If you look inside DIA's FiltersBlockService in the GitHub repo, there's a subtle mathematical detail that explains why $DIA feeds resist wash-trading spikes: The difference between standard VWAP and DIA's VWAPIR (Volume Weighted Average Price with Interquartile Range Clearing). In a naive VWAP, if an attacker executes a massive wash trade at an extreme price, the huge volume weight drags the entire average with it. DIA reverses the order of operations: 1. First, all recorded trades over the window (e.g., 120 seconds, like in MEDIR-120) are passed through the Interquartile Range (IQR) filter. 2. The top 25% and bottom 25% price extremes are stripped out, leaving only the middle two quartiles (set F). 3. Only then is the VWAP formula applied: VWAPIR = Σ(p_i × v_i) / Σ(v_i) for i ∈ F Strip the outliers first. Weight the volume second. @DIAdata_org