17 read-only endpoints, every money value an exact decimal string.

{
  "served_at": "2026-07-29T10:00:00Z",
  "batch": {
    "id": 1,
    "computed_at": "2026-07-29T10:00:00Z",
    "age_seconds": 0,
    "producer": "riskd",
    "status": "complete",
    "position_count": 4,
    "refused_count": 2,
    "refused_engines": [],
    "flagged_count": 1,
    "watermarks": [
      {
        "engine": "aave_v3_etherfi",
        "chain_id": 1,
        "last_block": 25635618,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "aave_param",
        "chain_id": 1,
        "last_block": 25635600,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "prices:poll:1",
        "chain_id": 1,
        "last_block": 25635610,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "debt_manager",
        "chain_id": 10,
        "last_block": 154796552,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": {
          "rows": 3,
          "failed": 1,
          "success_sum": "309593004",
          "max_updated_at": "2026-07-29T09:40:00Z",
          "age_seconds": 1200,
          "generation": 4,
          "generation_open": false
        }
      },
      {
        "engine": "prices:poll:10",
        "chain_id": 10,
        "last_block": 154796540,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      }
    ],
    "supersession": {
      "superseded": false,
      "legs": [],
      "note": "a superseded batch is still served: the flag is the contract and it heals at the next materializer pass (design spec §4). The legs are evaluated against a LIVE read of the cursor and epoch tables inside the same snapshot as the database clock."
    }
  },
  "refused_engines": [],
  "engines": [
    {
      "engine": "aave_v3_etherfi",
      "value_decimals": 8,
      "positions": 2,
      "computed_positions": 1,
      "refused_positions": 1,
      "flagged_positions": 1,
      "liquidatable_positions": 0,
      "sweep": null,
      "refused": false,
      "refusal": null,
      "total_collateral": "800000000000",
      "total_debt": "600000000000",
      "refusals": [
        {
          "key": "G1",
          "count": 1
        }
      ],
      "flags": [
        {
          "key": "stale_price",
          "count": 1
        }
      ],
      "unit_note": "values are integers at 8 decimals in this engine's own unit (Aave: the pool's base currency; Debt Manager: USD)"
    },
    {
      "engine": "debt_manager",
      "value_decimals": 6,
      "positions": 2,
      "computed_positions": 1,
      "refused_positions": 1,
      "flagged_positions": 0,
      "liquidatable_positions": 1,
      "sweep": {
        "rows": 3,
        "failed": 1,
        "success_sum": "309593004",
        "max_updated_at": "2026-07-29T09:40:00Z",
        "age_seconds": 1200,
        "generation": 4,
        "generation_open": false
      },
      "refused": false,
      "refusal": null,
      "total_collateral": "4000000000",
      "total_debt": "4200000000",
      "refusals": [
        {
          "key": "SWEEP_NEVER",
          "count": 1
        }
      ],
      "flags": [],
      "unit_note": "values are integers at 6 decimals in this engine's own unit (Aave: the pool's base currency; Debt Manager: USD)"
    }
  ],
  "hf_histogram": {
    "wad_scale": "1000000000000000000",
    "engines": [
      {
        "refused": false,
        "refusal": null,
        "engine": "aave_v3_etherfi",
        "comparator": "hf_wad",
        "buckets": [
          {
            "label": "< 0.90",
            "lower_wad": null,
            "upper_wad": "900000000000000000",
            "count": 0
          },
          {
            "label": "0.90 – 1.00",
            "lower_wad": "900000000000000000",
            "upper_wad": "1000000000000000000",
            "count": 0
          },
          {
            "label": "1.00 – 1.05",
            "lower_wad": "1000000000000000000",
            "upper_wad": "1050000000000000000",
            "count": 0
          },
          {
            "label": "1.05 – 1.10",
            "lower_wad": "1050000000000000000",
            "upper_wad": "1100000000000000000",
            "count": 1
          },
          {
            "label": "1.10 – 1.25",
            "lower_wad": "1100000000000000000",
            "upper_wad": "1250000000000000000",
            "count": 0
          },
          {
            "label": "1.25 – 1.50",
            "lower_wad": "1250000000000000000",
            "upper_wad": "1500000000000000000",
            "count": 0
          },
          {
            "label": "1.50 – 2.00",
            "lower_wad": "1500000000000000000",
            "upper_wad": "2000000000000000000",
            "count": 0
          },
          {
            "label": ">= 2.00",
            "lower_wad": "2000000000000000000",
            "upper_wad": null,
            "count": 0
          }
        ],
        "infinite_count": 0,
        "refused_count": 1,
        "note": "buckets are the pool's own health-factor WAD. Aave liquidates STRICTLY BELOW 1e18, so `< 1.00` is the eligible set and exactly 1.00 is healthy."
      },
      {
        "refused": false,
        "refusal": null,
        "engine": "debt_manager",
        "comparator": "hf_num/hf_den",
        "buckets": [
          {
            "label": "< 0.90",
            "lower_wad": null,
            "upper_wad": "900000000000000000",
            "count": 1
          },
          {
            "label": "0.90 – 1.00",
            "lower_wad": "900000000000000000",
            "upper_wad": "1000000000000000000",
            "count": 0
          },
          {
            "label": "1.00 – 1.05",
            "lower_wad": "1000000000000000000",
            "upper_wad": "1050000000000000000",
            "count": 0
          },
          {
            "label": "1.05 – 1.10",
            "lower_wad": "1050000000000000000",
            "upper_wad": "1100000000000000000",
            "count": 0
          },
          {
            "label": "1.10 – 1.25",
            "lower_wad": "1100000000000000000",
            "upper_wad": "1250000000000000000",
            "count": 0
          },
          {
            "label": "1.25 – 1.50",
            "lower_wad": "1250000000000000000",
            "upper_wad": "1500000000000000000",
            "count": 0
          },
          {
            "label": "1.50 – 2.00",
            "lower_wad": "1500000000000000000",
            "upper_wad": "2000000000000000000",
            "count": 0
          },
          {
            "label": ">= 2.00",
            "lower_wad": "2000000000000000000",
            "upper_wad": null,
            "count": 0
          }
        ],
        "infinite_count": 0,
        "refused_count": 1,
        "note": "the Debt Manager has no health-factor wad: its liquidation test is the strict boolean `debt > maxBorrowLT`. These buckets are the EXACT rational maxBorrowLT/borrowings, a disclosure only — take eligibility from `liquidatable_positions`."
      }
    ]
  },
  "waterfall": {
    "scenario_id": "eth_minus_30",
    "scenario_version": "v1",
    "axis": "eth_usd",
    "grid_scale": "1000000000000000000",
    "points": [
      {
        "index": 0,
        "factor": "1000000000000000000",
        "engines": [
          {
            "engine": "aave_v3_etherfi",
            "usd_decimals": 8,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 0,
            "cumulative_debt_eligible_usd": "0",
            "cumulative_collateral_at_risk_usd": "0",
            "insolvent_if_liquidated_accounts": 0,
            "cumulative_bad_debt_usd": "0"
          },
          {
            "engine": "debt_manager",
            "usd_decimals": 6,
            "newly_eligible_accounts": 1,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "4200000000",
            "cumulative_collateral_at_risk_usd": "4000000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "239603961"
          }
        ]
      },
      {
        "index": 1,
        "factor": "900000000000000000",
        "engines": [
          {
            "engine": "aave_v3_etherfi",
            "usd_decimals": 8,
            "newly_eligible_accounts": 1,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "600000000000",
            "cumulative_collateral_at_risk_usd": "630000000000",
            "insolvent_if_liquidated_accounts": 0,
            "cumulative_bad_debt_usd": "0"
          },
          {
            "engine": "debt_manager",
            "usd_decimals": 6,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "4200000000",
            "cumulative_collateral_at_risk_usd": "3600000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "635643565"
          }
        ]
      },
      {
        "index": 2,
        "factor": "800000000000000000",
        "engines": [
          {
            "engine": "aave_v3_etherfi",
            "usd_decimals": 8,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "600000000000",
            "cumulative_collateral_at_risk_usd": "630000000000",
            "insolvent_if_liquidated_accounts": 0,
            "cumulative_bad_debt_usd": "0"
          },
          {
            "engine": "debt_manager",
            "usd_decimals": 6,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "4200000000",
            "cumulative_collateral_at_risk_usd": "3200000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "1031683169"
          }
        ]
      },
      {
        "index": 3,
        "factor": "700000000000000000",
        "engines": [
          {
            "engine": "aave_v3_etherfi",
            "usd_decimals": 8,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "600000000000",
            "cumulative_collateral_at_risk_usd": "560000000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "66666666667"
          },
          {
            "engine": "debt_manager",
            "usd_decimals": 6,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "4200000000",
            "cumulative_collateral_at_risk_usd": "2800000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "1427722773"
          }
        ]
      },
      {
        "index": 4,
        "factor": "600000000000000000",
        "engines": [
          {
            "engine": "aave_v3_etherfi",
            "usd_decimals": 8,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "600000000000",
            "cumulative_collateral_at_risk_usd": "480000000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "142857142858"
          },
          {
            "engine": "debt_manager",
            "usd_decimals": 6,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "4200000000",
            "cumulative_collateral_at_risk_usd": "2400000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "1823762377"
          }
        ]
      },
      {
        "index": 5,
        "factor": "500000000000000000",
        "engines": [
          {
            "engine": "aave_v3_etherfi",
            "usd_decimals": 8,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "600000000000",
            "cumulative_collateral_at_risk_usd": "400000000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "219047619048"
          },
          {
            "engine": "debt_manager",
            "usd_decimals": 6,
            "newly_eligible_accounts": 0,
            "cumulative_eligible_accounts": 1,
            "cumulative_debt_eligible_usd": "4200000000",
            "cumulative_collateral_at_risk_usd": "2000000000",
            "insolvent_if_liquidated_accounts": 1,
            "cumulative_bad_debt_usd": "2219801981"
          }
        ]
      }
    ],
    "held_flat": [
      {
        "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
        "chain_id": 1,
        "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
        "value": "100000000"
      }
    ],
    "eligibility_note": "debt ELIGIBLE for liquidation; realized ≤ eligible (the Debt Manager closes in two passes, 50% then remainder)",
    "monotonicity": {
      "ok": true
    },
    "at_risk_note": "cumulative_collateral_at_risk_usd carries NO monotonicity invariant: it is measured AT each grid point, so it legitimately falls once already-crossed accounts are worth less. Do not render it as a monotone accumulation.",
    "excluded_engines": []
  },
  "bad_debt": [
    {
      "engine": "aave_v3_etherfi",
      "usd_decimals": 8,
      "current_bad_debt_usd": "0",
      "insolvent_positions": 0,
      "eligible_positions": 0,
      "eligible_debt_usd": "0",
      "collateral_at_risk_usd": "0",
      "refused": false,
      "refusal": null
    },
    {
      "engine": "debt_manager",
      "usd_decimals": 6,
      "current_bad_debt_usd": "239603961",
      "insolvent_positions": 1,
      "eligible_positions": 1,
      "eligible_debt_usd": "4200000000",
      "collateral_at_risk_usd": "4000000000",
      "refused": false,
      "refusal": null
    }
  ],
  "coverage": {
    "batch_positions": 4,
    "in_book": 2,
    "refused_in_batch": 2,
    "excluded_by_this_layer": 0,
    "excluded": [],
    "withheld_engines": [],
    "stress_coverage_is_full": true,
    "note": "every position the batch carries is on the wire. `excluded` lists positions this layer could not rebuild into the pure library's input form — they are absent from the stress and waterfall arithmetic and are named here rather than dropped."
  },
  "notes": [
    "Aave base values are 8-decimal and Debt Manager USD is 6-decimal: the two engines are reported separately and are NEVER summed.",
    "Refused positions are counted in `refused_positions` and broken down by code in `refusals`. The book is served with its refusals, never without the positions that produced them."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "batch": {
    "id": 1,
    "computed_at": "2026-07-29T10:00:00Z",
    "age_seconds": 5,
    "producer": "riskd",
    "status": "complete",
    "position_count": 4,
    "refused_count": 2,
    "refused_engines": [],
    "flagged_count": 1,
    "watermarks": [
      {
        "engine": "aave_v3_etherfi",
        "chain_id": 1,
        "last_block": 25635618,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "debt_manager",
        "chain_id": 10,
        "last_block": 154796552,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": {
          "rows": 3,
          "failed": 1,
          "success_sum": "309593004",
          "max_updated_at": "2026-07-29T09:40:00Z",
          "age_seconds": 1205,
          "generation": 4,
          "generation_open": false
        }
      }
    ],
    "supersession": {
      "superseded": false,
      "legs": [],
      "note": "a superseded batch is still served: the flag is the contract and it heals at the next materializer pass."
    }
  },
  "engine": "aave_v3_etherfi",
  "sort": "liq_distance",
  "limit": 1,
  "refused": false,
  "refusal": null,
  "total_positions": 2,
  "positions": [
    {
      "engine": "aave_v3_etherfi",
      "account": "0xAAaA000000000000000000000000000000000001",
      "status": "computed",
      "value_decimals": 8,
      "refusal": null,
      "flags": [
        "stale_price"
      ],
      "health_factor": {
        "wad": "1080000000000000000",
        "num": "6480000000000000",
        "den": "6000000000000000",
        "infinite": false,
        "note": "compare against 1e18 ON THE WAD; do not re-derive a float from num/den to decide eligibility."
      },
      "liquidatable": null,
      "total_collateral": "800000000000",
      "total_debt": "600000000000",
      "liq_distance": {
        "kind": "distance",
        "scale_factor_num": "6000000000000000",
        "scale_factor_den": "6480000000000000",
        "factor_asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
        "factor_symbol": "weETH",
        "reason": null
      },
      "balances_block": 25635618,
      "params_block": 25635600,
      "sweep_block": 0
    }
  ],
  "next_cursor": "MS5saXFfZGlzdGFuY2UuMQ",
  "notes": [
    "every row on this page was drawn from batch 1; `next_cursor` is bound to that batch and answers 409 once it is superseded as the newest servable batch.",
    "refused rows are ROWS: they stay on the page, named, and counted.",
    "rows are the lean PositionSummary; the FULL Position (legs, price inputs, liquidation-price solve) is served by /v1/address/{addr}."
