GROG 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
- 40.77 USDC (shortened; full value 40.774500016146695969280248742249524495712958195967 USDC)Limited by liquidation depth
- Depth within 5%
- buy0 USDCsell54.22 USDC (shortened; full value 54.228501309892546978999388271952698200674192641996 USDC)
- Cost to move +50%
- 229.14 USDC (shortened; full value 229.1403381 USDC)Reachable through the order book
- Checks
- 6 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.
Unchanged across the window
- Lowest
- 0 USDC
- Highest
- 24.85 USDC (shortened; full value 24.8518572837542948163645362541 USDC)
- 2% from mid
- 0 USDC
- 5% from mid
- 0 USDC
- 10% from mid
- 23.82 USDC (shortened; full value 23.8201106220635532391932937522 USDC)
Checks
ZERO_DEPTH_2PCTMANIPULATION_CHEAPSPREAD_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
- 229.14 USDC (shortened; full value 229.1403381 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
- 229.14 USDC (shortened; full value 229.1403381 USDC)
The move, plus the genuine volume an averaging oracle forces an attacker to outweigh