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dr. mia von steinkirch, phd 2023-02-07 14:21:11 -08:00 committed by GitHub
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<br>
* 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.
<br>
---
### oracle attacks
<br>
* 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.
<img width="791" alt="Screen Shot 2022-12-21 at 4 57 12 PM" src="https://user-images.githubusercontent.com/1130416/209031792-52d7671e-480e-497b-9736-4e22e1810fab.png">
<img width="791" src="https://user-images.githubusercontent.com/1130416/209031792-52d7671e-480e-497b-9736-4e22e1810fab.png">
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