  ]
}

{
  "served_at": "2026-07-29T10:00:00Z",
  "batch": {
    "id": 1,
    "computed_at": "2026-07-29T10:00:00Z",
    "age_seconds": 0,
    "producer": "riskd",
    "status": "complete",
    "position_count": 4,
    "refused_count": 2,
    "refused_engines": [],
    "flagged_count": 1,
    "watermarks": [
      {
        "engine": "aave_v3_etherfi",
        "chain_id": 1,
        "last_block": 25635618,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "aave_param",
        "chain_id": 1,
        "last_block": 25635600,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "prices:poll:1",
        "chain_id": 1,
        "last_block": 25635610,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "debt_manager",
        "chain_id": 10,
        "last_block": 154796552,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": {
          "rows": 3,
          "failed": 1,
          "success_sum": "309593004",
          "max_updated_at": "2026-07-29T09:40:00Z",
          "age_seconds": 1200,
          "generation": 4,
          "generation_open": false
        }
      },
      {
        "engine": "prices:poll:10",
        "chain_id": 10,
        "last_block": 154796540,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      }
    ],
    "supersession": {
      "superseded": false,
      "legs": [],
      "note": "a superseded batch is still served: the flag is the contract and it heals at the next materializer pass (design spec §4). The legs are evaluated against a LIVE read of the cursor and epoch tables inside the same snapshot as the database clock."
    }
  },
  "address": "0xAAaA000000000000000000000000000000000001",
  "positions": [
    {
      "engine": "aave_v3_etherfi",
      "account": "0xAAaA000000000000000000000000000000000001",
      "status": "computed",
      "value_decimals": 8,
      "refusal": null,
      "flags": [
        "stale_price"
      ],
      "health_factor": {
        "wad": "1080000000000000000",
        "num": "6480000000000000",
        "den": "6000000000000000",
        "infinite": false,
        "note": "`wad` is the pool's own health factor, a half-up composite over the exact weighted sum. Compare against 1e18 on the WAD; do not re-derive a float from num/den to decide eligibility."
      },
      "liquidatable": null,
      "total_collateral_base": "800000000000",
      "total_debt_base": "600000000000",
      "weighted_lt_sum": "6480000000000000",
      "avg_lt_bps": "8100",
      "collateral_value_usd": null,
      "max_borrow_lt": null,
      "borrowings": null,
      "legs": [
        {
          "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
          "symbol": "USDC",
          "decimals": 6,
          "live_debt": "6000000000",
          "live_collateral": null,
          "debt_base": "600000000000",
          "collateral_base": null,
          "weighted_lt": null,
          "used_as_collateral": false,
          "debt_index_block": 25635618,
          "collateral_index_block": null,
          "amount": null,
          "value_usd": null,
          "max_borrow_contribution": null,
          "liq_threshold": null,
          "liq_bonus": null
        },
        {
          "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
          "symbol": "weETH",
          "decimals": 18,
          "live_debt": null,
          "live_collateral": "2000000000000000000",
          "debt_base": null,
          "collateral_base": "800000000000",
          "weighted_lt": "6480000000000000",
          "used_as_collateral": true,
          "debt_index_block": null,
          "collateral_index_block": 25635618,
          "amount": null,
          "value_usd": null,
          "max_borrow_contribution": null,
          "liq_threshold": "8100",
          "liq_bonus": "10500"
        }
      ],
      "price_inputs": [
        {
          "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
          "chain_id": 1,
          "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
          "provenance": "adapter-output",
          "value": "100000000",
          "decimals": 8,
          "block_number": 25635610,
          "source_as_of": "2026-07-29T09:59:48Z",
          "budget_seconds": 180,
          "verdict": "fresh",
          "age_seconds": 12,
          "fresh": true,
          "note": "within this input's own budget at compute time."
        },
        {
          "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
          "chain_id": 1,
          "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
          "provenance": "adapter-output",
          "value": "400000000000",
          "decimals": 8,
          "block_number": 25635610,
          "source_as_of": "2026-07-29T09:56:30Z",
          "budget_seconds": 180,
          "verdict": "stale",
          "age_seconds": 210,
          "fresh": false,
          "note": "older than its budget but within the ceiling: COMPUTED AND FLAGGED (G4), and the flag propagates into every aggregate containing it."
        }
      ],
      "as_of": {
        "balances_block": 25635618,
        "params_block": 25635600,
        "sweep_block": 0,
        "oldest_price_input": "2026-07-29T09:56:30Z",
        "stale_price_inputs": true,
        "note": "each leg additionally carries its OWN rate-index as-of block: `rate_indexes` updates only on ReserveDataUpdated and can trail the balances cursor, so one balances watermark over an old index would hide the debt leg's true shelf life (design spec §5, Codex round 1 [H5])."
      },
      "liquidation_price": {
        "in_factor": true,
        "never_liquidatable": false,
        "scale_factor_num": "6000000000000000",
        "scale_factor_den": "6480000000000000",
        "already_breached": false,
        "prices": [
          {
            "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
            "current_price": "400000000000",
            "price_decimals": 8,
            "price_floor": "370370370370",
            "lowest_healthy_price": "370370370371"
          }
        ],
        "factor_assets": [
          "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee"
        ],
        "held_assets": [
          "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee"
        ],
        "boundary_is_healthy": true,
        "per_token_floor_omitted": false,
        "diagnostic": false,
        "axis": "eth_usd",
        "note": "at exactly this price the position is HEALTHY on both engines — liquidation begins strictly below it. Render `lowest_healthy_price`, the conservative ceil."
      }
    }
  ],
  "found": true,
  "lookup_complete": true,
  "withheld_engines": [],
  "lookup_complete_note": "every engine was available to be consulted for this lookup, so `found` is a definitive answer.",
  "notes": [
    "Every price disclosure below is the SNAPSHOT the batch persisted — value, decimals, block, as-of, source, provenance, budget and verdict. Nothing here is re-read or re-judged at request time (design spec §7).",
    "`source_as_of` is the chain-asserted as-of (a poll anchor's block timestamp or an AnswerUpdated updatedAt). Database insert time is NEVER substituted for it.",
    "Debt Manager collateral comes from a sweep with a worst case of 5580 seconds; its prices are 60-second samples. Read `sweep_block` for the collateral as-of, never the price age.",
    "The two engines are never blended: Aave publishes a continuous health factor, the Debt Manager a strict liquidatable boolean."
  ]
}

{
  "served_at": "2026-07-29T10:00:00Z",
  "batch": {
    "id": 1,
    "computed_at": "2026-07-29T10:00:00Z",
    "age_seconds": 0,
    "producer": "riskd",
    "status": "complete",
    "position_count": 4,
    "refused_count": 2,
    "refused_engines": [],
    "flagged_count": 1,
    "watermarks": [
      {
        "engine": "aave_v3_etherfi",
        "chain_id": 1,
        "last_block": 25635618,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "aave_param",
        "chain_id": 1,
        "last_block": 25635600,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "prices:poll:1",
        "chain_id": 1,
        "last_block": 25635610,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "debt_manager",
        "chain_id": 10,
        "last_block": 154796552,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": {
          "rows": 3,
          "failed": 1,
          "success_sum": "309593004",
          "max_updated_at": "2026-07-29T09:40:00Z",
          "age_seconds": 1200,
          "generation": 4,
          "generation_open": false
        }
      },
      {
        "engine": "prices:poll:10",
        "chain_id": 10,
        "last_block": 154796540,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      }
    ],
    "supersession": {
      "superseded": false,
      "legs": [],
      "note": "a superseded batch is still served: the flag is the contract and it heals at the next materializer pass (design spec §4). The legs are evaluated against a LIVE read of the cursor and epoch tables inside the same snapshot as the database clock."
    }
  },
  "address": "0xAAaA000000000000000000000000000000000001",
  "scenario_config_version": "v1",
  "found": true,
  "lookup_complete": true,
  "withheld_engines": [],
  "lookup_complete_note": "every engine was available to be consulted for this lookup, so `found` is a definitive answer.",
  "scenarios": [
    {
      "id": "eth_minus_30",
      "version": "v1",
      "label": "ETH -30 percent",
      "description": "Factor shock on ETH/USD. Every ETH-linked collateral moves jointly because each one's USD price is composed from ETH/USD by construction; weETH additionally carries its redemption rate, held flat here.",
      "path_assumption": "instantaneous mark at the shocked level; single-step, no path, no cascade feedback, no partial closes",
      "engines": [
        "aave_v3_etherfi",
        "debt_manager"
      ],
      "shocks": [
        {
          "axis": "eth_usd",
          "factor_num": 70,
          "factor_den": 100
        }
      ],
      "out_of_model": [
        "oracle lag and heartbeat behaviour during the move: the shock is applied as an instantaneous mark, while the real feeds update on deviation or heartbeat",
        "deviation-trigger discreteness (a feed moves in rounds, not continuously)",
        "liquidator liquidity, gas costs, execution latency and cascade dynamics",
        "market correlations not mechanically implied by the read paths recorded in recon/derivation-notes.md",
        "intra-sample price wicks: prices are 60-second point samples and an intra-interval spike is invisible by construction (D-012)",
        "Aave price caps are checked, not assumed: a down-shock leaves them slack, and any cap that did bind is reported per input"
      ],
      "results": [
        {
          "engine": "aave_v3_etherfi",
          "account": "0xAAaA000000000000000000000000000000000001",
          "applicable": true,
          "before": {
            "health_factor_wad": "1080000000000000000",
            "health_factor_num": "6480000000000000",
            "health_factor_den": "6000000000000000",
            "infinite": false,
            "liquidatable": null,
            "eligible": false,
            "collateral_usd": "800000000000",
            "debt_usd": "600000000000",
            "max_borrow_lt": null
          },
          "after": {
            "health_factor_wad": "756000000000000000",
            "health_factor_num": "4536000000000000",
            "health_factor_den": "6000000000000000",
            "infinite": false,
            "liquidatable": null,
            "eligible": true,
            "collateral_usd": "560000000000",
            "debt_usd": "600000000000",
            "max_borrow_lt": null
          },
          "applied_shocks": [
            {
              "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
              "chain_id": 1,
              "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
              "factor_num": "70",
              "factor_den": "100",
              "before": "400000000000",
              "after": "280000000000",
              "snapped": false,
              "base_snapped": false,
              "cap_bound": false
            }
          ],
          "held_flat": [
            {
              "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
              "chain_id": 1,
              "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
              "value": "100000000"
            }
          ],
          "market_realization": null,
          "projection": null
        }
      ]
    },
    {
      "id": "weeth_market_depeg_oracles_held",
      "version": "v1",
      "label": "weETH market depeg to 0.95 (oracles held)",
      "description": "weETH trades 5 percent below its redemption value while the redemption rate is unchanged. This is EXPLICITLY NOT a health-factor event: neither protocol reads a secondary-market weETH price, so every health factor is bit-identical and no position becomes liquidatable.",
      "path_assumption": "oracle marks held exactly; market value is a separate axis applied only to realized proceeds",
      "engines": [
        "aave_v3_etherfi",
        "debt_manager"
      ],
      "shocks": [],
      "out_of_model": [
        "oracle lag and heartbeat behaviour during the move: the shock is applied as an instantaneous mark, while the real feeds update on deviation or heartbeat",
        "deviation-trigger discreteness (a feed moves in rounds, not continuously)",
        "liquidator liquidity, gas costs, execution latency and cascade dynamics",
        "market correlations not mechanically implied by the read paths recorded in recon/derivation-notes.md",
        "intra-sample price wicks: prices are 60-second point samples and an intra-interval spike is invisible by construction (D-012)",
        "seizure is modeled PRO-RATA over a position's counted collateral; a real liquidator picks a preference order and would take the least-impaired asset first, so this is neutral rather than conservative"
      ],
      "results": [
        {
          "engine": "aave_v3_etherfi",
          "account": "0xAAaA000000000000000000000000000000000001",
          "applicable": true,
          "before": {
            "health_factor_wad": "1080000000000000000",
            "health_factor_num": "6480000000000000",
            "health_factor_den": "6000000000000000",
            "infinite": false,
            "liquidatable": null,
            "eligible": false,
            "collateral_usd": "800000000000",
            "debt_usd": "600000000000",
            "max_borrow_lt": null
          },
          "after": {
            "health_factor_wad": "1080000000000000000",
            "health_factor_num": "6480000000000000",
            "health_factor_den": "6000000000000000",
            "infinite": false,
            "liquidatable": null,
            "eligible": false,
            "collateral_usd": "800000000000",
            "debt_usd": "600000000000",
            "max_borrow_lt": null
          },
          "applied_shocks": [],
          "held_flat": [],
          "market_realization": {
            "hfs_unchanged": true,
            "execution_shortfall_usd": "0",
            "bad_debt_at_liquidation_usd": "0",
            "usd_decimals": 8,
            "seizure_model": "pro-rata-over-counted-collateral",
            "note": "market value is NOT an oracle mark: neither protocol reads a secondary-market price, so this scenario moves NO health factor (`hfs_unchanged` asserts it). The output is the gap the protocol is not seeing."
          },
          "projection": null
        }
      ]
    },
    {
      "id": "dm_rate_horizon_plus_200bps",
      "version": "v1",
      "label": "Debt Manager borrow APY +200bps (PROJECTION)",
      "description": "A rate change does not move a spot health factor, so this ships as a closed-form HORIZON PROJECTION, never as a spot shock.",
      "path_assumption": "collateral prices held flat at the current sample; the APY steps once, at t=0, and holds for the whole horizon",
      "engines": [
        "debt_manager"
      ],
      "shocks": [
        {
          "axis": "borrow_apy",
          "factor_num": 1,
          "factor_den": 1
        }
      ],
      "out_of_model": [
        "oracle lag and heartbeat behaviour during the move: the shock is applied as an instantaneous mark, while the real feeds update on deviation or heartbeat",
        "deviation-trigger discreteness (a feed moves in rounds, not continuously)",
        "liquidator liquidity, gas costs, execution latency and cascade dynamics",
        "market correlations not mechanically implied by the read paths recorded in recon/derivation-notes.md",
        "intra-sample price wicks: prices are 60-second point samples and an intra-interval spike is invisible by construction (D-012)",
        "borrower behaviour: no repayment, no top-up, no new borrowing over the horizon",
        "the Aave engine is excluded (utilization-driven rates over a residual dust book)"
      ],
      "results": [
        {
          "engine": "aave_v3_etherfi",
          "account": "0xAAaA000000000000000000000000000000000001",
          "applicable": false,
          "reason": "scenario dm_rate_horizon_plus_200bps is not defined for engine aave_v3_etherfi",
          "before": null,
          "after": null,
          "applied_shocks": [],
          "held_flat": [],
          "market_realization": null,
          "projection": null
        }
      ]
    }
  ],
  "notes": [
    "Shocks are EXACT rationals applied to primitive axes and propagated through each engine's actual pricing transforms.",
    "Assets the propagation matrix does not cover are named in `held_flat` rather than silently held at their pre-shock price."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "batch": {
    "id": 2,
    "computed_at": "2026-07-29T10:00:00Z",
    "age_seconds": 5,
    "producer": "riskd",
    "status": "complete",
    "position_count": 4,
    "refused_count": 2,
    "refused_engines": [],
    "flagged_count": 1,
    "watermarks": [
      {
        "engine": "aave_v3_etherfi",
        "chain_id": 1,
        "last_block": 25635618,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      }
    ],
    "supersession": {
      "superseded": false,
      "legs": [],
      "note": "evaluated against a live read of the cursor and epoch tables."
