TWAP window duration

Euler V2'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 #

UniswapV3Oracle: minimum 5-minute TWAP window (below 30-minute taxonomy threshold), immutable post-deploy. Actual window per adapter deployment varies and cannot be universally verified without enumerating all ~200+ live adapters. PendleOracle: TWAP window configurable at deploy, immutable post-deploy. Pyth: maxStaleness capped at 15 minutes (not a TWAP). Chainlink: no TWAP (push model). Factor is yellow because UniswapV3Oracle min falls below 30-min threshold; cannot rule out sub-30-min deployments in live vaults.

Sources #

GitHub
UniswapV3Oracle TWAP MinimumUniswapV3Oracle.sol: uint32 internal constant MIN_TWAP_WINDOW = 5 minutesretrieved 2026-05-04

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 euler-v2 factor RD-F-054 score yellow collected_at 2026-05-04 19:56:06