TWAP window duration

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

Evidence summary #

Yearn vaults use no DEX-TWAP oracle for vault pricing. V2 and V3 pricePerShare is internal accounting (totalIdle + totalDebt / totalSupply). The UniswapV3Swapper in strategy periphery uses Uniswap V3 router exactInputSingle/exactInput with minAmountOut slippage protection only — not a TWAP for vault valuation. No TWAP window to measure.

Sources #

GitHub
Yearn V3 VaultV3.vy — oracle-free vault coreVaultV3.vy: no TWAP oracle; UniswapV3Swapper uses router exactInputSingle, no TWAPretrieved 2026-05-16
GitHub
Yearn tokenized-strategy-periphery — UniswapV3Swapper.solUniswapV3Swapper.sol: uses exactInputSingle/exactInput with minAmountOut only, no TWAPretrieved 2026-05-16

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 yearn-finance factor RD-F-054 score not_applicable collected_at 2026-05-16 08:34:32