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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.

What Is a “Volume-Weighted Average Price” (VWAP) and How Is It Used in Settlement?
How Does a Volume-Weighted Average Price (VWAP) Differ from a Simple Average in Settlement?
How Does a Fast Propagation Delay Impact the Effectiveness of a 51% Attack?
What Is a “Time-Weighted Average Price” (TWAP) Oracle?