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10-usdt-depeg-rules.md

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# Tether USDT Depeg Resolution Rules
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## Market Question
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**Will Tether's USDT stablecoin depeg before February 28, 2026, 11:59 PM UTC?**
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## Resolution Criteria
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### Definition of Depeg
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A depeg event occurs when **ALL** of the following conditions are met:
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1. **Price Threshold**: USDT trades at a price **outside the range of $0.95 to $1.05** (i.e., greater than 5% deviation from $1.00 peg)
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2. **Duration**: The price remains outside this range for a **continuous period of at least 6 hours**
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3. **Volume Threshold**: During the depeg period, there is at least **$10,000,000 USD in trading volume** across measured exchanges
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4. **Data Source Verification**: The depeg is confirmed by at least **2 out of 12** designated price oracle sources
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### Primary Data Sources (Price Oracles)
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The following sources shall be used for price determination (if available):
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**Aggregators:**
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1. **CoinGecko API** - USDT/USD pricing data
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2. **CoinMarketCap API** - USDT/USD pricing data
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**Decentralized Exchanges:**
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3. **Curve Finance** - USDT/USDC, USDT/DAI, and 3pool pricing
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4. **Uniswap V3** - USDT/USDC and USDT/ETH pool TWAP (Time-Weighted Average Price)
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5. **Manifest DEX** - USDT pricing data
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**Centralized Exchanges:**
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6. **Binance** - USDT/USD or USDT/BUSD pricing data
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7. **MEXC** - USDT/USD pricing data
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8. **Bullish** - USDT/USD pricing data
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9. **Hotcoin** - USDT/USD pricing data
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10. **Biconomy** - USDT/USD pricing data
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11. **CoinUp** - USDT/USD pricing data
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**On-Chain Oracles:**
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12. **Chainlink Oracle** - USDT/USD price feed
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### Timing Specification
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- **Market Start**: February 9, 2026, 00:00:00 UTC
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- **End Time**: Market closes at February 28, 2026, 23:59:59 UTC
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- All timestamps must be recorded in UTC
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- The 6-hour continuous depeg period must **begin and end** within the market timeframe
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## Edge Cases and Special Circumstances
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### 1. Flash Crashes and Manipulation
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- **Wick events** (price spikes lasting less than 5 minutes on a single exchange) do NOT count as depegs
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- If a depeg is caused by a **confirmed exploit, hack, or smart contract vulnerability** affecting USDT or its primary liquidity pools, it SHALL count as a depeg
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- If a depeg is caused by **market manipulation** that is later proven and reversed (e.g., exchange rollback), voters should evaluate whether the manipulation was economically significant
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### 2. Exchange-Specific Issues
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- If a depeg occurs on **only one exchange** due to that exchange's technical issues (e.g., deposit/withdrawal suspension, exchange hack not affecting USDT contract), it does NOT count unless 2+ oracle sources confirm the depeg
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- If **multiple major exchanges** (2+) simultaneously show depeg due to their own technical issues (not USDT-related), this does NOT count as a legitimate depeg
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### 3. Liquidity Events
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- **Low liquidity conditions**: If total USDT liquidity across all major DEXs falls below $100M, price deviations during this period require additional scrutiny
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- **Circuit breakers**: If exchanges implement trading halts or circuit breakers, the time during the halt does NOT count toward the 6-hour continuous period
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### 4. Smart Contract Events
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#### Oracle Failures
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- If **ALL price oracles simultaneously fail** or show obviously erroneous data (e.g., $0.00 or $1,000,000.00), voters should use the last known reliable price before failure
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- If oracles disagree significantly (>10% variance), use the median value of available oracles
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#### USDT Contract Changes
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- If Tether **deploys a new USDT contract** (e.g., USDT v2) and initiates a migration:
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- The old USDT contract price is tracked until migration completes or old token liquidity becomes negligible (<$10M)
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- The new contract is tracked from deployment
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- A depeg in EITHER version counts as a depeg event
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#### Upgrades and Pauses
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- If the USDT contract is **paused** by admin functions, this is considered a depeg event if it lasts 6+ hours and trading cannot occur
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- If the contract is **upgraded** and the upgrade causes price disruption, this counts as a depeg if criteria are met
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### 5. Multi-Chain Considerations
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- USDT exists on **multiple chains** (Ethereum, Tron, Solana, etc.)
