SSLX 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
- 0.04 USDC (shortened; full value 0.04698945000120145531218 USDC)Limited by manipulation cost
- Depth within 5%
- buy107.45 USDC (shortened; full value 107.4559726758673026163810689864 USDC)sell59.27 USDC (shortened; full value 59.27496623220510252952782778875280099971900668532 USDC)
- Cost to move +50%
- 0.18 USDC (shortened; full value 0.18795780000480582124872 USDC)Reachable through the order book
- 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
- 0 USDC
- Highest
- 473.21 USDC (shortened; full value 473.2147069165655276851740357065 USDC)
- 2% from mid
- 41.17 USDC (shortened; full value 41.1765326131086971348961256006 USDC)
- 5% from mid
- 102.19 USDC (shortened; full value 102.1916744610827612209269808935 USDC)
- 10% from mid
- 201.97 USDC (shortened; full value 201.9778275901588005548941861112 USDC)
Checks
MANIPULATION_CHEAPMANIPULATION_RATIO_LOWHOLDER_CONCENTRATION_EXTREMETHIN_DEPTH_5PCTHOLDER_CONCENTRATION_HIGHSPREAD_EXTREMEPRICE_SOURCE_CONFLICTZERO_DEPTH_2PCTNot 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
- 0.18 USDC (shortened; full value 0.18795780000480582124872 USDC)
The target is reachable through the order book
- Genuine volume in the oracle window
- 2.39 USDC (shortened; full value 2.3904115 USDC)
Over the last 900 seconds (15 minutes), after the genuine-trade filter
- Cost against genuine volume
- 0.0786 (shortened; full value 0.078629892804986012345037664)
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
- 2.57 USDC (shortened; full value 2.57836930000480582124872 USDC)
The move, plus the genuine volume an averaging oracle forces an attacker to outweigh