From ea66c495b3d944a07b9347358a230c02c17ec4ea Mon Sep 17 00:00:00 2001 From: "dr. mia von steinkirch, phd" <1130416+mvonsteinkirch@users.noreply.github.com> Date: Tue, 7 Feb 2023 14:21:11 -0800 Subject: [PATCH] Update twap.md --- oracles/twap.md | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/oracles/twap.md b/oracles/twap.md index 334208e..e968fd7 100644 --- a/oracles/twap.md +++ b/oracles/twap.md @@ -5,16 +5,25 @@
+* anasset’s time-weighted average price (TWAP) is the measure of an asset’s average price over a predetermined period of time (any specified duration). +* TWAP trading algorithms seek to optimize average price while executing over a specified time period. +* generally used to execute large orders that are expected to have significant market impact. + +
--- ### oracle attacks + +
* on pos ethereum, block builder building successive block might be able to manipulate oracles for multi-block MEV extraction. * with mev-boost, an attacker could observe the set of upcoming proposers. if they finds two successive proposers that have both been proposing blocks, then the attacker can anticipate the attack. -Screen Shot 2022-12-21 at 4 57 12 PM + + +
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