Oracle Lag Baseline
Baseline lending price-shock run used to stage delayed-oracle review.
Scenarios are reusable declared experiments: seed, actors, market dynamics, invariants, and committed inputs. Docs explain how to author them; this page shows what ships today.
Baseline lending price-shock run used to stage delayed-oracle review.
Lending price-shock sweep midpoint over collateral shock magnitude.
Sustained high-borrow lending population for utilization-pressure review.
Lending concentration sweep midpoint over whale share.
Canonical lending whale-share by shock-magnitude cell for bad-debt boundary review.
Stablecoin collateral-cascade sweep midpoint using scheduled hedge-loss and redemption pressure.
Stablecoin backing-pressure midpoint over declared hedge-loss magnitude.
Stablecoin mint-share concentration shape with leverage-looper-heavy issuance pressure.
Stablecoin redemption-pressure midpoint for reserve-buffer and queue review.
Stablecoin redemption-rate by reserve-buffer sweep midpoint that forces a queued redemption claim.
Liquid-staking-only pre-bridge shape for the paired LST-to-lending contagion replay.
Liquid-staking reserve-refill lag shape under steady redemption pressure.
Liquid-staking slash-pressure midpoint over declared slash magnitude.
Liquid-staking slash magnitude by open-queue depth shape with redemption-heavy pressure.
Liquid-staking withdrawal-queue pressure midpoint under redemption-heavy flow.
Perpetuals smoke shape for margin, leverage, funding, and socialized-loss boundaries.
Perpetuals bad-debt accumulation shape against a proxy under-funded insurance surface.
Perpetuals max-leverage boundary shape over deposit-heavy margin accounts.
Perpetuals open-interest imbalance shape under high-arrival margin pressure.
Perpetuals oracle-shock liquidation-cascade shape over a high-rate persona mix.
AMM sustained-volume LP accounting shape for fee-growth review.
AMM liquidity add and swap timing shape around a large-flow window.
AMM swap-pressure shape for pool invariant and reserve-derived price-impact review.
AMM directional swap-pressure shape toward reserve imbalance.
AMM sandwich-attacker volume-spike shape under high-rate swap pressure.
Deterministic replay fixtures for declared failure shapes. Rerun bit-for-bit; the canonical hash either matches, or Riptide reports the divergence.
Declared lending trajectory for whale-concentrated borrow and bad-debt invariant firing.
Single-program liquid-staking pressure replay for depeg plus redemption-run dynamics.
Slash pressure replay with withdrawal queue state open during the stress path.
Replay-scoped multi-program proof using a declared scalar bridge, not a generalized scenario engine.
Single-program stablecoin backing and redemption pressure geometry, not a literal production-code replay.