Worked example · 2023-05
Mango Markets orderbook spoofing via fake-liquidity deployment — Solana — 2023-05 to 2023-08
Summary
Mango Markets is a Solana-native order-book DEX and perpetuals trading venue, with its V4 iteration (launched 2023) operating a fully on-chain order book where resting limit orders are committed as Solana transactions and stored in on-chain order-book state. Unlike off-chain-order-book DEXes (dYdX, Hyperliquid) where the matching engine and order book operate at the venue / sequencer layer with only settlements landing on-chain, Mango Markets V4's on-chain architecture means that order placement, modification, cancellation, and fill events are all preserved in the Solana transaction record.
During May to August 2023, spoofing campaigns were observed on Mango Markets V4 targeting medium-liquidity perpetuals pairs (SOL-PERP, MNGO-PERP, and select alt-coin perpetuals). The spoofing pattern was a classic one-sided spoof: the attacker posted large limit orders on one side of the order book (e.g., large bids at progressively higher prices to display upward demand), other market participants observed the apparent depth and adjusted their own order placement or market-taking decisions, and the attacker cancelled the spoof orders before execution. The attacker's economically-real trades were on the opposite side of the spoof: large posted bids correlated with executed sells, large posted asks correlated with executed buys.
Because Mango Markets V4's order book is on-chain, the spoof-and-cancel pattern was partially reconstructible from the Solana transaction record: the attacker's order-placement transactions (large limit orders) and order-cancellation transactions (following within seconds, before the orders could fill) were observable on-chain. The economically-real trades (opposite-side executions) were observable from the fill-event records. The cross-account correlation — spoof orders posted from one account, economically-real trades from a different account — was surfaced through funder-graph clustering (T8.001) rather than through per-order analysis.
The campaigns were lower-value than the Hyperliquid POPCAT November 2025 spoof-and-cancel because (a) the Mango Markets order-book depth for the targeted pairs was thin, capping the manipulation amplitude; (b) the attacker's capital deployment was smaller (~$50K–$200K for spoof-order posting per campaign); and (c) the extraction was adverse-execution for market-takers rather than a liquidation cascade that accrued bad debt to a protocol vault. Nonetheless, the campaigns are structurally significant as a T17.003 anchor on an on-chain-order-book venue — demonstrating that the forensic signal lives on-chain, not at the venue-internal layer.
The case sits between the CFTC vs Sarao 2015 anchor (traditional-finance equity-futures order book, off-chain matching, venue-side enforcement record) and the Hyperliquid POPCAT November 2025 anchor (crypto-perp-DEX, off-chain matching, cross-venue profit-realisation). Mango Markets V4 is the on-chain-order-book crypto-DEX sub-domain: the spoof pattern is the same, but the detection surface is on-chain rather than venue-internal.
Timeline (UTC)
| When | Event | OAK ref |
|---|---|---|
| 2023-Q2 | Mango Markets V4 launches with fully on-chain order book; resting limit orders committed as Solana transactions | (standing T17.003 surface — on-chain order book makes per-order lifecycle observable) |
| 2023-05 to 2023-07 | First spoofing campaigns: large limit orders posted on medium-liquidity perps (SOL-PERP, MNGO-PERP) to display false depth; cancelled before execution while attacker executes opposite-side trades from different account | T17.003 (one-sided spoof — on-chain order placement + cancellation) |
| 2023-07 to 2023-08 | Campaigns expand to additional perp pairs; cross-account correlation (spoof vs execute accounts) surfaced through funder-graph clustering; aggregate adverse-execution extraction in mid-six-figures | T17.003 + T8.001 (cluster-attribution across spoof/execute accounts) |
| 2023-08 onward | Mango Markets community and on-chain analysts document spoof-and-cancel patterns; the on-chain order-book architecture makes the forensic signal reconstructible without venue-side cooperation | (defender-side methodological development; on-chain T17.003 detection) |
| Continuing | Mango Markets V4's on-chain order-book architecture remains a structurally distinctive T17.003 surface: detection is on-chain-accessible but cancellation-rate thresholds must distinguish spoofing from honest market-making | T17.003 (ongoing surface) |
Realised extraction
Aggregate mid-six-figures USD in spoof-induced adverse-execution losses for market-takers. Per-campaign extraction was bounded by the thin order-book depth for the targeted pairs and the attacker's spoof-order capital deployment (~$50K–$200K per campaign). The extraction mechanism — market-takers receiving systematically worse execution than under the true order-book state — operates through the bid-ask spread: market-takers who adjust their orders toward the spoofed price level pay a wider effective spread than the true order-book state would have produced.
Public references
- Mango Markets V4 on-chain order-book architecture — order placement, cancellation, and fill event records on Solana
- Mango Markets community channels — spoof-and-cancel pattern discussion and on-chain reconstruction (2023)
- Solana on-chain data (Solscan, SolanaFM) — per-order lifecycle transactions for Mango Markets V4 order-book events
- Cross-reference: T17.003 at
techniques/T17.003-orderbook-spoofing-cancel-flood.md - Cross-reference:
examples/2010-2015-navinder-sarao-cme-futures-spoofing.md— Navinder Sarao / CME futures spoofing (traditional-finance T17.003 anchor) - Cross-reference:
examples/2025-11-hyperliquid-popcat-spoof-and-pull.md— Hyperliquid POPCAT spoofed-buy-wall + cancel-flood (crypto-perp-DEX T17.003 anchor) [zhou2023sok]— academic taxonomy classifying spoofing as a recurring market-manipulation class