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-225243-05NOV26-1845/tUSDC · 03bcdd
confidence
0.60
how completely the market could be observed
price
0 prints so far, too few to draw a move.
The market is 86% through its 15-minute window with no trades, leaving only about 2 minutes before lock.
Liquidity and depth appear normal for DreamDEX, but the market has never traded, so the quoted mid is just the maker’s estimate. With 86% of the 15-minute window elapsed and only ~2 minutes remaining, both volatility and order-flow signals are unavailable, leaving the price information uncertain.
2 signals could not be measured (volatility, manipulation), so this cannot be cleared for execution.
thereforeRECHECK
bid
0.092
ask
0.116
mid
0.104
spread
2.4 pt
thinner side
495 sh
past expiry
2.9h
owners
1
largest owner
100%
quote life
30s
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 115030285935663736630802365556722836216252646528636435260608108625030164649782. 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Bound to oracle question 115030285935663736630802365556722836216252646528636435260608108625030164649782, not voided or superseded; settlement is publicly auditable.
Spread is 2.4 points on a 0.104 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 30s 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.
2 min of trading left, 86% of the window elapsed.
basisTime to expiry, absolute and as a fraction of the window. Only `Trading` accepts orders and the transition is time-derived on-chain, so a market can lock between snapshot and action.
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 groq:openai/gpt-oss-120b, constrained to prose: its output schema has no verdict, confidence, or numeric field, so it cannot alter anything above.
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