of Pyth price feed contract addresses on TON networks
 slug: /price-feeds/core/contract-addresses/ton
 ---
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/error-codes/index.mdx b/apps/developer-hub/content/docs/price-feeds/core/error-codes/index.mdx
@@ -4,4 +4,4 @@ description: Directory of error code references for Pyth price feeds
 slug: /price-feeds/core/error-codes
 ---
 
-- [EVM](error-codes/evm)
+- [EVM](/price-feeds/core/error-codes/evm)
diff --git a/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/cross-chain.mdx b/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/cross-chain.mdx
@@ -7,7 +7,12 @@ slug: /price-feeds/core/how-pyth-works/cross-chain
 Pyth uses a cross-chain mechanism to transfer prices from [Pythnet](pythnet) to target chains. The diagram below
 shows how prices are delivered from Pythnet to target chains:
 
-![Pyth cross-chain architecture](/images/Pull-Architecture-Hermes.png)
+<figure className="image-container">
+  <img
+    src="/images/Pull-Architecture-Hermes.png"
+    alt="Pyth cross-chain architecture"
+  />
+</figure>
 
 Data providers publish their prices on Pythnet. The on-chain [oracle program](oracle-program) then aggregates prices
 for a feed to obtain the aggregate price and confidence. Next, the Pythnet validators send a Wormhole message on each
diff --git a/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/ema-price-aggregation.mdx b/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/ema-price-aggregation.mdx
@@ -27,7 +27,12 @@ price_account .. CqFJLrT4rSpA46RQkVYWn8tdBDuQ7p7RXcp6Um76oaph
 
 In an EMA the most recent samples receive the most weight, and samples further back in time get exponentially less weight the farther in the past they are. For a 1 hour EMA, the samples 1 hour in the past get 50% of the weighting, samples 2 hours in the past get 25% of the weighting, 3 hours in the past get 12.5% of the weighting, etc.
 
-![EMA price aggregation example 1](/images/EMA_Price_Aggregation_1.png)
+<figure className="image-container">
+  <img
+    src="/images/EMA_Price_Aggregation_1.png"
+    alt="EMA price aggregation example 1"
+  />
+</figure>
 
 While conceptually not as simple as an SMA (Simple Moving Average), the EMA has a particularly simple implementation for streaming applications such as Pyth. The exponential weighting method allows the entire history of prices and weights to be represented by a single number.
 
@@ -42,6 +47,11 @@ The current Pyth averaging method is a slot-weighted, inverse confidence-weighte
 - **Slot weighted** — The Pyth EMA uses the Pythnet slot number to measure the passage of time. The averaging period is 5921 slots, which corresponds to approximately 1 hour on Pythnet.
 - **Inverse confidence weighted** — Weighting each sample by 1/Confidence lets the EMA give more weight to samples with tight confidence and ignore samples with very wide confidence. Below is an example of an outlier aggregate price with a wide confidence interval. Notice how the average using inverse confidence weighting does not get pulled up by the outlier sample while the uniform weighted average does.
 
-![EMA price aggregation example 2](/images/EMA_Price_Aggregation_2.png)
+<figure className="image-container">
+  <img
+    src="/images/EMA_Price_Aggregation_2.png"
+    alt="EMA price aggregation example 2"
+  />
+</figure>
 
 For more details and explanations, be sure to read the dedicated blog post on this topic [here](https://pythnetwork.medium.com/whats-in-a-name-302a03e6c3e1).
diff --git a/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/meta.json b/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/meta.json
@@ -1,11 +1,11 @@
 {
   "pages": [
-    "[Pythnet](./pythnet)",
-    "[Oracle Program](./oracle-program)",
-    "[Cross-chain](./cross-chain)",
-    "[Fees](./fees)",
-    "[Hermes](./hermes)",
-    "[Price Aggregation](./price-aggregation)",
-    "[EMA Price Aggregation](./ema-price-aggregation)"
+    "pythnet",
+    "oracle-program",
+    "cross-chain",
+    "fees",
+    "hermes",
+    "price-aggregation",
+    "ema-price-aggregation"
   ]
 }
diff --git a/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/price-aggregation.mdx b/apps/developer-hub/content/docs/price-feeds/core/how-pyth-works/price-aggregation.mdx
@@ -10,19 +10,34 @@ Price aggregation combines the prices and confidences submitted by individual da
 
 The aggregation algorithm is designed to achieve 3 properties. First, it must be **robust to manipulation.** If most publishers are submitting a price of \$100 and one publisher submits a price of \$80, the aggregate price should remain near \$100 and not be overly influenced by the single outlying price. In the figure below, the aggregate price and confidence interval (represented by the blue star) is not influenced by the magenta publisher whose price is far away from the other publishers:
 