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- Only **Ethereum mainnet** USDT price is used for resolution unless >70% of total USDT liquidity migrates to another chain
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- Cross-chain bridge failures do NOT automatically constitute a depeg unless they cause Ethereum mainnet USDT to depeg
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### 6. Collateral and Backing Issues
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- If Tether's **reserves** are questioned or found to be below 100% backing, but USDT maintains its peg on markets, this does NOT count as a depeg
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- If **backing concerns** cause a market depeg that meets all criteria, it DOES count
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### 7. Regulatory and Legal Events
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- If USDT is **delisted** from exchanges due to regulatory action, evaluate remaining exchanges for price
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- If Tether Limited **ceases operations** but USDT contract remains functional, track the market price
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- If regulatory action **freezes the smart contract**, this is treated as a depeg event if it lasts 6+ hours
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- If Tether **blacklists addresses** or freezes funds, this does NOT constitute a depeg unless it causes market price to depeg
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### 8. Network and Infrastructure Issues
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#### Ethereum Network Issues
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- If Ethereum experiences a **major outage, hardfork, or chain split**, use the chain that Tether officially recognizes as canonical
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- If Ethereum is **unreachable** for 6+ hours preventing USDT transfers, this is NOT automatically a depeg unless price data shows depeg
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#### Cross-Chain Issues
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- If bridges between chains fail, evaluate **Ethereum mainnet** price only
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- If Tron or other major USDT chains experience issues, this does NOT affect resolution unless Ethereum mainnet USDT depegs
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### 9. Market Closure Scenarios
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- If **all major exchanges** simultaneously delist or suspend USDT trading, and no price can be determined for 6+ hours, this SHALL be considered a depeg event
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- If trading volume falls to **zero** for 6+ hours while price shows depeg, this counts as a depeg
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### 10. Data Source Unavailability
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- If 2+ primary data sources are **unavailable** at the time of resolution, voters should:
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1. Use historical blockchain data and DEX trades
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2. Reference archived price data from reliable sources
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3. Consult Tether's official communications
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4. Use good-faith judgment based on available evidence
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### 11. Time Zone and Calendar Issues
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- All times are in **UTC**
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- The deadline of "February 28, 2026, 11:59 PM" means **23:59:59 UTC on February 28, 2026**
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- Any depeg event must **start** before this deadline; if it starts at 23:55 UTC and continues into March, it still counts
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### 12. Ambiguous Situations
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If a situation arises that is not clearly covered by these rules, voters should:
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1. Prioritize the **spirit of the market** (did USDT meaningfully lose its peg?)
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2. Consider **economic impact** (were users/protocols materially affected?)
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3. Evaluate **duration and severity** (was it brief and minor, or prolonged and severe?)