    }
  },
  "address": "0xAAaA000000000000000000000000000000000001",
  "limit": 100,
  "engines": [
    {
      "engine": "aave_v3_etherfi",
      "value_decimals": 8,
      "points": [
        {
          "batch_id": 2,
          "computed_at": "2026-07-29T10:00:00Z",
          "balances_block": 25635618,
          "sweep_block": 0,
          "status": "computed",
          "refusal": null,
          "health_factor": {
            "wad": "1080000000000000000",
            "num": "6480000000000000",
            "den": "6000000000000000",
            "infinite": false,
            "note": "compare against 1e18 ON THE WAD."
          },
          "liquidatable": null,
          "total_collateral_base": "800000000000",
          "total_debt_base": "600000000000"
        },
        {
          "batch_id": 1,
          "computed_at": "2026-07-29T09:45:00Z",
          "balances_block": 25635540,
          "sweep_block": 0,
          "status": "refused",
          "refusal": {
            "code": "G1",
            "detail": "weETH/aaveoracle price input missing at compute time",
            "note": "a refused batch is a POINT in this history, not a gap: the position existed and could not honestly be valued."
          },
          "health_factor": null,
          "liquidatable": null,
          "total_collateral_base": null,
          "total_debt_base": null
        }
      ],
      "withheld_batch_ids": [],
      "note": "points are persisted rows from retained batches, newest first; nothing is recomputed for this response."
    }
  ],
  "found": true,
  "lookup_complete": true,
  "withheld_engines": [],
  "lookup_complete_note": "every engine was available in the newest servable batch, so `found` is a definitive answer there; older points speak only for their own batches.",
  "notes": [
    "retention bounds this history: batches outside the retention window are gone from this surface, and their absence is stated by `limit`, never rendered as a flat line."
  ]
}

{
  "served_at": "2026-07-29T10:00:00Z",
  "limit": 50,
  "series": [
    {
      "batch_id": 1,
      "computed_at": "2026-07-29T10:00:00Z",
      "age_seconds": 0,
      "watermarks": [
        {
          "engine": "aave_v3_etherfi",
          "chain_id": 1,
          "last_block": 25635618,
          "acked_epoch": 0,
          "max_epoch_at_compute": 0,
          "sweep": null
        },
        {
          "engine": "aave_param",
          "chain_id": 1,
          "last_block": 25635600,
          "acked_epoch": 0,
          "max_epoch_at_compute": 0,
          "sweep": null
        },
        {
          "engine": "prices:poll:1",
          "chain_id": 1,
          "last_block": 25635610,
          "acked_epoch": 0,
          "max_epoch_at_compute": 0,
          "sweep": null
        },
        {
          "engine": "debt_manager",
          "chain_id": 10,
          "last_block": 154796552,
          "acked_epoch": 0,
          "max_epoch_at_compute": 0,
          "sweep": {
            "rows": 3,
            "failed": 1,
            "success_sum": "309593004",
            "max_updated_at": "2026-07-29T09:40:00Z",
            "age_seconds": 1200,
            "generation": 4,
            "generation_open": false
          }
        },
        {
          "engine": "prices:poll:10",
          "chain_id": 10,
          "last_block": 154796540,
          "acked_epoch": 0,
          "max_epoch_at_compute": 0,
          "sweep": null
        }
      ],
      "engines": [
        {
          "engine": "aave_v3_etherfi",
          "value_decimals": 8,
          "positions": 2,
          "computed_positions": 1,
          "refused_positions": 1,
          "flagged_positions": 1,
          "liquidatable_positions": 0,
          "sweep": null,
          "refused": false,
          "refusal": null,
          "total_collateral": "800000000000",
          "total_debt": "600000000000",
          "refusals": [
            {
              "key": "G1",
              "count": 1
            }
          ],
          "flags": [
            {
              "key": "stale_price",
              "count": 1
            }
          ],
          "unit_note": "values are integers at 8 decimals in this engine's own unit (Aave: the pool's base currency; Debt Manager: USD)"
        },
        {
          "engine": "debt_manager",
          "value_decimals": 6,
          "positions": 2,
          "computed_positions": 1,
          "refused_positions": 1,
          "flagged_positions": 0,
          "liquidatable_positions": 1,
          "sweep": {
            "rows": 3,
            "failed": 1,
            "success_sum": "309593004",
            "max_updated_at": "2026-07-29T09:40:00Z",
            "age_seconds": 1200,
            "generation": 4,
            "generation_open": false
          },
          "refused": false,
          "refusal": null,
          "total_collateral": "4000000000",
          "total_debt": "4200000000",
          "refusals": [
            {
              "key": "SWEEP_NEVER",
              "count": 1
            }
          ],
          "flags": [],
          "unit_note": "values are integers at 6 decimals in this engine's own unit (Aave: the pool's base currency; Debt Manager: USD)"
        }
      ]
    }
  ],
  "rate_indexes": [
    {
      "engine": "aave_v3_etherfi",
      "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
      "symbol": "weETH",
      "kind": "liquidity_index",
      "scale": "ray-1e27",
      "value": "1023456789012345678901234567",
      "as_of_block": 25634718,
      "note": "as-of-last-ReserveDataUpdated: this index can trail the derive cursor. `as_of_block` is its OWN as-of and is the only honest freshness statement about it."
    }
  ],
  "notes": [
    "Each point is one materialization. The series is newest first and is never interpolated.",
    "Per-engine aggregates are in each engine's own unit and are NEVER summed across engines."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "engine": "debt_manager",
  "usd_decimals": 6,
  "from": "2026-07-29T08:00:00Z",
  "to": null,
  "step_seconds": null,
  "points": [
    {
      "bucket_start": "2026-07-29T08:00:00Z",
      "last_block": 154794000,
      "batch_id": 41,
      "materialization_key": "9a4a7c1de00b53219a6f2f41c86a77025f0b3e2a4c1d99e21b7a30e12cf5a2b9",
      "acked_epoch": 0,
      "max_epoch_at_compute": 0,
      "sweep_recorded": true,
      "sweep": {
        "rows": 3,
        "failed": 1,
        "success_sum": "464379000",
        "max_updated_at": "2026-07-29T07:58:40Z",
        "age_seconds": 7285,
        "generation": 12,
        "generation_open": false
      },
      "refused": false,
      "refusal_code": null,
      "accounts": 3,
      "refused_positions": 1,
      "liquidatable_positions": 1,
      "debt_usd": "309593004",
      "collateral_usd": "412790672",
      "rates": [
        {
          "engine": "debt_manager",
          "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
          "symbol": "USDC",
          "kind": "borrow_index",
          "scale": "index-1e18",
          "value": "1050000000000000000",
          "as_of_block": 154793990,
          "note": "as of its OWN last update, which can trail the bucket."
        }
      ]
    },
    {
      "bucket_start": "2026-07-29T09:00:00Z",
      "last_block": 154796552,
      "batch_id": 42,
      "materialization_key": "e2a4c1d99e21b7a30e12cf5a2b9a4a7c1de00b53219a6f2f41c86a77025f0b3",
      "acked_epoch": 0,
      "max_epoch_at_compute": 0,
      "sweep_recorded": true,
      "sweep": {
        "rows": 3,
        "failed": 1,
        "success_sum": "464379000",
        "max_updated_at": "2026-07-29T08:58:40Z",
        "age_seconds": 3685,
        "generation": 13,
        "generation_open": true
      },
      "refused": true,
      "refusal_code": "FLAG_CUSTODY_UNPROVEN",
      "accounts": null,
      "refused_positions": 0,
      "liquidatable_positions": null,
      "debt_usd": null,
      "collateral_usd": null,
      "rates": []
    }
  ],
  "notes": [
    "a withheld bucket carries NULL totals and names its refusal code: a rollup that rendered an unproven book as zero debt would fabricate the exact reassurance this surface exists to withhold."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "filter": {
    "engine": null,
    "account": null,
    "types": [],
    "since_block": null
  },
  "limit": 2,
  "events": [
    {
      "chain_id": 1,
      "engine": "aave_v3_etherfi",
      "block_number": 25635601,
      "block_time": "2026-07-29T09:57:11Z",
      "tx_hash": "0x9c33269e9d8f01d1db494ca4cf693c99377f78f9628c1b74d5a1a8592e0f2a11",
      "log_index": 42,
      "seq": 0,
      "type": "liquidation",
      "raw_type": "aave_liquidation_call",
      "account": "0xAAaA000000000000000000000000000000000001",
      "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
      "symbol": "USDC",
      "amount": "-2499100000",
      "amount_unit": "aave_scaled",
      "amount_decimals": null,
      "liquidation": {
        "liquidator": "0xBBbB000000000000000000000000000000000002",
        "debt_asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
        "debt_repaid": "2500000000",
        "debt_decimals": 6,
        "deficit_paired": false,
        "before_debt_usd": null,
        "interest_index": null,
        "seized": [
          {
            "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
            "symbol": "weETH",
            "amount": "656250000000000000",
            "decimals": 18,
            "bonus": null
          }
        ],
        "realized_bonus_bps": null,
        "configured_bonus_bps": "500",
        "note": "extracted from the event's own structured payload; amounts are in each asset's own token units. `configured_bonus_bps` is the ledger's bonus AT THIS EVENT's effective params; `realized_bonus_bps` would need event-time prices this service does not re-read, so it is null — never estimated."
      }
    },
    {
      "chain_id": 10,
      "engine": "debt_manager",
      "block_number": 154796490,
      "block_time": null,
      "tx_hash": "0x51f0b3e2a4c1d99e21b7a30e12cf5a2b9a4a7c1de00b53219a6f2f41c86a7702",
      "log_index": 7,
      "seq": 0,
      "type": "borrow",
      "raw_type": "borrow",
      "account": "0xccCc000000000000000000000000000000000003",
      "asset": "0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85",
      "symbol": "USDC",
      "amount": "1199403000",
      "amount_unit": "dm_normalized_debt",
      "amount_decimals": null,
      "liquidation": null
    }
  ],
  "next_cursor": "MTU0Nzk2NDkwLjB4NTFmMC4zLjA",
  "notes": [
    "`block_time` is null until the block's header is custodied — header time is chain-asserted or absent, never fabricated, and no database clock is ever substituted. Render the block number while it is null.",
    "engine-scoped pages order by (block_number, tx_hash, log_index, seq) DESC — exact within one chain. Cross-engine pages order by custodied block_time DESC; rows without a custodied time sort AFTER every timed row (their order there is a deterministic tiebreak, NOT chronology — two chains' block heights are incomparable as time).",
    "`amount` is the engine's own CUSTODIED accounting delta, verbatim, and `amount_unit` names its closed semantic unit: normalized debt units on the Debt Manager (USD-6 view = value x interest index / 1e18), ray-scaled token units on Aave. It is not a display-ready token amount, which is why `amount_decimals` is null.",
    "a cross-engine page's untimed tail can shrink between pages while header backfill runs: a row acquiring its time moves into the timed section. Each page is internally exact; the feed is a live surface, not a pinned batch."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "engine": null,
  "asset": null,
  "params": [
    {
      "engine": "aave_v3_etherfi",
      "chain_id": 1,
      "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
      "symbol": "weETH",
      "fields": [
        {
          "name": "ltv",
          "value": "7800",
          "address": null,
          "prior": null,
          "unit": "bps"
        },
        {
          "name": "liq_threshold",
          "value": "8100",
          "address": null,
          "prior": null,
          "unit": "bps"
        },
        {
          "name": "liq_bonus",
          "value": "10500",
          "address": null,
          "prior": null,
          "unit": "bps"
        }
      ],
      "effective_block": 25635600,
      "effective_log_index": 12,
      "source_event": "CollateralConfigurationChanged",
      "tx_hash": "0x2b8a1f0e6c33269e9d8f01d1db494ca4cf693c99377f78f9628c1b74d5a1a859",
      "block_time": "2026-07-29T09:57:00Z"
    },
    {
      "engine": "debt_manager",
      "chain_id": 10,
      "asset": null,
      "fields": [
        {
          "name": "borrow_apy",
          "value": "50000000000000000",
          "address": null,
          "prior": "40000000000000000",
          "unit": "per-second-1e18"
        }
      ],
      "effective_block": 154790000,
      "effective_log_index": 3,
      "source_event": "borrow_apy_set",
      "tx_hash": "0x7702a4c1d99e21b7a30e12cf5a2b9a4a7c1de00b53219a6f2f41c86a51f0b3e2",
      "block_time": null
    }
  ],
  "next_cursor": null,
  "notes": [
    "denominations are the ENGINE's own and are named per field: Aave publishes bps (1e4 scale); the Debt Manager's percent scale is 100e18. No cross-engine normalization exists.",
    "`block_time` is null until the block's header is custodied — never fabricated."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
  "source": null,
  "from_block": 25635500,
  "to_block": null,
  "step": null,
  "chains": [
    1,
    10
  ],
  "series": [
    {
      "chain_id": 1,
      "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
      "symbol": "weETH",
      "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
      "owner_engine": "aave_v3_etherfi",
      "provenance": "adapter-output",
      "decimals": 8,
      "points": [
        {
          "block_number": 25635550,
          "value": "399800000000",
          "anchor_block": null,
          "source_as_of": "2026-07-29T09:44:30Z",
          "valid": false,
          "invalid_reason": "unverifiable after a reorg: no surviving poll anchor covers this observation"
        },
        {
          "block_number": 25635610,
          "value": "400000000000",
          "anchor_block": 25635609,
          "source_as_of": "2026-07-29T09:56:30Z",
          "valid": true,
          "invalid_reason": ""
        }
      ],
      "quarantined_ranges": [
        {
          "from_block": 25635550,
          "to_block": 25635550,
          "rows": 1,
          "reasons": [
            {
              "key": "unverifiable after a reorg: no surviving poll anchor covers this observation",
              "count": 1
            }
          ]
        }
      ],
      "note": "quarantined rows are retained and served with their reasons; they are never deleted and never smoothed into the valid series."
