How Does Lengthening the Settlement Window Mitigate the Risk of an Attack?

Lengthening the settlement window mitigates the risk of a settlement window attack by increasing the time and capital required for an attacker to sustain a price manipulation effort. Since the final settlement price is an average over the entire window, a longer period makes a temporary price spike less impactful on the final calculation, forcing the attacker to spend more to manipulate the price for a sustained duration.

How Do Protocols Dynamically Adjust the TWAP Window Based on Market Conditions?
Why Is a Low-Liquidity Asset More Vulnerable to a Settlement Window Attack?
How Does a Time-Weighted Average Price (TWAP) Oracle Mitigate Price Manipulation?
How Does a “Time-Weighted Average Price” (TWAP) Calculation Help Deter Front-Running?
How Does the Use of a Time-Weighted Average Price (TWAP) Mitigate End-of-Day Manipulation?
How Does a Fast Propagation Delay Impact the Effectiveness of a 51% Attack?
How Does the Chosen Time Window for TWAP Impact the Final Settlement Price’s Stability?
How Does the Choice of the TWAP Time Window Influence the Cost of a Price Manipulation Attack?

Glossar