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TWAP oracles
tl; dr
- an asset’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.