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4. Look for **consensus** among Tether, major exchanges, and DeFi protocols
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5. Vote based on **available evidence** and good-faith interpretation
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## Resolution Process
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### Required Evidence
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Voters should provide or verify:
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- Screenshots or API data from at least 3 price oracle sources
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- Timestamps showing the start and end of the depeg period
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- Evidence of trading volume during the period
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- Blockchain transaction data if relevant
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- Official statements from Tether (if any)
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### Burden of Proof
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- The burden of proof for a **"YES"** vote (depeg occurred) requires clear evidence meeting ALL criteria
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- In cases of **ambiguity or missing data**, voters should default to **"NO"** (no depeg)
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### Resolution Timeline
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- Resolution should occur within **7 days** after the market end date (by March 7, 2026)
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- If disputes arise, allow additional time for evidence gathering and discussion
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## Definitions
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- **USDT**: Tether's USD-pegged stablecoin as deployed on Ethereum mainnet at the official contract address (0xdAC17F958D2ee523a2206206994597C13D831ec7)
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- **Depeg**: Price deviation beyond the specified threshold for the specified duration with confirmed volume
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- **Continuous Period**: An unbroken timeframe; if price returns to peg range even briefly, the timer resets
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- **Trading Volume**: Cumulative notional USD value of trades across measured exchanges during the depeg period
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- **Major Exchanges**: Exchanges ranked in the top 30 by volume on CoinGecko or CoinMarketCap
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- **Price Oracle**: An API or on-chain data source providing reliable USDT/USD pricing information
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## Amendment Process
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These rules may be amended by community consensus if:
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1. A critical issue is discovered that makes the market unresolvable
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2. Tether makes fundamental changes to USDT that require rule updates
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3. Technical changes (blockchain upgrades, etc.) require clarification
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Amendments must be proposed, discussed, and approved before the market close date.
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---
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## Summary Checklist for Voters
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To vote **YES** (depeg occurred), confirm:
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- [ ] USDT price was below $0.95 OR above $1.05
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- [ ] Price remained outside range for 6+ continuous hours
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- [ ] At least $10M trading volume during depeg period
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- [ ] At least 2 out of 12 oracle sources confirm the depeg
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- [ ] The depeg period began before February 28, 2026, 23:59:59 UTC
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- [ ] The depeg was not solely due to data errors or single-exchange issues
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To vote **NO** (no depeg occurred), confirm:
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- [ ] No qualifying depeg event occurred during the market period
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- [ ] Any price deviations were too brief, too small, or lacked sufficient volume
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- [ ] Available evidence does not meet the required threshold
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---
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**Last Updated**: February 9, 2026
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**Version**: 1.0

11-usde-depeg-rules.md

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# Ethena USDe Depeg Resolution Rules
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## Market Question
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**Will Ethena's USDe stablecoin depeg before February 28, 2026, 11:59 PM UTC?**
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## Resolution Criteria
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### Definition of Depeg
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A depeg event occurs when **ALL** of the following conditions are met:
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1. **Price Threshold**: USDe trades at a price **outside the range of $0.95 to $1.05** (i.e., greater than 5% deviation from $1.00 peg)
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2. **Duration**: The price remains outside this range for a **continuous period of at least 6 hours**
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3. **Volume Threshold**: During the depeg period, there is at least **$1,000,000 USD in trading volume** across measured exchanges
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4. **Data Source Verification**: The depeg is confirmed by at least **2 out of 12** designated price oracle sources
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### Primary Data Sources (Price Oracles)
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The following sources shall be used for price determination (if available):
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**Aggregators:**
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1. **CoinGecko API** - USDe/USD pricing data
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2. **CoinMarketCap API** - USDe/USD pricing data
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**Decentralized Exchanges:**
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3. **Curve Finance** - USDe/USDC, USDe/USDT, and USDe/DAI pool pricing
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4. **Uniswap V3** - USDe/USDC and USDe/USDT pool TWAP (Time-Weighted Average Price)
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5. **Manifest DEX** - USDe pricing data
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**Centralized Exchanges:**
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6. **Binance** - USDe/USD pricing data
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7. **MEXC** - USDe/USD pricing data
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8. **Bullish** - USDe/USD pricing data
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9. **Hotcoin** - USDe/USD pricing data
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10. **Biconomy** - USDe/USD pricing data
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11. **CoinUp** - USDe/USD pricing data
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**On-Chain Oracles:**
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12. **Chainlink Oracle** - USDe/USD price feed (if available)
