VAQM 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
- 9.11 USDC (shortened; full value 9.112056938025193348730507972604131854276082266782 USDC)Limited by liquidation depth
- Depth within 5%
- buy8.82 USDC (shortened; full value 8.8228266084494156033317219353 USDC)sell8.99 USDC (shortened; full value 8.992099100218173436465568245663962418687030823421 USDC)
- Cost to move +50%
- 764.76 USDC (shortened; full value 764.76460592322 USDC)Reachable through the order book
- Checks
- 7 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
- 3.55 USDC (shortened; full value 3.5544422036744718025671997373 USDC)
- Highest
- 788.96 USDC (shortened; full value 788.9653178372372999504962424142 USDC)
- 2% from mid
- 3.55 USDC (shortened; full value 3.5544422036744718025671997373 USDC)
- 5% from mid
- 8.82 USDC (shortened; full value 8.8213935831255076016685586228 USDC)
- 10% from mid
- 782.19 USDC (shortened; full value 782.1997435861808350871326882358 USDC)
8 readings from horizon, with no gaps reported. One source per chart.
Checks
What fires now, how long it has been firing across the window above, and what could not run.
Cheap to move the pricenow
MANIPULATION_CHEAPthroughout
Cheap next to real tradingnow
MANIPULATION_RATIO_LOWthroughout
Price sources disagreenow
PRICE_SOURCE_CONFLICTthroughout
Extreme spreadnow
SPREAD_EXTREMEthroughout
One holder owns most of itnow
HOLDER_CONCENTRATION_EXTREMEthroughout
Thin depth at 5%now
THIN_DEPTH_5PCTthroughout
Supply is concentratednow
HOLDER_CONCENTRATION_HIGHthroughout
Not 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.
Both price sources, not only the one that won, and the pair that set the band.
- Price used
- 0.27408748 USDC (shortened; full value 0.2740874880471349 USDC)
AMM pool spot price, because the book and the pool disagree or the book is one-sided
- AMM pool spot price
- 0.27408748 USDC (shortened; full value 0.2740874880471349 USDC)
The pool with the largest quote reserve, reported whichever source set the price
- Book against pool
- 47.1336 % (shortened; full value 47.13366842637043049586368713 %)
Past the methodology threshold, the pool price is used and PRICE_SOURCE_CONFLICT fires
- Spread
- 105.7326 % (shortened; full value 105.73266280746887472600075541 %)
Best ask minus best bid, over the mid