How Does a Large Deviation between Mark Price and Last Traded Price Trigger a Warning?

A large deviation between the mark price (fair value, derived from the oracle) and the last traded price (exchange spot price) suggests a potential market anomaly, illiquidity, or manipulation on that specific exchange. This deviation triggers a warning or a 'circuit breaker' to alert traders and prevent liquidations based on the potentially manipulated spot price.

The mark price is used as the safe reference point.

What Is the Difference between the Mark Price and the Last Traded Price?
Why Do Exchanges Use a “Mark Price” Instead of the Last Traded Price for Liquidations?
How Does the “Mark Price” Differ from the “Last Traded Price” in Perpetual Futures?
Why Is the Mark Price Used in the Funding Rate Calculation Instead of the Last Traded Price?
Why Is Using the Mark Price for Liquidations Fairer than Using the Last Traded Price?
Why Do Exchanges Use the Mark Price for PNL Calculation Instead of the Last Traded Price?
How Does the “Mark Price” Mechanism Prevent Manipulation in Perpetual Swap Liquidations?
What Is the Difference between a “Mark Price” and a “Last Traded Price” on a Derivatives DEX?

Glossar