Due diligence for event contracts on DreamDEX.
Reading the venue: order books, trades, oracle bindings and the resting book per order. This takes a moment on a cold read.
marketverdict
Reading the venue: order books, trades, oracle bindings and the resting book per order. This takes a moment on a cold read.
confidence
price
ETH-242271-06NOV26/tUSDC · 03b608
confidence
0.64
how completely the market could be observed
price
1 print so far, too few to draw a move.
No executable liquidity; market cannot be traded
Liquidity is severe with zero bid and ask levels, so the market cannot currently be executed. The last trade was 203 minutes ago (14% of the window) and 78% of the 24-hour window has elapsed, leaving about 317 minutes remaining. Recent order flow shows a sell skew of -1 across 12 trades, while volatility cannot be assessed due to only one price bucket.
depth, volatility could not be read. Unmeasured is not the same as acceptable, which is why this market cannot be cleared for execution.
No orders resting on either side, so nothing can be executed.
thereforeBLOCK
bid
·
ask
·
mid
·
spread
· pt
thinner side
· sh
expires in
2.3h
owners
0
largest owner
0%
quote life
·
firm to expiry
·
pullable
·
expired depth
·
owner and expireTimestampNsexist per order on the chain read, and every aggregated view sums them away. Firmness runs only to an order's own expiry, so nothing here is a standing commitment.
This market settles from oracle question 10956405283363975147248805297331463022309843044481321951972646266302836940246. The audit trail is public: every price source, its value, the median, and how many had to agree.
open the settlement receiptOn the DreamDEX event-contracts venue.
Bound to oracle question 10956405283363975147248805297331463022309843044481321951972646266302836940246, not voided or superseded; settlement is publicly auditable.
No orders resting on either side, so nothing can be executed.
basisVenue spreads measured 0.021-0.029 points (median 0.026), executable depth median 990 shares. Absolute points lead because a binary payoff is fixed at 0/1; the mid-ratio only catches the unplayable tail.
No orders are resting on either side, so there is no displayed depth to judge the durability of.
basisPer-order `owner` and `expireTimestampNs` from getAllOpenOrdersOffChain: fields every aggregated view sums away. Measured on all 10 live markets, twice: 1 owner holding 100% of both sides, 6 orders, TTL 11-28s, 0 shares past expiry. So a ~20s quote and a sole owner are this venue's normal and cannot be the alarm; phantom depth and a sub-8s TTL are the deviations.
Only 1 price bucket exists, fewer than the 3 needed to judge a move.
basisClose-to-close between consecutive candles (buckets are per-trade, so intra-candle range is structurally zero). Measured max step 0.096-0.130 across markets with enough samples, so ~10 points is this venue's normal.
Last trade 203 min ago, 14% of the window.
317 min of trading left, 78% of the window elapsed.
every recent fill is aggressive selling (skew -1.00) across 12 trades.
basisTaker-side skew leads because depth imbalance measured 0.000 on every symmetrically-quoted market, so it cannot discriminate here. Skew ranged -1.00 to +1.00 across the venue, the widest of any metric.
Written by groq:openai/gpt-oss-120b, constrained to prose: its output schema has no verdict, confidence, or numeric field, so it cannot alter anything above.
2447 in · 1155 out