Retained incident replay

TSM liquidity is low relative to open interest

What happened

Two-sided depth within 1% is 3.61% of open interest.

Why it matters

This deterministic condition affected xyz:TSM on xyz. It is evidence to review, not proof that a loss or manipulation occurred.

Lifecycle

  • Status active; severity warning
  • Detected 2026-07-30T08:33:34.830Z
  • Current cycle 2026-10-05T16:22:41.211Z

Recommended action

Compare the current oracle, mark, liquidity, funding, exposure, coverage, and freshness before changing a position or operating decision.

Open xyz:TSM market evidence

Supporting evidence
{
  "depth100BpsUsd": 286977.50275,
  "openInterestNotionalUsd": 7943173.9426,
  "adequacyPercent": 3.6128820144666887,
  "thresholdPercent": 5
}