RBT 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%
- buy12.18 USDC (shortened; full value 12.1860246352396221016222820151 USDC)sell12.41 USDC (shortened; full value 12.419822583029622086441090471369197396743982762454 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.
Lower at the end of the window than at its start
- Lowest
- 4.88 USDC (shortened; full value 4.8816826571061745686634606822 USDC)
- Highest
- 25.66 USDC (shortened; full value 25.666987053237456206507904361 USDC)
- 2% from mid
- 4.91 USDC (shortened; full value 4.9101675206249847324527510386 USDC)
- 5% from mid
- 12.18 USDC (shortened; full value 12.1860246352396221016222820151 USDC)
- 10% from mid
- 24.08 USDC (shortened; full value 24.0851986794989410483113619063 USDC)
Checks
MANIPULATION_CHEAPMANIPULATION_RATIO_LOWPRICE_SOURCE_CONFLICTSPREAD_EXTREMETHIN_DEPTH_5PCTNO_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