TWAP window duration

Evidence summary #

N/A — Balancer does not consume TWAP oracles internally. The v2 WeightedPool TWAP oracle (min 2 min, max ~34.1 hrs) is provided FOR external consumers, not used by Balancer for swap pricing. The v3 Geomean Oracle Hook (customizable window up to 30 days) similarly outputs data for external consumers. This factor asks about TWAP windows Balancer consumes; Balancer's internal invariant math has no TWAP window parameter.

Sources #

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 →