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Refine Morpho YV collateral liquidity alerts#267

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spalen0 merged 4 commits into
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morpho-yv-collateral-liquidity-alerts
Jun 8, 2026
Merged

Refine Morpho YV collateral liquidity alerts#267
spalen0 merged 4 commits into
mainfrom
morpho-yv-collateral-liquidity-alerts

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@spalen0

@spalen0 spalen0 commented Jun 7, 2026

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Summary

  • replace YV collateral vault liquidity ratio alerts with market-aware unwind liquidity checks
  • group YV collateral liquidity by underlying asset and compare against Morpho collateral-at-risk plus a 25% buffer
  • use 5% shocks for stable collateral groups, 15% for ETH/BTC groups, and LLTV-based fallback for unknown groups
  • update Morpho docs for the new alert behavior

Validation

  • python -m py_compile protocols/morpho/markets.py
  • git diff --check -- protocols/morpho/markets.py protocols/morpho/README.md
  • LOG_LEVEL=DEBUG python protocols/morpho/markets.py

@spalen0 spalen0 marked this pull request as ready for review June 8, 2026 18:52
@spalen0 spalen0 merged commit b9ecf4f into main Jun 8, 2026
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@spalen0 spalen0 deleted the morpho-yv-collateral-liquidity-alerts branch June 8, 2026 18:55
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2 participants