    }
  ],
  "notes": [
    "an asset with no custodied observations answers with an empty `series` — an ANSWER about custody, not a claim that the asset has no price.",
    "downsampling serves exact rows and never averages, least of all across a validity boundary."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "scenario_config_version": "v1",
  "scenarios": [
    {
      "id": "ethfi_minus_50",
      "version": "v1",
      "label": "ETHFI -50 percent",
      "description": "Idiosyncratic own-ecosystem-token shock. ETHFI collateral is correlated with exactly the stress states in which liquidations happen, and sETHFI is composed from ETHFI, so both move on one axis.",
      "path_assumption": "instantaneous mark at the shocked level; single-step, no path, no cascade feedback, no partial closes",
      "engines": [
        "debt_manager"
      ],
      "shocks": [
        {
          "axis": "asset_usd",
          "asset": "0xe0080d2F853ecDdbd81A643dC10DA075Df26fD3f",
          "factor_num": 50,
          "factor_den": 100
        }
      ],
      "out_of_model": [
        "oracle lag and heartbeat behaviour during the move: the shock is applied as an instantaneous mark, while the real feeds update on deviation or heartbeat",
        "deviation-trigger discreteness (a feed moves in rounds, not continuously)",
        "liquidator liquidity, gas costs, execution latency and cascade dynamics",
        "market correlations not mechanically implied by the read paths recorded in recon/derivation-notes.md",
        "intra-sample price wicks: prices are 60-second point samples and an intra-interval spike is invisible by construction (D-012)",
        "per-asset base_asset claims are the DEPLOYED composition graph read from PriceProviderV2.tokenConfig(token).baseAsset at the accept-r4 OP pin (block 154938071, hash 0xaf91dd4ba1975fc3b93e411586ce267892406ed8cb7152c5cefe1c368696c6bc, provider 0x44dd2372FE7B97C4B4D6a7d4DeCf72466485BAcB) - a hash-pinned SAMPLE with no continuity claim (chain-truth R3.1), fixture-welded in internal/risk/testdata/tokenconfig_accept_r4.json",
        "the sETHFI/ETHFI accountant rate is held flat; a 50 percent ETHFI drawdown is assumed not to change the staking rate",
        "reflexivity between the token price and the protocol's own risk parameters"
      ]
    },
    {
      "id": "dm_rate_horizon_plus_200bps",
      "version": "v1",
      "label": "Debt Manager borrow APY +200bps (PROJECTION)",
      "description": "A rate change does not move a spot health factor, so this ships as a closed-form HORIZON PROJECTION, never as a spot shock. The Debt Manager's interest index is linear per second and borrowApy is admin-set, so debt(t) is closed-form: debt0 + floor(debt0 x apy x dt / 100e18). Collateral prices are held flat. The Aave engine is excluded: its rates are utilization-driven and its book is residual dust.",
      "path_assumption": "collateral prices held flat at the current sample; the APY steps once, at t=0, and holds for the whole horizon",
      "engines": [
        "debt_manager"
      ],
      "shocks": [
        {
          "axis": "borrow_apy",
          "factor_num": 1,
          "factor_den": 1
        }
      ],
      "out_of_model": [
        "oracle lag and heartbeat behaviour during the move: the shock is applied as an instantaneous mark, while the real feeds update on deviation or heartbeat",
        "deviation-trigger discreteness (a feed moves in rounds, not continuously)",
        "liquidator liquidity, gas costs, execution latency and cascade dynamics",
        "market correlations not mechanically implied by the read paths recorded in recon/derivation-notes.md",
        "intra-sample price wicks: prices are 60-second point samples and an intra-interval spike is invisible by construction (D-012)",
        "borrower behaviour: no repayment, no top-up, no new borrowing over the horizon",
        "the closed form floors ONCE on the debt, while the chain floors the INDEX and then the debt - the two differ by at most a couple of units of USD 6-dec, which is why this result is labeled PROJECTION and never gated exact",
        "the Aave engine is excluded (utilization-driven rates over a residual dust book)",
        "governance behaviour: the APY is admin-set and could move again inside the horizon"
      ]
    }
  ],
  "notes": [
    "this is the COMMITTED set, compiled into the binary — configuration, not batch data. It carries no batch envelope and is servable before any batch exists; a definition here says what WOULD be evaluated, never what the book is.",
    "the SAME definitions ride on every /v1/address/{addr}/stress response's `scenarios` array, serialized by the same code. That array carries per-address `results` in addition; nothing else differs, so the two surfaces cannot describe different scenarios.",
    "every `id` here is exactly what POST /v1/scenarios/{id}/run-book accepts. An id absent from this listing is a 404 there, never a silently empty run.",
    "`engines` is the set of engines a scenario is DEFINED for. An engine missing from it is out of the scenario's model — a property of the definition, and not the same statement as a withheld engine, which is a refusal and is named as one on the surfaces that evaluate.",
    "shocks are EXACT rationals: -30% is `factor_num` 70 over `factor_den` 100, never 0.7. There are no floats in this pipeline. A shock of 1/1 is a scenario whose information lives on another axis — a projection over time, or a market realization the oracles do not see.",
    "`out_of_model` is part of the definition, not a footnote: it names what the scenario does NOT model, and a shocked number read without it is a number read wrong.",
    "`scenario_config_version` versions the set as a whole, so a client caching results has one token to invalidate on. Files that disagree report MIXED(...) rather than a silently chosen version."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "batch": {
    "id": 1,
    "computed_at": "2026-07-29T10:00:00Z",
    "age_seconds": 5,
    "producer": "riskd",
    "status": "complete",
    "position_count": 4,
    "refused_count": 2,
    "refused_engines": [],
    "flagged_count": 1,
    "watermarks": [
      {
        "engine": "aave_param",
        "chain_id": 1,
        "last_block": 25635600,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "aave_v3_etherfi",
        "chain_id": 1,
        "last_block": 25635618,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "debt_manager",
        "chain_id": 10,
        "last_block": 154796552,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": {
          "rows": 3,
          "failed": 1,
          "success_sum": "309593004",
          "max_updated_at": "2026-07-29T09:40:00Z",
          "age_seconds": 1205,
          "generation": 4,
          "generation_open": false
        }
      },
      {
        "engine": "prices:poll:1",
        "chain_id": 1,
        "last_block": 25635610,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "prices:poll:10",
        "chain_id": 10,
        "last_block": 154796540,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      }
    ],
    "supersession": {
      "superseded": false,
      "legs": [],
      "note": "a superseded batch is still served: the flag is the contract and it heals at the next materializer pass (design spec §4). The legs are evaluated against a LIVE read of the cursor and epoch tables inside the same snapshot as the database clock."
    }
  },
  "scenario_config_version": "v1",
  "scenario_id": "weeth_market_depeg_oracles_held",
  "scenario_version": "v1",
  "label": "weETH market depeg to 0.95 (oracles held)",
  "description": "weETH trades 5 percent below its redemption value while the redemption rate is unchanged. This is EXPLICITLY NOT a health-factor event: neither protocol reads a secondary-market weETH price, so every health factor is bit-identical and no position becomes liquidatable. Its output is liquidator-side - execution shortfall on seized collateral and bad debt at liquidation. Implemented on the market-realization axis, never as a price shock.",
  "path_assumption": "oracle marks held exactly; market value is a separate axis applied only to realized proceeds",
  "shocks": [],
  "out_of_model": [
    "oracle lag and heartbeat behaviour during the move: the shock is applied as an instantaneous mark, while the real feeds update on deviation or heartbeat",
    "deviation-trigger discreteness (a feed moves in rounds, not continuously)",
    "liquidator liquidity, gas costs, execution latency and cascade dynamics",
    "market correlations not mechanically implied by the read paths recorded in recon/derivation-notes.md",
    "intra-sample price wicks: prices are 60-second point samples and an intra-interval spike is invisible by construction (D-012)",
    "seizure is modeled PRO-RATA over a position's counted collateral; a real liquidator picks a preference order and would take the least-impaired asset first, so this is neutral rather than conservative",
    "market depth: the 0.95 ratio is a flat haircut, not a slippage curve",
    "the possibility that a sustained market depeg eventually becomes a rate event"
  ],
  "applied_shocks": [],
  "held_flat": [
    {
      "asset": "0x5A7fACB970D094B6C7FF1df0eA68D99E6e73CBFF",
      "chain_id": 10,
      "source": "priceproviderv2",
      "value": "4000000000"
    },
    {
      "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
      "chain_id": 1,
      "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
      "value": "100000000"
    },
    {
      "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
      "chain_id": 1,
      "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
      "value": "400000000000"
    }
  ],
  "engines": [
    {
      "engine": "aave_v3_etherfi",
      "usd_decimals": 8,
      "before": {
        "accounts": 1,
        "eligible_accounts": 0,
        "total_collateral_usd": "800000000000",
        "total_debt_usd": "600000000000",
        "eligible_debt_usd": "0",
        "collateral_at_risk_usd": "0",
        "bad_debt_usd": "0",
        "hf_histogram": {
          "comparator": "hf_wad",
          "wad_scale": "1000000000000000000",
          "buckets": [
            {
              "label": "< 0.90",
              "lower_wad": null,
              "upper_wad": "900000000000000000",
              "count": 0
            },
            {
              "label": "0.90 – 1.00",
              "lower_wad": "900000000000000000",
              "upper_wad": "1000000000000000000",
              "count": 0
            },
            {
              "label": "1.00 – 1.05",
              "lower_wad": "1000000000000000000",
              "upper_wad": "1050000000000000000",
              "count": 0
            },
            {
              "label": "1.05 – 1.10",
              "lower_wad": "1050000000000000000",
              "upper_wad": "1100000000000000000",
              "count": 1
            },
            {
              "label": "1.10 – 1.25",
              "lower_wad": "1100000000000000000",
              "upper_wad": "1250000000000000000",
              "count": 0
            },
            {
              "label": "1.25 – 1.50",
              "lower_wad": "1250000000000000000",
              "upper_wad": "1500000000000000000",
              "count": 0
            },
            {
              "label": "1.50 – 2.00",
              "lower_wad": "1500000000000000000",
              "upper_wad": "2000000000000000000",
              "count": 0
            },
            {
              "label": ">= 2.00",
              "lower_wad": "2000000000000000000",
              "upper_wad": null,
              "count": 0
            }
          ],
          "infinite_count": 0,
          "refused_count": 1,
          "note": "buckets are the pool's own health-factor WAD. Aave liquidates STRICTLY BELOW 1e18, so `< 1.00` is the eligible set and exactly 1.00 is healthy. This is ONE SIDE of the shock over the positions in the run, in the SAME buckets /v1/book's histogram serves; the after-side is bucketed on the SHOCKED states. `infinite_count` is accounts with no debt and `refused_count` is the positions this run measured on NEITHER side — both are counted here rather than dropped, so the buckets plus these two account for the whole run. `hf_transitions` states that same population as its last lane and splits it by cause."
        },
        "collateral_by_asset": [
          {
            "asset": "0x0000000000000000000000000000000000000Bad",
            "decimals": 18,
            "amount": "5000000000000000000",
            "value_usd": null,
            "unpriced": true,
            "note": "UNPRICED: the account holds this token and NO price witness describes it on this side, so its USD value is UNKNOWABLE — not zero. `amount` is exact; none of this holding is inside `total_collateral_usd`."
          },
          {
            "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
            "symbol": "weETH",
            "decimals": 18,
            "amount": "2000000000000000000",
            "value_usd": "800000000000",
            "unpriced": false,
            "note": "COUNTED: this value is inside `total_collateral_usd` on this side. The counted entries sum to it EXACTLY."
          }
        ]
      },
      "after": {
        "accounts": 1,
        "eligible_accounts": 0,
        "total_collateral_usd": "800000000000",
        "total_debt_usd": "600000000000",
        "eligible_debt_usd": "0",
        "collateral_at_risk_usd": "0",
        "bad_debt_usd": "0",
        "hf_histogram": {
          "comparator": "hf_wad",
          "wad_scale": "1000000000000000000",
          "buckets": [
            {
              "label": "< 0.90",
              "lower_wad": null,
              "upper_wad": "900000000000000000",
              "count": 0
            },
            {
              "label": "0.90 – 1.00",
              "lower_wad": "900000000000000000",
              "upper_wad": "1000000000000000000",
              "count": 0
            },
            {
              "label": "1.00 – 1.05",
              "lower_wad": "1000000000000000000",
              "upper_wad": "1050000000000000000",
              "count": 0
            },
            {
              "label": "1.05 – 1.10",
              "lower_wad": "1050000000000000000",
              "upper_wad": "1100000000000000000",
              "count": 1
            },
            {
              "label": "1.10 – 1.25",
              "lower_wad": "1100000000000000000",
              "upper_wad": "1250000000000000000",
              "count": 0
            },
            {
              "label": "1.25 – 1.50",
              "lower_wad": "1250000000000000000",
              "upper_wad": "1500000000000000000",
              "count": 0
            },
            {
              "label": "1.50 – 2.00",
              "lower_wad": "1500000000000000000",
              "upper_wad": "2000000000000000000",
              "count": 0
            },
            {
              "label": ">= 2.00",
              "lower_wad": "2000000000000000000",
              "upper_wad": null,
              "count": 0
            }
          ],
          "infinite_count": 0,
          "refused_count": 1,
          "note": "buckets are the pool's own health-factor WAD. Aave liquidates STRICTLY BELOW 1e18, so `< 1.00` is the eligible set and exactly 1.00 is healthy. This is ONE SIDE of the shock over the positions in the run, in the SAME buckets /v1/book's histogram serves; the after-side is bucketed on the SHOCKED states. `infinite_count` is accounts with no debt and `refused_count` is the positions this run measured on NEITHER side — both are counted here rather than dropped, so the buckets plus these two account for the whole run. `hf_transitions` states that same population as its last lane and splits it by cause."
        },
        "collateral_by_asset": [
          {
            "asset": "0x0000000000000000000000000000000000000Bad",
            "decimals": 18,
            "amount": "5000000000000000000",
            "value_usd": null,
            "unpriced": true,
            "note": "UNPRICED: the account holds this token and NO price witness describes it on this side, so its USD value is UNKNOWABLE — not zero. `amount` is exact; none of this holding is inside `total_collateral_usd`."
          },
          {
            "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
            "symbol": "weETH",
            "decimals": 18,
            "amount": "2000000000000000000",
            "value_usd": "800000000000",
            "unpriced": false,
            "note": "COUNTED: this value is inside `total_collateral_usd` on this side. The counted entries sum to it EXACTLY."
