TWAP window duration
crvUSD (Curve Stablecoin)'s assessment for RD-F-054 — scored yellow on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.
Evidence summary #
AggregatorStablePrice uses EMA not fixed TWAP; time constant determined by sigma=1e15 (slow decay). Collateral price oracles: ma_exp_time = 600 seconds (10 minutes) per Etherscan source of CryptoWithStablePriceAndChainlinkFrxeth. 10-min EMA is below the 30-min threshold from taxonomy. RATE_MAX_SPEED (0.01%/min) provides additional damping. EMA is directionally better than spot but shorter than 30-min TWAP taxonomy threshold.
Sources #
- GitHubCryptoFromPoolsRate.vy — curvefi/curve-stablecoin GitHubCryptoFromPoolsRate.vy: RATE_MAX_SPEED constant = 10**16 / 60 constraining ~0.01%/min maximum rate of changeretrieved 2026-05-16
- CryptoWithStablePriceAndChainlinkFrxeth — EtherscanCryptoWithStablePriceAndChainlinkFrxeth source: ma_exp_time initialized to 600 seconds in constructorretrieved 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 →