On March 12, 2026, a user swapped $50.4M USDT for AAVE through CoW Protocol and received $36,009 in return due to catastrophic slippage. I built Aegis - an open source SDK that classifies orders by risk tier and enforces TWAP execution for large trades before they are submitted.
What I built:
OrderClassifier that detected this exact transaction as catastrophic (630% of pool depth)
Tier 3 routing gate that would have blocked the single swap entirely
TWAP recommendation engine estimating $50.28M output vs $36K actual
Full case study and working prototype tested against the live transaction
GitHub: GitHub - Mani678/aegis-sdk · GitHub
What I’m requesting funding for:
Phase 1 $22,000
SafeSwapUI component $8,000
TWAPExecutor integration $10,000
Documentation + testing $4,000
Total $22,000
SafeSwapUI - a drop-in React component that replaces checkbox warnings with concrete dollar impact previews. Shows the user exactly what they will receive, not just a percentage warning.
TWAPExecutor - a wrapper around CoW Protocol’s existing ComposableCoW TWAP contracts with a live execution dashboard. Splits large orders into tranches automatically and gives users real-time visibility into each fill.
Why CoW Protocol:
CoW Protocol already has the on-chain TWAP infrastructure via ComposableCoW. Aegis builds the interface layer on top of it. This is complementary, not competitive.
Why now:
This incident happened yesterday. The gap is real, documented, and on-chain. The prototype already works. Funding accelerates the interface layer that makes large trades safe by design - not just warned against.
About me:
Technical founder building open source tooling for DeFi interfaces. GitHub: Mani678 · GitHub