          }
        ]
      },
      "hf_transitions": {
        "comparator": "hf_wad",
        "wad_scale": "1000000000000000000",
        "lanes": [
          {
            "index": 0,
            "kind": "bucket",
            "label": "< 0.90",
            "lower_wad": null,
            "upper_wad": "900000000000000000"
          },
          {
            "index": 1,
            "kind": "bucket",
            "label": "0.90 – 1.00",
            "lower_wad": "900000000000000000",
            "upper_wad": "1000000000000000000"
          },
          {
            "index": 2,
            "kind": "bucket",
            "label": "1.00 – 1.05",
            "lower_wad": "1000000000000000000",
            "upper_wad": "1050000000000000000"
          },
          {
            "index": 3,
            "kind": "bucket",
            "label": "1.05 – 1.10",
            "lower_wad": "1050000000000000000",
            "upper_wad": "1100000000000000000"
          },
          {
            "index": 4,
            "kind": "bucket",
            "label": "1.10 – 1.25",
            "lower_wad": "1100000000000000000",
            "upper_wad": "1250000000000000000"
          },
          {
            "index": 5,
            "kind": "bucket",
            "label": "1.25 – 1.50",
            "lower_wad": "1250000000000000000",
            "upper_wad": "1500000000000000000"
          },
          {
            "index": 6,
            "kind": "bucket",
            "label": "1.50 – 2.00",
            "lower_wad": "1500000000000000000",
            "upper_wad": "2000000000000000000"
          },
          {
            "index": 7,
            "kind": "bucket",
            "label": ">= 2.00",
            "lower_wad": "2000000000000000000",
            "upper_wad": null
          },
          {
            "index": 8,
            "kind": "infinite",
            "label": "no debt (unbounded)",
            "lower_wad": null,
            "upper_wad": null
          },
          {
            "index": 9,
            "kind": "unmeasured",
            "label": "not measured",
            "lower_wad": null,
            "upper_wad": null
          }
        ],
        "outflows": [
          {
            "from": 0,
            "cells": []
          },
          {
            "from": 1,
            "cells": []
          },
          {
            "from": 2,
            "cells": []
          },
          {
            "from": 3,
            "cells": [
              {
                "to": 3,
                "rows": 1,
                "debt_before_usd": "600000000000",
                "debt_after_usd": "600000000000"
              }
            ]
          },
          {
            "from": 4,
            "cells": []
          },
          {
            "from": 5,
            "cells": []
          },
          {
            "from": 6,
            "cells": []
          },
          {
            "from": 7,
            "cells": []
          },
          {
            "from": 8,
            "cells": []
          },
          {
            "from": 9,
            "cells": [
              {
                "to": 9,
                "rows": 1,
                "debt_before_usd": null,
                "debt_after_usd": null
              }
            ]
          }
        ],
        "from_rows": [
          0,
          0,
          0,
          1,
          0,
          0,
          0,
          0,
          0,
          1
        ],
        "to_rows": [
          0,
          0,
          0,
          1,
          0,
          0,
          0,
          0,
          0,
          1
        ],
        "total_rows": 2,
        "measured_rows": 1,
        "unmeasured_rows": 1,
        "unmeasured_refused_in_batch_rows": 1,
        "unmeasured_excluded_by_this_layer_rows": 0,
        "held_rows": 1,
        "lane_changed_rows": 0,
        "note": "ROWS ARE THE BEFORE LANE AND COLUMNS ARE THE AFTER LANE, over the POSITION ROWS of this engine in this run. Every count here counts rows, the same unit `coverage.batch_positions` uses, never distinct addresses; on this batch one row IS one account on this engine, and the server CHECKED that over every row in this matrix, measured and unmeasured alike, rather than assuming it. Lanes 0 to 7 are the SAME buckets, on the SAME comparator and the SAME edges, that the two `hf_histogram`s beside them serve. Lane 8 is rows with NO DEBT, unbounded and never a bucket, and IS `infinite_count`'s population. Lane 9 is rows this run measured on NEITHER side, and IS `refused_count`'s population. `from_rows` IS the before histogram and `to_rows` IS the after histogram, lane for lane: a weld, not a hope. A cell absent from `cells` holds ZERO rows. The dense `lanes`, `outflows`, `from_rows` and `to_rows` arrays are what make that omission complete. Lane 9's rows reached no arithmetic here: `unmeasured_refused_in_batch_rows` of them riskd refused (counted in `coverage.refused_in_batch`, and served per row with its refusal code by `/v1/positions` and `/v1/address/{addr}`), and `unmeasured_excluded_by_this_layer_rows` of them this service could not rebuild or verify (listed per row in `coverage.excluded`). Their persisted numbers still exist on those surfaces. THIS RUN measured none of them, which is why their cell's two debts are null and never \"0\". Debt is in THIS engine's own 8-decimal unit and is never summed with another engine's. The two sides are SEPARATE figures because Aave's debt is a PRICED sum a shock can move, while the Debt Manager's is USD-normalized and copied across the shock unchanged. A no-debt row's \"0\" is a knowable zero; a null is an unknowable. `lane_changed_rows` counts rows whose LANE changed. A move of any size INSIDE one lane is not counted and a move of one wei across an edge is, so it follows the histogram's edges rather than the scenario's magnitude. It is NOT `movers_total` (Aave ranks strict health-factor drops; the Debt Manager counts eligibility flips) and NOT `newly_eligible_accounts` (a signed net), and it is not a crossing count of any particular edge: derive that from the cells. Under this scenario no row can enter or leave lane 8 or lane 9, so every lane change here is between buckets. On the Debt Manager these lanes are the exact rational maxBorrowLT/borrowings, a DISCLOSURE and not the liquidation verdict: take eligibility from `newly_eligible_accounts` and `movers`. When `measured_rows` is 0 both `held_rows` and `lane_changed_rows` are NULL rather than 0, because a zero there would claim a measurement nobody made. `total_rows` is THIS ENGINE's whole book in this run. It is not `coverage.batch_positions`, which counts the whole batch including engines this scenario does not cover, and summing it across engines does not give `coverage.in_book`: a withheld engine's rebuildable rows are inside `coverage.in_book` with no `engines[]` entry at all, and this engine's unmeasured rows are inside `total_rows` and outside `coverage.in_book`. The two differences can cancel on a given book, so an equality seen once is not a law."
      },
      "newly_eligible_accounts": 0,
      "eligible_debt_delta_usd": "0",
      "bad_debt_delta_usd": "0",
      "movers": [],
      "movers_total": 0,
      "movers_note": "RANKED BY HEALTH-FACTOR DROP: before minus after, in the pool's own WAD, largest drop first. Only accounts whose health factor STRICTLY DROPPED are movers. An account with no debt has an unbounded health factor on either side, so it has no drop to rank and is not counted here — it is not a quiet zero. `movers` carries all 0 of them.",
      "market_realization": {
        "hfs_unchanged": true,
        "execution_shortfall_usd": "0",
        "bad_debt_at_liquidation_usd": "0",
        "usd_decimals": 8,
        "seizure_model": "pro-rata-over-counted-collateral",
        "note": "market value is NOT an oracle mark: this scenario moves NO health factor (`hfs_unchanged` asserts it, computed not promised). The output is the gap the protocol is not seeing, under the disclosed seizure model."
      },
      "projection": null,
      "note": "oracle marks held: before and after aggregates are identical by construction; the shortfall axis is where this scenario's information lives."
    },
    {
      "engine": "debt_manager",
      "usd_decimals": 6,
      "before": {
        "accounts": 1,
        "eligible_accounts": 1,
        "total_collateral_usd": "4000000000",
        "total_debt_usd": "4620000000",
        "eligible_debt_usd": "4620000000",
        "collateral_at_risk_usd": "4000000000",
        "bad_debt_usd": "659603961",
        "hf_histogram": {
          "comparator": "hf_num/hf_den",
          "wad_scale": "1000000000000000000",
          "buckets": [
            {
              "label": "< 0.90",
              "lower_wad": null,
              "upper_wad": "900000000000000000",
              "count": 1
            },
            {
              "label": "0.90 – 1.00",
              "lower_wad": "900000000000000000",
              "upper_wad": "1000000000000000000",
              "count": 0
            },
            {
              "label": "1.00 – 1.05",
              "lower_wad": "1000000000000000000",
              "upper_wad": "1050000000000000000",
              "count": 0
            },
            {
              "label": "1.05 – 1.10",
              "lower_wad": "1050000000000000000",
              "upper_wad": "1100000000000000000",
              "count": 0
            },
            {
              "label": "1.10 – 1.25",
              "lower_wad": "1100000000000000000",
              "upper_wad": "1250000000000000000",
              "count": 0
            },
            {
              "label": "1.25 – 1.50",
              "lower_wad": "1250000000000000000",
              "upper_wad": "1500000000000000000",
              "count": 0
            },
            {
              "label": "1.50 – 2.00",
              "lower_wad": "1500000000000000000",
              "upper_wad": "2000000000000000000",
              "count": 0
            },
            {
              "label": ">= 2.00",
              "lower_wad": "2000000000000000000",
              "upper_wad": null,
              "count": 0
            }
          ],
          "infinite_count": 0,
          "refused_count": 1,
          "note": "the Debt Manager has no health-factor wad: its liquidation test is the strict boolean `debt > maxBorrowLT`. These buckets are the EXACT rational maxBorrowLT/borrowings, a disclosure only — take eligibility from `liquidatable_positions`. This is ONE SIDE of the shock over the positions in the run, in the SAME buckets /v1/book's histogram serves; the after-side is bucketed on the SHOCKED states. `infinite_count` is accounts with no debt and `refused_count` is the positions this run measured on NEITHER side — both are counted here rather than dropped, so the buckets plus these two account for the whole run. `hf_transitions` states that same population as its last lane and splits it by cause."
        },
        "collateral_by_asset": [
          {
            "asset": "0x5A7fACB970D094B6C7FF1df0eA68D99E6e73CBFF",
            "symbol": "weETH",
            "decimals": 18,
            "amount": "1000000000000000000",
            "value_usd": "4000000000",
            "unpriced": false,
            "note": "COUNTED: this value is inside `total_collateral_usd` on this side. The counted entries sum to it EXACTLY."
          }
        ]
      },
      "after": {
        "accounts": 1,
        "eligible_accounts": 1,
        "total_collateral_usd": "4000000000",
        "total_debt_usd": "4620000000",
        "eligible_debt_usd": "4620000000",
        "collateral_at_risk_usd": "4000000000",
        "bad_debt_usd": "659603961",
        "hf_histogram": {
          "comparator": "hf_num/hf_den",
          "wad_scale": "1000000000000000000",
          "buckets": [
            {
              "label": "< 0.90",
              "lower_wad": null,
              "upper_wad": "900000000000000000",
              "count": 1
            },
            {
              "label": "0.90 – 1.00",
              "lower_wad": "900000000000000000",
              "upper_wad": "1000000000000000000",
              "count": 0
            },
            {
              "label": "1.00 – 1.05",
              "lower_wad": "1000000000000000000",
              "upper_wad": "1050000000000000000",
              "count": 0
            },
            {
              "label": "1.05 – 1.10",
              "lower_wad": "1050000000000000000",
              "upper_wad": "1100000000000000000",
              "count": 0
            },
            {
              "label": "1.10 – 1.25",
              "lower_wad": "1100000000000000000",
              "upper_wad": "1250000000000000000",
              "count": 0
            },
            {
              "label": "1.25 – 1.50",
              "lower_wad": "1250000000000000000",
              "upper_wad": "1500000000000000000",
              "count": 0
            },
            {
              "label": "1.50 – 2.00",
              "lower_wad": "1500000000000000000",
              "upper_wad": "2000000000000000000",
              "count": 0
            },
            {
              "label": ">= 2.00",
              "lower_wad": "2000000000000000000",
              "upper_wad": null,
              "count": 0
            }
          ],
          "infinite_count": 0,
          "refused_count": 1,
          "note": "the Debt Manager has no health-factor wad: its liquidation test is the strict boolean `debt > maxBorrowLT`. These buckets are the EXACT rational maxBorrowLT/borrowings, a disclosure only — take eligibility from `liquidatable_positions`. This is ONE SIDE of the shock over the positions in the run, in the SAME buckets /v1/book's histogram serves; the after-side is bucketed on the SHOCKED states. `infinite_count` is accounts with no debt and `refused_count` is the positions this run measured on NEITHER side — both are counted here rather than dropped, so the buckets plus these two account for the whole run. `hf_transitions` states that same population as its last lane and splits it by cause."
        },
        "collateral_by_asset": [
          {
            "asset": "0x5A7fACB970D094B6C7FF1df0eA68D99E6e73CBFF",
            "symbol": "weETH",
            "decimals": 18,
            "amount": "1000000000000000000",
            "value_usd": "4000000000",
            "unpriced": false,
            "note": "COUNTED: this value is inside `total_collateral_usd` on this side. The counted entries sum to it EXACTLY."