-![Price aggregation example 1](/images/Price_Aggregation_1.png)
+<figure className="image-container">
+  <img
+    src="/images/Price_Aggregation_1.png"
+    alt="Price aggregation example with an outlier"
+  />
+</figure>
 
 Second, the **aggregate price should appropriately weight data sources with different levels of accuracy.** Pyth allows publishers to submit a confidence interval because they have varying levels of accuracy in observing the price of a product. This property can result in situations where one publisher reports a price of \$101 +/- 1, and another reports \$110 +/- 10. In these cases, aggregating the price to be closer to \$101 than \$110 is appropriate, as in the figure below.
 
-![Price aggregation example 2](/images/Price_Aggregation_2.png)
+<figure className="image-container">
+  <img
+    src="/images/Price_Aggregation_2.png"
+    alt="Price aggregation example showing weighting by accuracy"
+  />
+</figure>
 
 Finally, the **aggregate confidence interval should reflect the variation between publishers' prices.**
 Under normal market conditions, it is reasonable to expect a product to trade at a similar price across exchanges.
 In these cases, aggregate confidence interval is preferable to reflect the confidence intervals of the individual data providers, as shown in the figure on the left.
 However, in some rare situations, a product can trade at different prices on different exchanges.
 In these cases, the aggregate confidence interval should widen out to reflect the variation between these prices, as shown in the figure on the right.
 
-![Price aggregation example 3](/images/Price_Aggregation_3.png)
+<figure className="image-container">
+  <img
+    src="/images/Price_Aggregation_3.png"
+    alt="Price aggregation example illustrating confidence width"
+  />
+</figure>
 
 **Algorithm**
 
@@ -45,21 +60,41 @@ Finally, the bold red star depicts the aggregate price and the bold red line dep
 In the first scenario, one publisher with a tight confidence interval is an outlier.
 Although this publisher does influence the objective function (the red line is lower on the left side than the right), it does not have enough influence to affect either the aggregate price or confidence interval.
 
-![Price aggregation example 4](/images/Price_Aggregation_4.png)
+<figure className="image-container">
+  <img
+    src="/images/Price_Aggregation_4.png"
+    alt="Aggregation scenario with an outlier"
+  />
+</figure>
 
 The second scenario depicts how publishers with tighter confidence intervals can exert more influence over the location of the aggregate price, as long as their prices are consistent with the confidence intervals of other publishers.
 
-![Price aggregation example 5](/images/Price_Aggregation_5.png)
+<figure className="image-container">
+  <img
+    src="/images/Price_Aggregation_5.png"
+    alt="Aggregation scenario with higher weights for tighter confidence"
+  />
+</figure>
 
 The third scenario demonstrates the typical case where there are many publishers whose prices and confidence intervals roughly agree.
 In this case, the desired behavior is for the aggregate price and confidence to reflect those of the individual publishers.
 
-![Price aggregation example 6](/images/Price_Aggregation_6.png)
+<figure className="image-container">
+  <img
+    src="/images/Price_Aggregation_6.png"
+    alt="Aggregation scenario with consistent publishers"
+  />
+</figure>
 
 Finally, the fourth scenario considers the case where the publishers publish distinct prices with non-overlapping confidence intervals.
 In this case, the confidence interval widens out because the dispersion between publishers creates a large gap between the aggregate price and the 25th/75th percentiles of the votes.
 
-![Price aggregation example 7](/images/Price_Aggregation_7.png)
+<figure className="image-container">
+  <img
+    src="/images/Price_Aggregation_7.png"
+    alt="Aggregation scenario with divergent publisher prices"
+  />
+</figure>
 
