Ergo transaction, like in Bitcoin can spend many inputs and create many outputs, but (unlike Bitcoin and all the Bitcoin descendants I know about) it also can have read-only inputs. This creates an efficient mechanism to refer to unspent coins and so create applications like oracles with no much cost.
A coin in Ergo is not just about a nominal and a protecting script, like in Bitcoin, it also can contain additional registers which contain typed data to be used in scripts. Thus we’re talking about “boxes”, not “coins” in Ergo. More information can be found in this topic: Ergo terminology: a Box and a Register .
Thus this Oracle tool is creating boxes with pricing data which can be read by different scripts.
For scripting capabilities of Ergo, really good introduction to ErgoScript (high-level language, kind of Solidity of Ergo) is here https://ergoplatform.org/docs/ErgoScript.pdf , there are some examples on this forum which are using oracles, e.g. interest-free loan contract Interest-Free Loan Contract .