TWAP window duration

Hyperliquid's assessment for RD-F-054 — scored gray on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.

Evidence summary #

No TWAP implemented. Oracle uses current-period weighted median (every ~3 seconds), not a time-weighted average. TWAP window = 0. JELLY incident demonstrated 400%+ price manipulation in 1 hour reflected in mark prices without any time-based damping. Gray because TWAP concept is not applicable — the oracle architecture is not TWAP-based.

Sources #

Docs
HyperCore Oracle — Hyperliquid DocsHyperliquid Oracle documentation (no TWAP mentioned)retrieved 2026-04-28
URL
JELLYJELLY Incident — Hyperliquid WikiJELLY incident — no TWAP damping observedretrieved 2026-04-28

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 hyperliquid factor RD-F-054 score gray collected_at 2026-04-28 13:58:49