oracle_sensitivity suggestion
Opened this issue · 1 comments
0xbigz commented
rather than specifying an acceptable change, you should clamp the new point to be within X% of the twap and then use that to update
described flow here:
https://twitter.com/bigz_Pubkey/status/1582771031185293316
metaproph3t commented
late response, srry sir:
I can't clamp the new point to be within x% of the current TWAP because my kind of TWAP doesn't allow me to fetch the current TWAP from within the CLOB program
only an external program can save two aggregator points and divide by the number of slots between points to get a TWAP over a certain time range