          }
        ]
      },
      "hf_transitions": {
        "comparator": "hf_num/hf_den",
        "wad_scale": "1000000000000000000",
        "lanes": [
          {
            "index": 0,
            "kind": "bucket",
            "label": "< 0.90",
            "lower_wad": null,
            "upper_wad": "900000000000000000"
          },
          {
            "index": 1,
            "kind": "bucket",
            "label": "0.90 – 1.00",
            "lower_wad": "900000000000000000",
            "upper_wad": "1000000000000000000"
          },
          {
            "index": 2,
            "kind": "bucket",
            "label": "1.00 – 1.05",
            "lower_wad": "1000000000000000000",
            "upper_wad": "1050000000000000000"
          },
          {
            "index": 3,
            "kind": "bucket",
            "label": "1.05 – 1.10",
            "lower_wad": "1050000000000000000",
            "upper_wad": "1100000000000000000"
          },
          {
            "index": 4,
            "kind": "bucket",
            "label": "1.10 – 1.25",
            "lower_wad": "1100000000000000000",
            "upper_wad": "1250000000000000000"
          },
          {
            "index": 5,
            "kind": "bucket",
            "label": "1.25 – 1.50",
            "lower_wad": "1250000000000000000",
            "upper_wad": "1500000000000000000"
          },
          {
            "index": 6,
            "kind": "bucket",
            "label": "1.50 – 2.00",
            "lower_wad": "1500000000000000000",
            "upper_wad": "2000000000000000000"
          },
          {
            "index": 7,
            "kind": "bucket",
            "label": ">= 2.00",
            "lower_wad": "2000000000000000000",
            "upper_wad": null
          },
          {
            "index": 8,
            "kind": "infinite",
            "label": "no debt (unbounded)",
            "lower_wad": null,
            "upper_wad": null
          },
          {
            "index": 9,
            "kind": "unmeasured",
            "label": "not measured",
            "lower_wad": null,
            "upper_wad": null
          }
        ],
        "outflows": [
          {
            "from": 0,
            "cells": [
              {
                "to": 0,
                "rows": 1,
                "debt_before_usd": "4620000000",
                "debt_after_usd": "4620000000"
              }
            ]
          },
          {
            "from": 1,
            "cells": []
          },
          {
            "from": 2,
            "cells": []
          },
          {
            "from": 3,
            "cells": []
          },
          {
            "from": 4,
            "cells": []
          },
          {
            "from": 5,
            "cells": []
          },
          {
            "from": 6,
            "cells": []
          },
          {
            "from": 7,
            "cells": []
          },
          {
            "from": 8,
            "cells": []
          },
          {
            "from": 9,
            "cells": [
              {
                "to": 9,
                "rows": 1,
                "debt_before_usd": null,
                "debt_after_usd": null
              }
            ]
          }
        ],
        "from_rows": [
          1,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          1
        ],
        "to_rows": [
          1,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          0,
          1
        ],
        "total_rows": 2,
        "measured_rows": 1,
        "unmeasured_rows": 1,
        "unmeasured_refused_in_batch_rows": 1,
        "unmeasured_excluded_by_this_layer_rows": 0,
        "held_rows": 1,
        "lane_changed_rows": 0,
        "note": "ROWS ARE THE BEFORE LANE AND COLUMNS ARE THE AFTER LANE, over the POSITION ROWS of this engine in this run. Every count here counts rows, the same unit `coverage.batch_positions` uses, never distinct addresses; on this batch one row IS one account on this engine, and the server CHECKED that over every row in this matrix, measured and unmeasured alike, rather than assuming it. Lanes 0 to 7 are the SAME buckets, on the SAME comparator and the SAME edges, that the two `hf_histogram`s beside them serve. Lane 8 is rows with NO DEBT, unbounded and never a bucket, and IS `infinite_count`'s population. Lane 9 is rows this run measured on NEITHER side, and IS `refused_count`'s population. `from_rows` IS the before histogram and `to_rows` IS the after histogram, lane for lane: a weld, not a hope. A cell absent from `cells` holds ZERO rows. The dense `lanes`, `outflows`, `from_rows` and `to_rows` arrays are what make that omission complete. Lane 9's rows reached no arithmetic here: `unmeasured_refused_in_batch_rows` of them riskd refused (counted in `coverage.refused_in_batch`, and served per row with its refusal code by `/v1/positions` and `/v1/address/{addr}`), and `unmeasured_excluded_by_this_layer_rows` of them this service could not rebuild or verify (listed per row in `coverage.excluded`). Their persisted numbers still exist on those surfaces. THIS RUN measured none of them, which is why their cell's two debts are null and never \"0\". Debt is in THIS engine's own 6-decimal unit and is never summed with another engine's. The two sides are SEPARATE figures because Aave's debt is a PRICED sum a shock can move, while the Debt Manager's is USD-normalized and copied across the shock unchanged. A no-debt row's \"0\" is a knowable zero; a null is an unknowable. `lane_changed_rows` counts rows whose LANE changed. A move of any size INSIDE one lane is not counted and a move of one wei across an edge is, so it follows the histogram's edges rather than the scenario's magnitude. It is NOT `movers_total` (Aave ranks strict health-factor drops; the Debt Manager counts eligibility flips) and NOT `newly_eligible_accounts` (a signed net), and it is not a crossing count of any particular edge: derive that from the cells. Under this scenario no row can enter or leave lane 8 or lane 9, so every lane change here is between buckets. On the Debt Manager these lanes are the exact rational maxBorrowLT/borrowings, a DISCLOSURE and not the liquidation verdict: take eligibility from `newly_eligible_accounts` and `movers`. When `measured_rows` is 0 both `held_rows` and `lane_changed_rows` are NULL rather than 0, because a zero there would claim a measurement nobody made. `total_rows` is THIS ENGINE's whole book in this run. It is not `coverage.batch_positions`, which counts the whole batch including engines this scenario does not cover, and summing it across engines does not give `coverage.in_book`: a withheld engine's rebuildable rows are inside `coverage.in_book` with no `engines[]` entry at all, and this engine's unmeasured rows are inside `total_rows` and outside `coverage.in_book`. The two differences can cancel on a given book, so an equality seen once is not a law."
      },
      "newly_eligible_accounts": 0,
      "eligible_debt_delta_usd": "0",
      "bad_debt_delta_usd": "0",
      "movers": [],
      "movers_total": 0,
      "movers_note": "RANKED BY THE DEBT THAT BECAME ELIGIBLE: only accounts whose Debt Manager eligibility FLIPPED false -> true under this scenario are movers, ranked by their debt in this engine's 6-decimal USD, largest first. The Debt Manager has no health-factor wad, so `hf_before_num/den` and `hf_after_num/den` are the EXACT rational maxBorrowLT/borrowings, a disclosure only. `movers_total` counts flips to eligible ONLY, so it is not `newly_eligible_accounts`, which is a NET count and also subtracts any flip back to healthy. `movers` carries all 0 of them.",
      "market_realization": {
        "hfs_unchanged": true,
        "execution_shortfall_usd": "200000000",
        "bad_debt_at_liquidation_usd": "820000000",
        "usd_decimals": 6,
        "seizure_model": "pro-rata-over-counted-collateral",
        "note": "market value is NOT an oracle mark: this scenario moves NO health factor (`hfs_unchanged` asserts it, computed not promised). The output is the gap the protocol is not seeing, under the disclosed seizure model."
      },
      "projection": null,
      "note": "oracle marks held: before and after aggregates are identical by construction; the shortfall axis is where this scenario's information lives."
    }
  ],
  "excluded_engines": [],
  "coverage": {
    "batch_positions": 4,
    "in_book": 2,
    "refused_in_batch": 2,
    "excluded_by_this_layer": 0,
    "excluded": [],
    "withheld_engines": [],
    "stress_coverage_is_full": true,
    "note": "every position the batch carries is on the wire. `excluded` lists positions this layer could not rebuild into the pure library's input form; `withheld_engines` lists ENGINES whose whole book is refused and therefore absent from the stress and waterfall arithmetic entirely. `stress_coverage_is_full` accounts for both — it is a book-wide claim, not a per-position one."
  },
  "notes": [
    "aggregates are per engine in each engine's OWN unit and decimals; they are never summed across engines.",
    "deltas are DELTA-ONLY: after minus before, the scenario's own contribution over the positions in the run.",
    "eligibility, collateral-at-risk and bad-debt measures are the SAME arithmetic as /v1/book's unshocked waterfall point, evaluated on each side of the shock."
  ]
}

{
  "batch": {
    "age_seconds": 5,
    "computed_at": "2026-07-29T10:00:00Z",
    "flagged_count": 1,
    "id": 1,
    "position_count": 4,
    "producer": "riskd",
    "refused_count": 2,
    "refused_engines": [],
    "status": "complete",
    "supersession": {
      "legs": [],
      "note": "a superseded batch is still served: the flag is the contract and it heals at the next materializer pass (design spec §4). The legs are evaluated against a LIVE read of the cursor and epoch tables inside the same snapshot as the database clock.",
      "superseded": false
    },
    "watermarks": [
      {
        "acked_epoch": 0,
        "chain_id": 1,
        "engine": "aave_param",
        "last_block": 25635600,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "acked_epoch": 0,
        "chain_id": 1,
        "engine": "aave_v3_etherfi",
        "last_block": 25635618,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "acked_epoch": 0,
        "chain_id": 10,
        "engine": "debt_manager",
        "last_block": 154796552,
        "max_epoch_at_compute": 0,
        "sweep": {
          "age_seconds": 1205,
          "failed": 1,
          "generation": 4,
          "generation_open": false,
          "max_updated_at": "2026-07-29T09:40:00Z",
          "rows": 3,
          "success_sum": "309593004"
        }
      },
      {
        "acked_epoch": 0,
        "chain_id": 1,
        "engine": "prices:poll:1",
        "last_block": 25635610,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "acked_epoch": 0,
        "chain_id": 10,
        "engine": "prices:poll:10",
        "last_block": 154796540,
        "max_epoch_at_compute": 0,
        "sweep": null
      }
    ]
  },
  "coverage": {
    "batch_positions": 4,
    "book_is_measurable": true,
    "engines": [
      {
        "engine": "aave_v3_etherfi",
        "measurable": 1,
        "positions_in_batch": 2,
        "refused_in_batch": 1,
        "unrebuildable": 0,
        "withheld": false
      },
      {
        "engine": "debt_manager",
        "measurable": 1,
        "positions_in_batch": 2,
        "refused_in_batch": 1,
        "unrebuildable": 0,
        "withheld": false
      }
    ],
    "excluded": [],
    "excluded_by_this_layer": 0,
    "in_book": 2,
    "note": "THIS CENSUS IS BOOK-SCOPED, not run-scoped: `in_book` is every position THIS LAYER rebuilt over the WHOLE batch, whatever any scenario's model reaches — which is why it is a different component from /v1/book's `coverage`, whose `in_book` counts one run. Every position row is classified by the POSITIVE predicate of the counter it feeds, into exactly one of three classes, so `batch_positions == in_book + refused_in_batch + excluded_by_this_layer` EXACTLY; a row matching none of them refuses the whole request with a named 500 rather than being served under an equality it breaks. `refused_in_batch` is riskd's own refusals, served per row by /v1/positions and /v1/address/{addr}; `excluded_by_this_layer` is rows this service could not rebuild or verify, listed in `excluded`. Neither is ever reconciled against a run-book histogram's `refused_count`, which counts a WIDER population (both of these plus rebuilt rows carrying no comparator) under a label naming only the third.",
    "refused_in_batch": 2
  },
  "evaluation": {
    "freshness": "still_newest",
    "newest_servable_batch_id": 1,
    "note": "Batch 1 was STILL the newest complete servable batch at `probed_at`. That is what was true when this response was built, never a promise about the reader's present.",
    "probed_at": "2026-07-29T10:00:07Z",
    "resolved_at": "2026-07-29T10:00:05Z",
    "scenarios_evaluated": 3
  },
  "excluded_engines": [],
  "notes": [
    "ONE BATCH: every result here was measured against the single `batch` above, resolved once inside one database snapshot before any arithmetic ran. Cross-scenario comparison is therefore exact by the SHAPE of this response rather than by a client-side check over N independently resolved bodies.",
    "aggregates are per engine in each engine's OWN unit and decimals; they are never summed, averaged or plotted on one axis across engines. `usd_decimals` on each engine row is that engine's scale.",
    "deltas are DELTA-ONLY: after minus before, the scenario's own contribution over that scenario's own covered, non-withheld book. The sanctioned denominator is `total_debt_usd_before`; the after side is a different book and a ratio against it answers a question this surface does not ask.",
    "`out_of_model` is deliberately NOT carried here: it is published verbatim and versioned on GET /v1/scenarios, which a client necessarily already has (that is where these ids came from), and `scenario_id` + `scenario_version` + `scenario_config_version` make the join exact. READING A SHOCKED NUMBER WITHOUT IT IS READING IT WRONG.",
    "`coverage` is a census of the whole BATCH, not of any one run: it is a different component from /v1/book's `coverage` for exactly that reason. `shock_reach` on each result says whether the declared shock reached a mark at all and, when it did not, WHICH cause held it — a zero delta on this surface always carries a published cause."
