★ Oracle source = spot DEX pool (no TWAP)
Kamino Lend's assessment for RD-F-053 — scored green on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.
Evidence summary #
[★ CRITICAL — NOT TRIGGERED] No raw spot DEX pool primary oracle for core lending assets. Scope aggregates Pyth/Switchboard/Chainlink. DEX pool oracle types (OrcaWhirlpool etc.) used for kToken collateral with TWAP/CappedMostRecentOf mitigants available.
Detail #
Kamino does not use Uniswap-style single spot-DEX-pool oracle for standard lending assets. The Scope aggregator mediates all prices. DEX pool oracle types in Scope are for LP token (kToken) collateral pricing where the underlying value IS the pool position — an inherent design, not a lazy spot-price shortcut. TWAP overlays (1h/8h/24h/7d) and CappedMostRecentOf are documented mitigants. EWMA pricing referenced by Exponential.fi. No evidence of single-DEX-spot-only primary oracle without TWAP or fallback for core assets.
Sources #
- GitHubScope oracle typesKamino-Finance/scope oracles/mod.rs — oracle types including TWAP variantsretrieved 2026-04-27
- Exponential.fi Kamino Lend assessmentExponential.fi — TWAP/EWMA pricing confirmationretrieved 2026-04-27
- Scope TWAP release notesScope v0.31.0 release notes — 8h and 24h TWAPs; v0.33.0 — 7d TWAPretrieved 2026-04-27
Methodology #
Determine whether the primary oracle for any asset/market reads spot price from a single DEX pool without a TWAP window or secondary source.
See the full factor methodology and distribution across all protocols →