Oracle Latency and Gap Risk (HIP-3 Later)

Five prices with weights: 10 (1), 50 (1), 51 (2), 52 (1), 53 (1). What is the weighted median?

• 50
• 51
• 44.5, the weighted average

Your simulator checks stops at each bar's close. Inside one bar, the mark drops 20% and recovers. What can liquidate a live position during that bar?

• Nothing, liquidations wait for the bar close
• The venue's liquidation engine, which works from the mark as it updates
• Only the z-stop