  ],
  "requested_scenario_ids": [
    "eth_minus_30",
    "stable_depeg_0995_in_band",
    "dm_composition_census"
  ],
  "results": [
    {
      "covered_engines": [
        "aave_v3_etherfi",
        "debt_manager"
      ],
      "engines": [
        {
          "accounts": 1,
          "after_collateral_at_risk_usd": "560000000000",
          "after_eligible_accounts": 1,
          "bad_debt_delta_usd": "66666666667",
          "before_bad_debt_usd": "0",
          "before_collateral_at_risk_usd": "0",
          "before_eligible_accounts": 0,
          "before_eligible_debt_usd": "0",
          "eligible_accounts_delta": 1,
          "eligible_debt_delta_usd": "600000000000",
          "engine": "aave_v3_etherfi",
          "flipped_to_eligible": null,
          "hf_dropped_accounts": 1,
          "infinite_accounts": 0,
          "market_realization": null,
          "movement_excluded_accounts": 0,
          "movement_rule": "hf_strictly_dropped",
          "note": "UNIT: every money figure on this row is an exact integer in THIS engine's own 8-decimal USD and is never summed, averaged or plotted on one axis with another engine's. `movement_rule` is hf_strictly_dropped: `hf_dropped_accounts` counts accounts whose HEALTH FACTOR STRICTLY DROPPED under this scenario, and it is NOT a count of accounts that became eligible for liquidation. `flipped_to_eligible` is null here because this engine does not speak it. THE MOVEMENT COUNT'S DENOMINATOR IS `accounts` MINUS `movement_excluded_accounts` (1 minus 0 = 1), never `accounts`: An account with no debt has an unbounded health factor on either side, so it has no drop to rank and is not counted here — it is not a quiet zero. THE SANCTIONED DENOMINATOR is `total_debt_usd_before`. The share a reader may legitimately compute is `eligible_debt_delta_usd` over `total_debt_usd_before` — this scenario's contribution as a fraction of the book as it stands. Aave debt is PRICED and moves under a price shock, so `total_debt_usd_after` is a DIFFERENT book and a ratio against it answers a different question. COLLATERAL AT RISK is served as TWO SIDES and never as a delta: it carries no monotonicity invariant and legitimately FALLS when already-crossed accounts are worth less, so a difference on that axis is not a ranking key and is not offered as one.",
          "projection": null,
          "refused_in_batch_positions": 1,
          "total_collateral_usd_after": "560000000000",
          "total_collateral_usd_before": "800000000000",
          "total_debt_usd_after": "600000000000",
          "total_debt_usd_before": "600000000000",
          "unrebuildable_positions": 0,
          "usd_decimals": 8
        },
        {
          "accounts": 1,
          "after_collateral_at_risk_usd": "2800000000",
          "after_eligible_accounts": 1,
          "bad_debt_delta_usd": "1188118812",
          "before_bad_debt_usd": "239603961",
          "before_collateral_at_risk_usd": "4000000000",
          "before_eligible_accounts": 1,
          "before_eligible_debt_usd": "4200000000",
          "eligible_accounts_delta": 0,
          "eligible_debt_delta_usd": "0",
          "engine": "debt_manager",
          "flipped_to_eligible": 0,
          "hf_dropped_accounts": null,
          "infinite_accounts": 0,
          "market_realization": null,
          "movement_excluded_accounts": 0,
          "movement_rule": "eligibility_flipped_false_to_true",
          "note": "UNIT: every money figure on this row is an exact integer in THIS engine's own 6-decimal USD and is never summed, averaged or plotted on one axis with another engine's. `movement_rule` is eligibility_flipped_false_to_true: `flipped_to_eligible` counts eligibility flips FALSE to TRUE only, so it is not `eligible_accounts_delta`, which is a NET and also subtracts any flip back to healthy — five accounts flipping in and five flipping out is a net of 0 and is not \"nothing happened\". `hf_dropped_accounts` is null here because the Debt Manager has no health-factor wad. THE MOVEMENT COUNT'S DENOMINATOR IS `accounts` MINUS `movement_excluded_accounts` (1 minus 0 = 1), never `accounts`: The eligibility flip is testable for every account this run measured on both sides, so the only accounts excluded from it are before-side rows carrying no after-side state at all — it is not a quiet zero. THE SANCTIONED DENOMINATOR is `total_debt_usd_before`. The share a reader may legitimately compute is `eligible_debt_delta_usd` over `total_debt_usd_before` — this scenario's contribution as a fraction of the book as it stands. Aave debt is PRICED and moves under a price shock, so `total_debt_usd_after` is a DIFFERENT book and a ratio against it answers a different question. COLLATERAL AT RISK is served as TWO SIDES and never as a delta: it carries no monotonicity invariant and legitimately FALLS when already-crossed accounts are worth less, so a difference on that axis is not a ranking key and is not offered as one.",
          "projection": null,
          "refused_in_batch_positions": 1,
          "total_collateral_usd_after": "2800000000",
          "total_collateral_usd_before": "4000000000",
          "total_debt_usd_after": "4200000000",
          "total_debt_usd_before": "4200000000",
          "unrebuildable_positions": 0,
          "usd_decimals": 6
        }
      ],
      "label": "ETH -30 percent",
      "note": "IDENTITY: this result is scenario eth_minus_30 at version v1, under the envelope's `scenario_config_version`. Join those three against GET /v1/scenarios for this scenario's `out_of_model`, which is NOT carried here and without which a shocked number is being read wrong. SHOCK REACH: EVERY MARK MOVED: the shock reached every mark this scenario's propagation matrix describes (2 of 2). An all-zero delta under THIS arm is a real finding about the book: the prices moved and the engines' arithmetic did not change these figures.",
      "path_assumption": "instantaneous mark at the shocked level; single-step, no path, no cascade feedback, no partial closes",
      "positions_answered": 2,
      "positions_withheld": 0,
      "scenario_id": "eth_minus_30",
      "scenario_version": "v1",
      "shock_reach": {
        "applied_shocks": [
          {
            "after": "2800000000",
            "asset": "0x5A7fACB970D094B6C7FF1df0eA68D99E6e73CBFF",
            "base_snapped": false,
            "before": "4000000000",
            "cap_bound": false,
            "chain_id": 10,
            "factor_den": "100",
            "factor_num": "70",
            "snapped": false,
            "source": "priceproviderv2"
          },
          {
            "after": "280000000000",
            "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
            "base_snapped": false,
            "before": "400000000000",
            "cap_bound": false,
            "chain_id": 1,
            "factor_den": "100",
            "factor_num": "70",
            "snapped": false,
            "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f"
          }
        ],
        "declared_shocks": 1,
        "declared_shocks_at_identity": 0,
        "held_flat_assets": [
          {
            "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
            "chain_id": 1
          },
          {
            "asset": "0x08c6F91e2B681FaF5e17227F2a44C307b3C1364C",
            "chain_id": 10
          },
          {
            "asset": "0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85",
            "chain_id": 10
          },
          {
            "asset": "0x80Eede496655FB9047dd39d9f418d5483ED600df",
            "chain_id": 10
          },
          {
            "asset": "0x939778D83b46B456224A33Fb59630B11DEC56663",
            "chain_id": 10
          },
          {
            "asset": "0x94b008aA00579c1307B0EF2c499aD98a8ce58e58",
            "chain_id": 10
          }
        ],
        "held_flat_marks": 6,
        "marks_base_snapped": 0,
        "marks_cap_bound": 0,
        "marks_held_by_arithmetic": 0,
        "marks_held_by_declared_factor": 0,
        "marks_held_by_transform": 0,
        "marks_moved": 2,
        "marks_snapped": 0,
        "note": "EVERY MARK MOVED: the shock reached every mark this scenario's propagation matrix describes (2 of 2). An all-zero delta under THIS arm is a real finding about the book: the prices moved and the engines' arithmetic did not change these figures.",
        "reach": "every_mark_moved"
      },
      "shocks": [
        {
          "axis": "eth_usd",
          "factor_den": 100,
          "factor_num": 70
        }
      ],
      "unmeasurable_engines": [],
      "withheld_engines": []
    },
    {
      "covered_engines": [
        "debt_manager"
      ],
      "engines": [
        {
          "accounts": 1,
          "after_collateral_at_risk_usd": "4000000000",
          "after_eligible_accounts": 1,
          "bad_debt_delta_usd": "0",
          "before_bad_debt_usd": "239603961",
          "before_collateral_at_risk_usd": "4000000000",
          "before_eligible_accounts": 1,
          "before_eligible_debt_usd": "4200000000",
          "eligible_accounts_delta": 0,
          "eligible_debt_delta_usd": "0",
          "engine": "debt_manager",
          "flipped_to_eligible": 0,
          "hf_dropped_accounts": null,
          "infinite_accounts": 0,
          "market_realization": null,
          "movement_excluded_accounts": 0,
          "movement_rule": "eligibility_flipped_false_to_true",
          "note": "UNIT: every money figure on this row is an exact integer in THIS engine's own 6-decimal USD and is never summed, averaged or plotted on one axis with another engine's. `movement_rule` is eligibility_flipped_false_to_true: `flipped_to_eligible` counts eligibility flips FALSE to TRUE only, so it is not `eligible_accounts_delta`, which is a NET and also subtracts any flip back to healthy — five accounts flipping in and five flipping out is a net of 0 and is not \"nothing happened\". `hf_dropped_accounts` is null here because the Debt Manager has no health-factor wad. THE MOVEMENT COUNT'S DENOMINATOR IS `accounts` MINUS `movement_excluded_accounts` (1 minus 0 = 1), never `accounts`: The eligibility flip is testable for every account this run measured on both sides, so the only accounts excluded from it are before-side rows carrying no after-side state at all — it is not a quiet zero. THE SANCTIONED DENOMINATOR is `total_debt_usd_before`. The share a reader may legitimately compute is `eligible_debt_delta_usd` over `total_debt_usd_before` — this scenario's contribution as a fraction of the book as it stands. Aave debt is PRICED and moves under a price shock, so `total_debt_usd_after` is a DIFFERENT book and a ratio against it answers a different question. COLLATERAL AT RISK is served as TWO SIDES and never as a delta: it carries no monotonicity invariant and legitimately FALLS when already-crossed accounts are worth less, so a difference on that axis is not a ranking key and is not offered as one.",
          "projection": null,
          "refused_in_batch_positions": 1,
          "total_collateral_usd_after": "4000000000",
          "total_collateral_usd_before": "4000000000",
          "total_debt_usd_after": "4200000000",
          "total_debt_usd_before": "4200000000",
          "unrebuildable_positions": 0,
          "usd_decimals": 6
        }
      ],
      "label": "Stable depeg to 0.995 (inside the snap band - a true no-op)",
      "note": "IDENTITY: this result is scenario stable_depeg_0995_in_band at version v1, under the envelope's `scenario_config_version`. Join those three against GET /v1/scenarios for this scenario's `out_of_model`, which is NOT carried here and without which a shocked number is being read wrong. NOT COVERED: aave_v3_etherfi carry rows in this batch and this scenario's committed definition does not cover them, so they are absent from `covered_engines` entirely. That absence is by DEFINITION, never withholding. SHOCK REACH: NO MARK MOVED: every mark this scenario's propagation matrix describes came back at the value it started at, and at least one declared shock was NOT the identity factor. This zero is the PRICING TRANSFORMS' doing, not the book's: all 4 held mark(s) were pinned by the Debt Manager's stable snap band, by a snapped stable BASE, or by a bound price cap, each of them a property of the oracle path rather than of any position. Of the held marks: 4 pinned by a pricing transform (a stable snap, a snapped base or a bound cap). The `before_*` figures beside this are a true measurement of a real book and nothing was suppressed to hide the zero.",
      "path_assumption": "instantaneous mark at the shocked level; single-step, no path, no cascade feedback, no partial closes",
      "positions_answered": 1,
      "positions_withheld": 0,
      "scenario_id": "stable_depeg_0995_in_band",
      "scenario_version": "v1",
      "shock_reach": {
        "applied_shocks": [
          {
            "after": "1000000",
            "asset": "0x08c6F91e2B681FaF5e17227F2a44C307b3C1364C",
            "base_snapped": true,
            "before": "1000000",
            "cap_bound": false,
            "chain_id": 10,
            "factor_den": "1000",
            "factor_num": "995",
            "snapped": false,
            "source": "priceproviderv2"
          },
          {
            "after": "1000000",
            "asset": "0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85",
            "base_snapped": false,
            "before": "1000000",
            "cap_bound": false,
            "chain_id": 10,
            "factor_den": "1000",
            "factor_num": "995",
            "snapped": true,
            "source": "priceproviderv2"
          },
          {
            "after": "1000000",
            "asset": "0x80Eede496655FB9047dd39d9f418d5483ED600df",
            "base_snapped": false,
            "before": "1000000",
            "cap_bound": false,
            "chain_id": 10,
            "factor_den": "1000",
            "factor_num": "995",
            "snapped": true,
            "source": "priceproviderv2"
          },
          {
            "after": "1000000",
            "asset": "0x94b008aA00579c1307B0EF2c499aD98a8ce58e58",
            "base_snapped": false,
            "before": "1000000",
            "cap_bound": false,
            "chain_id": 10,
            "factor_den": "1000",
            "factor_num": "995",
            "snapped": true,
            "source": "priceproviderv2"
          }
        ],
        "declared_shocks": 3,
        "declared_shocks_at_identity": 0,
        "held_flat_assets": [
          {
            "asset": "0x5A7fACB970D094B6C7FF1df0eA68D99E6e73CBFF",
            "chain_id": 10
          },
          {
            "asset": "0x939778D83b46B456224A33Fb59630B11DEC56663",
            "chain_id": 10
          }
        ],
        "held_flat_marks": 2,
        "marks_base_snapped": 1,
        "marks_cap_bound": 0,
        "marks_held_by_arithmetic": 0,
        "marks_held_by_declared_factor": 0,
        "marks_held_by_transform": 4,
        "marks_moved": 0,
        "marks_snapped": 3,
        "note": "NO MARK MOVED: every mark this scenario's propagation matrix describes came back at the value it started at, and at least one declared shock was NOT the identity factor. This zero is the PRICING TRANSFORMS' doing, not the book's: all 4 held mark(s) were pinned by the Debt Manager's stable snap band, by a snapped stable BASE, or by a bound price cap, each of them a property of the oracle path rather than of any position. Of the held marks: 4 pinned by a pricing transform (a stable snap, a snapped base or a bound cap). The `before_*` figures beside this are a true measurement of a real book and nothing was suppressed to hide the zero.",
        "reach": "no_mark_moved"
      },
      "shocks": [
        {
          "asset": "0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85",
          "axis": "stable_usd",
          "factor_den": 1000,
          "factor_num": 995
        },
        {
          "asset": "0x94b008aA00579c1307B0EF2c499aD98a8ce58e58",
          "axis": "stable_usd",
          "factor_den": 1000,
          "factor_num": 995
        },
        {
          "asset": "0x80Eede496655FB9047dd39d9f418d5483ED600df",
          "axis": "stable_usd",
          "factor_den": 1000,
          "factor_num": 995
        }
      ],
      "unmeasurable_engines": [],
      "withheld_engines": []
    },
    {
      "covered_engines": [
        "debt_manager"
      ],
      "engines": [
        {
          "accounts": 1,
          "after_collateral_at_risk_usd": "4000000000",
          "after_eligible_accounts": 1,
          "bad_debt_delta_usd": "0",
          "before_bad_debt_usd": "239603961",
          "before_collateral_at_risk_usd": "4000000000",
          "before_eligible_accounts": 1,
          "before_eligible_debt_usd": "4200000000",
          "eligible_accounts_delta": 0,
          "eligible_debt_delta_usd": "0",
          "engine": "debt_manager",
          "flipped_to_eligible": 0,
          "hf_dropped_accounts": null,
          "infinite_accounts": 0,
          "market_realization": null,
          "movement_excluded_accounts": 0,
          "movement_rule": "eligibility_flipped_false_to_true",
