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
- 6.13 USDC (shortened; full value 6.135261474943418246181912042866027080078896659526 USDC)Limited by liquidation depth
- Depth within 5%
- buy5.94 USDC (shortened; full value 5.9405190901558144395747298751 USDC)sell6.05 USDC (shortened; full value 6.054492368042466012124130257813031273660330954553 USDC)
- Cost to move +50%
- 53.19 USDC (shortened; full value 53.19911220567439648 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
- 2.22 USDC (shortened; full value 2.228080852919175412352074778 USDC)
- Highest
- 11.49 USDC (shortened; full value 11.4975592791828495939259531093 USDC)
- 2% from mid
- 2.25 USDC (shortened; full value 2.2568362690679354976843100365 USDC)
- 5% from mid
- 5.60 USDC (shortened; full value 5.6010028694629133617308980199 USDC)
- 10% from mid
- 11.07 USDC (shortened; full value 11.0701620055280058194034242713 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
- 53.19 USDC (shortened; full value 53.19911220567439648 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
- 53.19 USDC (shortened; full value 53.19911220567439648 USDC)
The move, plus the genuine volume an averaging oracle forces an attacker to outweigh