Oracle price deviation >X% from secondary
QuickSwap's assessment for RD-F-099 — scored not_applicable on the v1.7.0 rubric. The evidence below is the curator's reasoning for this score.
Evidence summary #
QuickSwap DEX has no external oracle in its swap routing path. V2 is a constant-product AMM (price determined by pool reserves only). V3/Algebra uses tick-based concentrated-liquidity with no external oracle for swap execution. The protocol closed its only oracle-consuming surface (Market.xyz lending) in October 2022. Oracle price deviation signal requires a protocol that consumes an external oracle for safety-critical reads (collateral pricing, liquidation triggering). Structurally not applicable for this AMM DEX shape.
Sources #
- DocsQuickSwap docs — security and architectureQuickSwap profile section 7: DEX does not use external price oracle in swap routing path; V2 constant-product AMM, V3 tick-based CL, no external oracle for swap execution; lending product permanently closed October 2022retrieved 2026-05-16
Methodology #
Detect whether the primary oracle's reported price deviates >X% from the best available secondary source (another feed or venue).
See the full factor methodology and distribution across all protocols →