 **Further Reading**
 
diff --git a/apps/developer-hub/content/docs/price-feeds/core/pull-updates.mdx b/apps/developer-hub/content/docs/price-feeds/core/pull-updates.mdx
@@ -0,0 +1,58 @@
+---
+title: What is a Pull Oracle?
+description: Learn how Pyth's pull oracle model differs from traditional push oracles
+slug: /price-feeds/core/pull-updates
+---
+
+Most oracles today are push oracles where the oracle operator is responsible for submitting price updates to the blockchain.
+Pyth is different: it is a _pull oracle_ where anyone can permissionlessly update the on-chain price.
+This document explains the differences between push and pull oracles.
+
+## Push Oracles
+
+_Push oracles_ periodically update an on-chain price based on external trigger conditions.
+The oracle has a smart contract that stores the current price.
+The contract also has a set of permissioned operators who are authorized to update the price.
+The oracle operators then commit to updating the on-chain price at a specific cadence, for example, once every 30 minutes or if the price moves by 1%.
+Thus, in a push oracle, the on-chain price is periodically updated, regardless of whether or not anyone is using it.
+
+## Pull Oracles
+
+In contrast to push oracles, _pull oracles_ only update the on-chain price when requested.
+There are different ways for users to request an updated price from a pull oracle.
+Some pull oracles respond to on-chain requests: applications send one transaction to request data from the oracle, which then submits the response in a second transaction.
+Pyth uses a simpler system where users can request the latest price update from an off-chain service.
+Anyone can submit a price update to the on-chain Pyth contract, which verifies its authenticity and stores it for later use.
+This system allows applications to use a single transaction flow that first updates the price then performs the necessary application logic.
+
+For a more in-depth explanation on the differences between push and pull oracles, refer to the following video tutorial:
+[How to Build with Pyth's Pull Oracle Design: Pyth Tutorials](https://youtu.be/qdwrs23Qc9g)
+
+## Comparing Push and Pull
+
+![](/images/Push-vs-Pull-Oracle.jpg)
+
+Push and pull oracles differ on a number of important dimensions:
+
+- **Update frequency** -- In a push oracle, every price feed updates at a fixed update frequency.
+  The oracle operator determines the frequency, but it typically ranges from every 10 minutes to 1 hour.
+  In contrast, pull oracles can update at a much higher frequency.
+  For example, every Pyth price feed updates every 400 milliseconds.
+- **Latency** -- An oracle's update frequency also affects its prices' latency.
+  The higher update frequencies of pull oracles allow applications to access lower-latency data.
+- **Blockchain support** -- Pull oracles support a wide variety of different blockchains.
+  Push oracles typically support a smaller number of blockchains, as each additional chain requires ongoing gas expenditures.
+- **Price feed selection** -- Similar to the item above, pull oracles also support a wide selection of price feeds.
+  In contrast, push oracles typically have a more limited selection.
+  Push oracles generally cannot support a wide selection of feeds due to the gas cost of periodically updating each feed.
+
+A fundamental reason for these differences is that push oracles incur gas costs for price updates.
+These gas costs limit their scalability across all of the dimensions above.
+
+### Integration Differences
+
+Push oracles and pull oracles require applications to integrate in different ways.
+With a push oracle, applications typically read the current price out of a smart contract.
+Since the push oracle periodically updates the price, the application can assume the data in the smart contract is (reasonably) fresh.
+With a pull oracle, applications need to update the on-chain price before reading it.
+Developers using Pyth can refer to [How to Use Real-Time Price Data](/price-feeds/use-real-time-data) to learn how to perform these steps.
diff --git a/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/account-structure.mdx b/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/account-structure.mdx
diff --git a/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/index.mdx b/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/index.mdx
diff --git a/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/meta.json b/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/meta.json
diff --git a/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/product-metadata.mdx b/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/product-metadata.mdx
diff --git a/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/schedule-format.mdx b/apps/developer-hub/content/docs/price-feeds/core/pythnet-reference/schedule-format.mdx
diff --git a/apps/developer-hub/content/docs/price-feeds/core/rate-limits.mdx b/apps/developer-hub/content/docs/price-feeds/core/rate-limits.mdx
diff --git a/apps/developer-hub/content/docs/price-feeds/core/why-update-prices.mdx b/apps/developer-hub/content/docs/price-feeds/core/why-update-prices.mdx
diff --git a/apps/developer-hub/content/docs/price-feeds/meta.json b/apps/developer-hub/content/docs/price-feeds/meta.json
diff --git a/apps/developer-hub/public/images/Push-vs-Pull-Oracle.jpg b/apps/developer-hub/public/images/Push-vs-Pull-Oracle.jpg
diff --git a/apps/developer-hub/src/components/Pages/Homepage/index.tsx b/apps/developer-hub/src/components/Pages/Homepage/index.tsx
diff --git a/apps/developer-hub/src/components/Root/global.css b/apps/developer-hub/src/components/Root/global.css

Original file line number	Diff line number	Diff line change
`@@ -1,7 +1,3 @@`
`1`	`1`	`{`
`2`		`- "pages": [`
`3`		`- "[Hermes](./hermes)",`
`4`		`- "[Benchmarks / Historical Prices](./benchmarks)",`
`5`		`- "[Pythnet RPC](./pythnet-rpc)"`
`6`		`- ]`
	`2`	`+ "pages": ["hermes", "benchmarks", "pythnet-rpc"]`
`7`	`3`	`}`