LSP against USDC — what depth stands behind this price?
Risk band
Critical
partial confidence
A floor: the real band can only be worse.
- Max safe collateral
- 0 USDCLimited by manipulation cost
- Depth within 5%
- buy50.48 USDC (shortened; full value 50.4832459217771261915310337264 USDC)sell51.45 USDC (shortened; full value 51.451804549186900023249835702065066356039130308294 USDC)
- Cost to move +50%
- 0 USDCReachable at no cost: nothing stands in the way
- Checks
- 5 triggered3 not evaluated
History
Buy-side depth
What an order can absorb before the price moves against a buyer. The rungs are nested, so one scale covers all three.
Higher at the end of the window than at its start
- Lowest
- 19.64 USDC (shortened; full value 19.6495974529865160470103973654 USDC)
- Highest
- 122.27 USDC (shortened; full value 122.2765490595466172124475089754 USDC)
- 2% from mid
- 21.00 USDC (shortened; full value 21.0099864496269684134675775906 USDC)
- 5% from mid
- 52.14 USDC (shortened; full value 52.1424597808053276926615119932 USDC)
- 10% from mid
- 103.05 USDC (shortened; full value 103.0575221247108747211648121255 USDC)
Checks
MANIPULATION_CHEAPPRICE_SOURCE_CONFLICTSPREAD_EXTREMETHIN_DEPTH_5PCTMANIPULATION_RATIO_LOWNO_GENUINE_TRADE_30DNO_GENUINE_TRADE_7DNot evaluated3
- No genuine trade in 30 days
- No genuine trade in 7 days
- Volume may be wash traded
Evidence
The figures behind the verdict, as the engine served them.
An averaging oracle makes an attacker outweigh genuine trading as well as move the book. A market with no genuine volume has no such defence.
- Cost of a 50% move, order book only
- 0 USDC
The target is reachable through the order book
- Genuine volume in the oracle window
- 0 USDC
Over the last 900 seconds (15 minutes), after the genuine-trade filter
- Cost against genuine volume
- not computed
Below 1, moving the price is cheaper than all genuine trading across the window. Not computed when there was no genuine volume or the target is unreachable
- Total attack cost
- 0 USDC
The move, plus the genuine volume an averaging oracle forces an attacker to outweigh