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### Timing Specification
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- **Market Start**: February 9, 2026, 00:00:00 UTC
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- **End Time**: Market closes at February 28, 2026, 23:59:59 UTC
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- All timestamps must be recorded in UTC
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- The 6-hour continuous depeg period must **begin and end** within the market timeframe
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## Edge Cases and Special Circumstances
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### 1. Flash Crashes and Manipulation
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- **Wick events** (price spikes lasting less than 5 minutes on a single exchange) do NOT count as depegs
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- If a depeg is caused by a **confirmed exploit, hack, or smart contract vulnerability** affecting USDe or its primary liquidity pools, it SHALL count as a depeg
51+
- If a depeg is caused by **market manipulation** that is later proven and reversed (e.g., exchange rollback), voters should evaluate whether the manipulation was economically significant
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### 2. Exchange-Specific Issues
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- If a depeg occurs on **only one exchange** due to that exchange's technical issues (e.g., deposit/withdrawal suspension, exchange hack not affecting USDe contract), it does NOT count unless 2+ oracle sources confirm the depeg
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- If **multiple major exchanges** (2+) simultaneously show depeg due to their own technical issues (not USDe-related), this does NOT count as a legitimate depeg
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### 3. Liquidity Events
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- **Low liquidity conditions**: If total USDe liquidity across all major DEXs falls below $10M, price deviations during this period require additional scrutiny
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- **Circuit breakers**: If exchanges implement trading halts or circuit breakers, the time during the halt does NOT count toward the 6-hour continuous period
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### 4. Smart Contract Events
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#### Oracle Failures
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- If **ALL price oracles simultaneously fail** or show obviously erroneous data (e.g., $0.00 or $1,000,000.00), voters should use the last known reliable price before failure
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- If oracles disagree significantly (>10% variance), use the median value of available oracles
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#### USDe Contract Changes
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- If Ethena Labs **deploys a new USDe contract** (e.g., USDe v2) and initiates a migration:
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- The old USDe contract price is tracked until migration completes or old token liquidity becomes negligible (<$1M)
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- The new contract is tracked from deployment
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- A depeg in EITHER version counts as a depeg event
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#### Upgrades and Pauses
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- If the USDe contract is **paused** by admin functions, this is considered a depeg event if it lasts 6+ hours and trading cannot occur
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- If the contract is **upgraded** and the upgrade causes price disruption, this counts as a depeg if criteria are met
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### 5. Staked USDe (sUSDe) Considerations
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- **sUSDe price deviations** do NOT count unless they directly cause USDe to depeg
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- If sUSDe/USDe redemption is broken or delayed, evaluate whether this causes USDe itself to depeg based on USDe/USD price
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### 6. Collateral and Backing Issues
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- If Ethena's **Reserve Fund** is depleted or backing falls below 100%, but USDe maintains its peg on markets, this does NOT count as a depeg
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- If **backing concerns** cause a market depeg that meets all criteria, it DOES count
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### 7. Regulatory and Legal Events
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- If USDe is **delisted** from exchanges due to regulatory action, evaluate remaining exchanges for price
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- If Ethena Labs **ceases operations** but USDe contract remains functional, track the market price
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- If regulatory action **freezes the smart contract**, this is treated as a depeg event if it lasts 6+ hours
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### 8. Network and Infrastructure Issues
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#### Ethereum Network Issues
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- If Ethereum experiences a **major outage, hardfork, or chain split**, use the chain that Ethena Labs officially recognizes as canonical
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- If Ethereum is **unreachable** for 6+ hours preventing USDe transfers, this is NOT automatically a depeg unless price data shows depeg
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#### Multi-chain Deployments
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- If USDe is **bridged to other chains** (e.g., Arbitrum, Optimism), only the **Ethereum mainnet** USDe price is used for resolution unless >70% of liquidity migrates to another chain
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### 9. Market Closure Scenarios
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- If **all major exchanges** simultaneously delist or suspend USDe trading, and no price can be determined for 6+ hours, this SHALL be considered a depeg event
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- If trading volume falls to **zero** for 6+ hours while price shows depeg, this counts as a depeg
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### 10. Data Source Unavailability
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- If 2+ primary data sources are **unavailable** at the time of resolution, voters should:
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1. Use historical blockchain data and DEX trades
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2. Reference archived price data from reliable sources
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3. Consult Ethena Labs' official communications
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4. Use good-faith judgment based on available evidence
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### 11. Time Zone and Calendar Issues
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- All times are in **UTC**
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- The deadline of "February 28, 2026, 11:59 PM" means **23:59:59 UTC on February 28, 2026**
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- Any depeg event must **start** before this deadline; if it starts at 23:55 UTC and continues into March, it still counts
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### 12. Ambiguous Situations
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If a situation arises that is not clearly covered by these rules, voters should:
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1. Prioritize the **spirit of the market** (did USDe meaningfully lose its peg?)
