TWAP window duration

dYdX v4 (dYdX Chain)'s assessment for RD-F-054 — scored green on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.

Evidence summary #

TWAP window concept is not applicable to the Slinky validator-consensus oracle model. Prices are updated per-block (~1 second); no TWAP window is configured. MinPriceChangePpm is the per-market update threshold, not a TWAP window. TWAP manipulation class is structurally inapplicable to validator-consensus oracle.

Sources #

GitHub
dydxprotocol/slinky — GitHubslinky repo: per-block continuous price updates via ABCI++ vote extensions, not TWAP-basedretrieved 2026-05-17
GitHub
market_param.go types — dYdX v4-chainmarket_param.go: MinPriceChangePpm is update threshold, not TWAP windowretrieved 2026-05-17

Methodology #

For each DEX-TWAP oracle, measure the TWAP window duration in minutes; flag any window < 30 minutes as high risk.

See the full factor methodology and distribution across all protocols →

rubric_version v1.7.0 protocol dydx-v4 factor RD-F-054 score green collected_at 2026-05-17 09:58:47