FOR RISK DESKS

Move one price. Watch what breaks.

Collateral, oracles and recursive leverage form a dependency network. Drag a price down and watch the cascade propagate — who liquidates whom, in what order, across which protocols.

concept
PRICE SHOCK
SUI −12%
cascade preview ▾
SUI oracle Lending A Lending B Perps 1.31 1 health 1.38 2 health 1.44 3 health 1.71 health 2.05 health recursive collateral
first wave
3 positions liquidate
$2.1M collateral
second-order
2 more at −15%
via recursive loops
worst oracle
Lending A feed
61% of exposed value

If SUI drops 12%, what liquidates first?

Where does leverage stack recursively?

Which oracle failure hurts most?

already real underneath

The reading layer already sees every oracle-guarded withdrawal: in our window, lending withdrawals authenticated a fresh price before touching funds — and one borrow refused to proceed on a stale one.

Would you use this? What would you ask it first?

Tell us → bartosz@research.tech
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