118+
2. Consider **economic impact** (were users/protocols materially affected?)
119+
3. Evaluate **duration and severity** (was it brief and minor, or prolonged and severe?)
120+
4. Look for **consensus** among Ethena Labs, major exchanges, and DeFi protocols
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5. Vote based on **available evidence** and good-faith interpretation
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## Resolution Process
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### Required Evidence
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Voters should provide or verify:
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- Screenshots or API data from at least 2 price oracle sources
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- Timestamps showing the start and end of the depeg period
129+
- Evidence of trading volume during the period
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- Blockchain transaction data if relevant
131+
- Official statements from Ethena Labs (if any)
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### Burden of Proof
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- The burden of proof for a **"YES"** vote (depeg occurred) requires clear evidence meeting ALL criteria
135+
- In cases of **ambiguity or missing data**, voters should default to **"NO"** (no depeg)
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### Resolution Timeline
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- Resolution should occur within **7 days** after the market end date (by March 7, 2026)
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- If disputes arise, allow additional time for evidence gathering and discussion
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## Definitions
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- **USDe**: Ethena's synthetic dollar stablecoin as deployed on Ethereum mainnet at the official contract address (0x4c9EDD5852cd905f086C759E8383e09bff1E68B3)
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- **Depeg**: Price deviation beyond the specified threshold for the specified duration with confirmed volume
145+
- **Continuous Period**: An unbroken timeframe; if price returns to peg range even briefly, the timer resets
146+
- **Trading Volume**: Cumulative notional USD value of trades across measured exchanges during the depeg period
147+
- **Major Exchanges**: Exchanges ranked in the top 30 by volume on CoinGecko or CoinMarketCap
148+
- **Price Oracle**: An API or on-chain data source providing reliable USDe/USD pricing information
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## Amendment Process
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These rules may be amended by community consensus if:
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1. A critical issue is discovered that makes the market unresolvable
154+
2. Ethena Labs makes fundamental changes to USDe that require rule updates
155+
3. Technical changes (blockchain upgrades, etc.) require clarification
156+
157+
Amendments must be proposed, discussed, and approved before the market close date.
158+
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---
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## Summary Checklist for Voters
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To vote **YES** (depeg occurred), confirm:
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- USDe price was below $0.95 OR above $1.05
165+
- Price remained outside range for 6+ continuous hours
166+
- At least $1M trading volume during depeg period
167+
- At least 2 out of 12 oracle sources confirm the depeg
168+
- The depeg period began before February 28, 2026, 23:59:59 UTC
169+
- The depeg was not solely due to data errors or single-exchange issues
170+
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To vote **NO** (no depeg occurred), confirm:
172+
- No qualifying depeg event occurred during the market period
173+
- Any price deviations were too brief, too small, or lacked sufficient volume
174+
- Available evidence does not meet the required threshold
175+
176+
---
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**Last Updated**: February 9, 2026
179+
**Version**: 1.0

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