XRF 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
- 5.81 USDC (shortened; full value 5.813235929031065860377346213151448826645623416964 USDC)Limited by liquidation depth
- Depth within 5%
- buy5.62 USDC (shortened; full value 5.6287151171999887124762061339 USDC)sell5.73 USDC (shortened; full value 5.736706203915039453499294871992252104081984549542 USDC)
- Cost to move +50%
- 25.57 USDC (shortened; full value 25.57823450227079 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.
Higher at the end of the window than at its start
- Lowest
- 2.22 USDC (shortened; full value 2.2272494547266590124189314014 USDC)
- Highest
- 11.17 USDC (shortened; full value 11.1799467588116783088344007325 USDC)
- 2% from mid
- 2.26 USDC (shortened; full value 2.2677564779512005521253138195 USDC)
- 5% from mid
- 5.62 USDC (shortened; full value 5.6281045791122192496288463485 USDC)
- 10% from mid
- 11.12 USDC (shortened; full value 11.1237274693274141332435887275 USDC)
Checks
MANIPULATION_CHEAPMANIPULATION_RATIO_LOWPRICE_SOURCE_CONFLICTSPREAD_EXTREMEHOLDER_CONCENTRATION_EXTREMETHIN_DEPTH_5PCTHOLDER_CONCENTRATION_HIGHNot 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
- 25.57 USDC (shortened; full value 25.57823450227079 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
- 25.57 USDC (shortened; full value 25.57823450227079 USDC)
The move, plus the genuine volume an averaging oracle forces an attacker to outweigh