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-225013-05NOV26-2000/tUSDC · 03bbf2
confidence
0.53
how completely the market could be observed
price
0 prints so far, too few to draw a move.
No orders resting on either side, so nothing can be executed.
One signal is blocking: liquidity. staleness warrants a closer look before acting. depth durability and volatility and order flow could not be measured, so they are unknown rather than acceptable. Confidence 0.53 reflects how much of the market could be observed, not any view on its outcome.
depth, volatility, manipulation 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
past expiry
1.6h
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 78779588595319275703072585436383651908109343250045722959577297582834224040915. 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Bound to oracle question 78779588595319275703072585436383651908109343250045722959577297582834224040915, not voided or superseded; settlement is publicly auditable.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.
No trades have printed, so there is no price history to measure a move against.
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.
This market has never traded, so its quoted mid reflects a maker's opening guess rather than any consensus.
basisLast-trade age as a fraction of the market's own window. Measured median 0.040, p75 0.282, max 0.557. absolute age is meaningless across a venue running 5m to 24h series.
77 min of trading left, 68% of the window elapsed.
No trades yet, so there is no flow to assess.
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 the deterministic narrator, from the same signals. The model was not used.
The guard rejected the model's prose, so the narrator wrote this instead.