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-225266-05NOV26-1900/tUSDC · 03bcac
confidence
0.52
how completely the market could be observed
price
0 prints so far, too few to draw a move.
This market has never traded, so its quoted mid reflects a maker's opening guess rather than any consensus.
staleness warrants a closer look before acting. volatility and order flow could not be measured, so they are unknown rather than acceptable. Confidence 0.52 reflects how much of the market could be observed, not any view on its outcome.
2 signals could not be measured (volatility, manipulation), so this cannot be cleared for execution.
thereforeRECHECK
bid
0.328
ask
0.351
mid
0.340
spread
2.3 pt
thinner side
495 sh
past expiry
2.7h
owners
1
largest owner
100%
quote life
29s
firm to expiry
0%
pullable
100%
expired depth
0%
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 107523525275097835113439235536600403689368940617295516697500602100111028713747. 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Bound to oracle question 107523525275097835113439235536600403689368940617295516697500602100111028713747, not voided or superseded; settlement is publicly auditable.
Spread is 2.3 points on a 0.340 mid with 495 shares near the touch, in line with this venue.
Quotes are short-lived but in line with this venue: the median resting order expires in 29s and nothing displayed is past expiry. 990 shares across 6 orders, all of it owned by one address (proxy delegating to 0xB35e383c23987A05fce1Bf851Bfa70ABd5bA9BB8, so the code deciding whether it can cancel is replaceable by whoever controls the target). 100% is withdrawable at will, none of it committed.
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.
17 min of trading left, 72% 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 model was rate-limited on this read, so the narrator wrote this instead.