How Long Is a Typical TWAP Window in DeFi?

A typical Time-Weighted Average Price (TWAP) window in DeFi can range from a few minutes (e.g. 5-10 minutes) to several hours (e.g.

1 hour) or even longer for final settlement prices. The choice of the window length is a trade-off: a shorter window provides a more current price but is slightly more susceptible to manipulation, while a longer window is more manipulation-resistant but introduces greater latency and lag in price reflection.

How Does the Choice of the TWAP Time Window Influence the Cost of a Price Manipulation Attack?
How Does the Chosen Time Window for TWAP Impact the Final Settlement Price’s Stability?
How Does the Chosen Time Window Affect the Security and Responsiveness of a TWAP Oracle?
Does the Length of the TWAP Calculation Window Affect Its Resistance to Manipulation?
What Is the Trade-off between Using a Short TWAP Window versus a Long TWAP Window?
What Is the Optimal Time Window for a TWAP Calculation in a DeFi Derivative?
How Does the Chosen Time Window Affect the Effectiveness of a TWAP Oracle?
How Can a Futures Platform Minimize the Latency of a TWAP Oracle without Compromising Security?