Oracle price deviation >X% from secondary
Convex Finance's assessment for RD-F-099 — scored yellow on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.
Evidence summary #
T-09 phase-2 signal. Partially applicable. Convex Booster core reward path (deposit Curve LP, accrue CRV via gauge) does not consume an external price oracle — CRV rewards are on-chain gauge-based. However, the cvxCRV/CRV soft peg is a structural dependency: cvxCRV has historically traded at 1%-8% discount to CRV depending on market conditions, representing a persistent latent oracle-equivalent risk. The 19 Chainlink feeds in the data cache (USDT/USD, AVAX/USD, COMP/USD, etc.) are associated with periphery Convex-adjacent contracts and pool accounting, not the Booster core. No acute oracle deviation on any of these feeds detected as of 2026-05-16. Yellow assigned because the cvxCRV peg tension is a real latent risk even though the canonical signal does not fire on core Convex contracts today.
Sources #
- DocsMultisig Admin Rights — ConvexFinanceConvex Finance FAQ page noting oracle usage in core Booster pathretrieved 2026-05-16
- Convex Finance data cache — oracle feeds.research/protocols/convex-finance/00-data-cache.json — oracle_feeds[] listing 19 Chainlink feeds including USDT/USD (heartbeat 86400s, deviation 0.25%)retrieved 2026-05-16
- CVX Tokenomics — ConvexFinanceConvex Finance cvxCRV information — cvxCRV soft peg to CRV explanationretrieved 2026-05-16
Methodology #
Detect whether the primary oracle's reported price deviates >X% from the best available secondary source (another feed or venue).
See the full factor methodology and distribution across all protocols →