          "note": "UNIT: every money figure on this row is an exact integer in THIS engine's own 6-decimal USD and is never summed, averaged or plotted on one axis with another engine's. `movement_rule` is eligibility_flipped_false_to_true: `flipped_to_eligible` counts eligibility flips FALSE to TRUE only, so it is not `eligible_accounts_delta`, which is a NET and also subtracts any flip back to healthy — five accounts flipping in and five flipping out is a net of 0 and is not \"nothing happened\". `hf_dropped_accounts` is null here because the Debt Manager has no health-factor wad. THE MOVEMENT COUNT'S DENOMINATOR IS `accounts` MINUS `movement_excluded_accounts` (1 minus 0 = 1), never `accounts`: The eligibility flip is testable for every account this run measured on both sides, so the only accounts excluded from it are before-side rows carrying no after-side state at all — it is not a quiet zero. THE SANCTIONED DENOMINATOR is `total_debt_usd_before`. The share a reader may legitimately compute is `eligible_debt_delta_usd` over `total_debt_usd_before` — this scenario's contribution as a fraction of the book as it stands. Aave debt is PRICED and moves under a price shock, so `total_debt_usd_after` is a DIFFERENT book and a ratio against it answers a different question. COLLATERAL AT RISK is served as TWO SIDES and never as a delta: it carries no monotonicity invariant and legitimately FALLS when already-crossed accounts are worth less, so a difference on that axis is not a ranking key and is not offered as one.",
          "projection": null,
          "refused_in_batch_positions": 1,
          "total_collateral_usd_after": "4000000000",
          "total_collateral_usd_before": "4000000000",
          "total_debt_usd_after": "4200000000",
          "total_debt_usd_before": "4200000000",
          "unrebuildable_positions": 0,
          "usd_decimals": 6
        }
      ],
      "label": "DM composition census - previously unclaimed assets, explicitly held",
      "note": "IDENTITY: this result is scenario dm_composition_census at version v1, under the envelope's `scenario_config_version`. Join those three against GET /v1/scenarios for this scenario's `out_of_model`, which is NOT carried here and without which a shocked number is being read wrong. NOT COVERED: aave_v3_etherfi carry rows in this batch and this scenario's committed definition does not cover them, so they are absent from `covered_engines` entirely. That absence is by DEFINITION, never withholding. SHOCK REACH: DECLARED HOLD: all 8 of this scenario's shocks are the explicit identity factor 1/1. It asks for no price move, BY DECISION rather than by accident, and the three deltas are zero BY CONSTRUCTION. The cause is the DEFINITION: nothing about the oracle, the pricing transforms or the book's sensitivity may be inferred from these zeros. `applied_shocks` is normally NON-EMPTY here (1 row(s) on this book), because a matched price is recorded whatever the factor. The definition's own disclosure is its `path_assumption`, served beside this: no move is asserted: every shock in this census is the explicit factor 1/1, so each named mark is held at its current sample BY DECISION, disclosed in the applied-shock record rather than in the held-flat list",
      "path_assumption": "no move is asserted: every shock in this census is the explicit factor 1/1, so each named mark is held at its current sample BY DECISION, disclosed in the applied-shock record rather than in the held-flat list",
      "positions_answered": 1,
      "positions_withheld": 0,
      "scenario_id": "dm_composition_census",
      "scenario_version": "v1",
      "shock_reach": {
        "applied_shocks": [
          {
            "after": "1000000",
            "asset": "0x939778D83b46B456224A33Fb59630B11DEC56663",
            "base_snapped": false,
            "before": "1000000",
            "cap_bound": false,
            "chain_id": 10,
            "factor_den": "1",
            "factor_num": "1",
            "snapped": false,
            "source": "priceproviderv2"
          }
        ],
        "declared_shocks": 8,
        "declared_shocks_at_identity": 8,
        "held_flat_assets": [
          {
            "asset": "0x08c6F91e2B681FaF5e17227F2a44C307b3C1364C",
            "chain_id": 10
          },
          {
            "asset": "0x0b2C639c533813f4Aa9D7837CAf62653d097Ff85",
            "chain_id": 10
          },
          {
            "asset": "0x5A7fACB970D094B6C7FF1df0eA68D99E6e73CBFF",
            "chain_id": 10
          },
          {
            "asset": "0x80Eede496655FB9047dd39d9f418d5483ED600df",
            "chain_id": 10
          },
          {
            "asset": "0x94b008aA00579c1307B0EF2c499aD98a8ce58e58",
            "chain_id": 10
          }
        ],
        "held_flat_marks": 5,
        "marks_base_snapped": 0,
        "marks_cap_bound": 0,
        "marks_held_by_arithmetic": 0,
        "marks_held_by_declared_factor": 1,
        "marks_held_by_transform": 0,
        "marks_moved": 0,
        "marks_snapped": 0,
        "note": "DECLARED HOLD: all 8 of this scenario's shocks are the explicit identity factor 1/1. It asks for no price move, BY DECISION rather than by accident, and the three deltas are zero BY CONSTRUCTION. The cause is the DEFINITION: nothing about the oracle, the pricing transforms or the book's sensitivity may be inferred from these zeros. `applied_shocks` is normally NON-EMPTY here (1 row(s) on this book), because a matched price is recorded whatever the factor. The definition's own disclosure is its `path_assumption`, served beside this: no move is asserted: every shock in this census is the explicit factor 1/1, so each named mark is held at its current sample BY DECISION, disclosed in the applied-shock record rather than in the held-flat list",
        "reach": "all_shocks_declared_at_identity"
      },
      "shocks": [
        {
          "asset": "0x17bC8Ffd82b8a36e737Ca1141C025089589B915e",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        },
        {
          "asset": "0x4200000000000000000000000000000000000042",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        },
        {
          "asset": "0x939778D83b46B456224A33Fb59630B11DEC56663",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        },
        {
          "asset": "0xA519AfBc91986c0e7501d7e34968FEE51CD901aC",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        },
        {
          "asset": "0xDCB612005417Dc906fF72c87DF732e5a90D49e11",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        },
        {
          "asset": "0xE5d3854736e0D513aAE2D8D708Ad94d14Fd56A6a",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        },
        {
          "asset": "0xca5921DF65E2e1b0B98Ae91c0187BA80D4124898",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        },
        {
          "asset": "0xd83E3d560bA6F05094d9D8B3EB8aaEA571D1864E",
          "axis": "asset_usd",
          "factor_den": 1,
          "factor_num": 1
        }
      ],
      "unmeasurable_engines": [],
      "withheld_engines": []
    }
  ],
  "scenario_config_version": "v1",
  "served_at": "2026-07-29T10:00:05Z"
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "service": {
    "name": "solvent-api",
    "version": "748c09d1e2f3",
    "schema_version": 16,
    "algorithm_revision": 4,
    "scenario_config_version": "v1",
    "registry_fingerprint": "e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855",
    "seizure_model": "pro-rata-over-counted-collateral"
  },
  "commit": "748c09d1e2f3",
  "proof_subject": {
    "status": "accepted",
    "detail": "",
    "pin": "5f0b3e2a4c1d99e21b7a30e12cf5a2b9a4a7c1de00b53219a6f2f41c86a77025"
  },
  "live_subject": {
    "status": "serving",
    "reason": ""
  },
  "substrate": {
    "batch_id": 1,
    "materialization_key": "9a4a7c1de00b53219a6f2f41c86a77025f0b3e2a4c1d99e21b7a30e12cf5a2b9",
    "substrate_digest": "b23c2c4c182300512dcefa20f0fbf3740ac24077271059e1bd32511fec5f7ab5",
    "note": "the digest is computed over the batch's INPUTS — the risk rows, consulted prices and consulted collateral flags — so two batches with identical substrate digests were computed from identical evidence."
  },
  "feeds_registry": {
    "path": "recon/feeds.json",
    "registry_fingerprint": "e3b0c44298fc1c149afbf4c8996fb92427ae41e4649b934ca495991b7852b855",
    "file_sha256": "2c26b46b68ffc68ff99b453c1d30413413422d706483bfa0f98a5e886266e7ae",
    "note": "`registry_fingerprint` is computed over the ASSEMBLED registry (the identity the batches are bound to); `file_sha256` is the committed file's bytes as deployed."
  },
  "reconcile": {
    "schema": "solvent.reconcile.drift-report/v1",
    "result": "pass",
    "exit_code": 0,
    "finished_at": "2026-07-29T02:14:07Z",
    "gated_rows": 87,
    "gated_exact": 87,
    "gated_drift": 0,
    "advisory_rows": 21,
    "welds": [
      {
        "engine": "debt_manager",
        "rows_compared": 29,
        "rows_exact": 29
      },
      {
        "engine": "aave_v3_etherfi",
        "rows_compared": 14,
        "rows_exact": 14
      }
    ],
    "comparison_sha256": "5f0b3e2a4c1d99e21b7a30e12cf5a2b9a4a7c1de00b53219a6f2f41c86a77025",
    "artifact_path": "roadmap/evidence/artifacts/w1-reconcile/drift-report.json",
    "note": "read from the COMMITTED receipt artifact; the reconcile itself ran against a pinned block, not at request time."
  },
  "probe_records": [
    {
      "path": "recon/p3-probes.md",
      "note": "probe records name endpoints by environment variable only — publishable by construction."
    }
  ],
  "notes": [
    "this manifest is deploy-bound: every field is carried by the build, persisted by a batch, or read from a committed artifact. Nothing here is measured at request time."
  ]
}

{
  "served_at": "2026-07-29T10:00:05Z",
  "batch_id": 1,
  "servability": "newest_servable",
  "servability_note": "this batch is the newest servable batch — every live surface is serving it.",
  "computed_at": "2026-07-29T10:00:00Z",
  "producer": "riskd",
  "status": "complete",
  "position_count": 4,
  "refused_count": 2,
  "flagged_count": 1,
  "materialization_key": "9a4a7c1de00b53219a6f2f41c86a77025f0b3e2a4c1d99e21b7a30e12cf5a2b9",
  "substrate_digest": "b23c2c4c182300512dcefa20f0fbf3740ac24077271059e1bd32511fec5f7ab5",
  "aggregates": [
    {
      "engine": "aave_v3_etherfi",
      "value_decimals": 8,
      "positions": 2,
      "computed_positions": 1,
      "refused_positions": 1,
      "flagged_positions": 1,
      "liquidatable_positions": 0,
      "sweep": null,
      "total_collateral": "800000000000",
      "total_debt": "600000000000",
      "refusal": null
    },
    {
      "engine": "debt_manager",
      "value_decimals": 6,
      "positions": 2,
      "computed_positions": 1,
      "refused_positions": 1,
      "flagged_positions": 0,
      "liquidatable_positions": 1,
      "sweep": {
        "rows": 3,
        "failed": 1,
        "success_sum": "464379000",
        "max_updated_at": "2026-07-29T09:58:40Z",
        "age_seconds": 85,
        "generation": 12,
        "generation_open": false
      },
      "total_collateral": "4000000000",
      "total_debt": "4620000000",
      "refusal": null
    }
  ],
  "notes": [
    "this record is the batch's IDENTITY, not its rows: per-position pages are served batch-stable by /v1/positions while the batch is newest-servable.",
    "a withheld engine's aggregate serves NULL totals and names its refusal — persisted zeros under a refusal mean WITHHELD, never an empty healthy book."
  ]
}

{
  "served_at": "2026-07-29T10:00:00Z",
  "service": {
    "name": "solvent-api",
    "version": "0.1.0",
    "schema_version": 14,
    "algorithm_revision": 4,
    "scenario_config_version": "v1",
    "registry_fingerprint": "sha256:fixture-registry-fingerprint",
    "seizure_model": "pro-rata-over-counted-collateral"
  },
  "batch": {
    "id": 1,
    "computed_at": "2026-07-29T10:00:00Z",
    "age_seconds": 0,
    "producer": "riskd",
    "status": "complete",
    "position_count": 4,
    "refused_count": 2,
    "refused_engines": [],
    "flagged_count": 1,
    "watermarks": [
      {
        "engine": "aave_v3_etherfi",
        "chain_id": 1,
        "last_block": 25635618,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "aave_param",
        "chain_id": 1,
        "last_block": 25635600,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "prices:poll:1",
        "chain_id": 1,
        "last_block": 25635610,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      },
      {
        "engine": "debt_manager",
        "chain_id": 10,
        "last_block": 154796552,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": {
          "rows": 3,
          "failed": 1,
          "success_sum": "309593004",
          "max_updated_at": "2026-07-29T09:40:00Z",
          "age_seconds": 1200,
          "generation": 4,
          "generation_open": false
        }
      },
      {
        "engine": "prices:poll:10",
        "chain_id": 10,
        "last_block": 154796540,
        "acked_epoch": 0,
        "max_epoch_at_compute": 0,
        "sweep": null
      }
    ],
    "supersession": {
      "superseded": false,
      "legs": [],
      "note": "a superseded batch is still served: the flag is the contract and it heals at the next materializer pass (design spec §4). The legs are evaluated against a LIVE read of the cursor and epoch tables inside the same snapshot as the database clock."
    }
  },
  "watermark_vector": [
    {
      "engine": "aave_v3_etherfi",
      "chain_id": 1,
      "last_block": 25635618,
      "acked_epoch": 0,
      "covered_from_block": 20625519,
      "decoder_revision": 1,
      "consumed_by_risk": true
    },
    {
      "engine": "aave_param",
      "chain_id": 1,
      "last_block": 25635600,
      "acked_epoch": 0,
      "covered_from_block": 20625519,
      "decoder_revision": 1,
      "consumed_by_risk": true
    },
    {
      "engine": "prices:poll:1",
      "chain_id": 1,
      "last_block": 25635610,
      "acked_epoch": 0,
      "covered_from_block": null,
      "decoder_revision": 1,
      "consumed_by_risk": true
    },
    {
      "engine": "debt_manager",
      "chain_id": 10,
      "last_block": 154796552,
      "acked_epoch": 0,
      "covered_from_block": 118000000,
      "decoder_revision": 1,
      "consumed_by_risk": true
    },
    {
      "engine": "prices:poll:10",
      "chain_id": 10,
      "last_block": 154796540,
      "acked_epoch": 0,
      "covered_from_block": null,
      "decoder_revision": 1,
      "consumed_by_risk": true
    }
  ],
  "reorg_posture": {
    "max_epochs": [],
    "superseded": false,
    "legs": [],
    "leg_names": [
      "acked_epoch_moved",
      "last_block_rewound",
      "unacked_epoch_recorded"
    ],
    "note": "the three legs are evaluated per STAMPED ENGINE against a live cursor read: one chain's rewind does not invalidate the other chain's book."
  },
  "prices": [
    {
      "chain_id": 1,
      "asset": "0xCd5fE23C85820F7B72D0926FC9b05b43E359b7ee",
      "symbol": "weETH",
      "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
      "owner_engine": "prices:poll:1",
      "provenance": "adapter-output",
      "value": "999900000000",
      "decimals": 8,
      "block_number": 25635660,
      "anchor_block": 25635660,
      "observed_at": "2026-07-29T09:59:55Z",
      "source_as_of": "2026-07-29T09:59:55Z",
      "age_seconds": 5,
      "valid": true,
      "invalid_reason": "",
      "quarantined_rows": 1,
      "highest_quarantined_block": 25635510,
      "is_valuation_witness": true,
      "valuation_witness_note": "this key is what values an Aave position: only engine-exact and adapter-output provenance may do so."
    },
    {
      "chain_id": 1,
      "asset": "0xA0b86991c6218b36c1d19D4a2e9Eb0cE3606eB48",
      "symbol": "USDC",
      "source": "aaveoracle:0x43b64f28a678944e0655404b0b98e443851cc34f",
      "owner_engine": "prices:poll:1",
      "provenance": "adapter-output",
      "value": "100000000",
      "decimals": 8,
      "block_number": 25635610,
      "anchor_block": 25635610,
      "observed_at": "2026-07-29T09:59:48Z",
      "source_as_of": "2026-07-29T09:59:48Z",
      "age_seconds": 12,
      "valid": true,
      "invalid_reason": "",
      "quarantined_rows": 0,
      "highest_quarantined_block": null,
      "is_valuation_witness": true,
      "valuation_witness_note": "this key is what values an Aave position: only engine-exact and adapter-output provenance may do so."
    },
    {
      "chain_id": 10,
      "asset": "0x5A7fACB970D094B6C7FF1df0eA68D99E6e73CBFF",
      "symbol": "weETH",
      "source": "priceproviderv2",
      "owner_engine": "prices:poll:10",
      "provenance": "engine-exact",
      "value": "4000000000",
      "decimals": 6,
      "block_number": 154796540,
      "anchor_block": 154796540,
      "observed_at": "2026-07-29T09:59:30Z",
      "source_as_of": "2026-07-29T09:59:30Z",
      "age_seconds": 30,
      "valid": true,
      "invalid_reason": "",
      "quarantined_rows": 0,
      "highest_quarantined_block": null,
      "is_valuation_witness": true,
      "valuation_witness_note": "this key is what values an Aave position: only engine-exact and adapter-output provenance may do so."
    }
  ],
  "neutralized_prices": [
    {
      "owner_engine": "prices:poll:1",
      "chain_id": 1,
      "rows": 1,
      "oldest_observed_at": "2026-07-29T09:00:00Z",
      "newest_observed_at": "2026-07-29T09:00:00Z",
      "highest_block": 25635510
    }
  ],
  "sweeps": [
    {
      "engine": "debt_manager",
      "rows": 3,
      "never_swept": 1,
      "failed_since_success": 1,
      "success": 1,
      "note": "never_swept is collateral of UNKNOWN size, never zero: those accounts are REFUSED rather than valued at zero."
    }
  ],
  "sweep_never_refusals_in_batch": 1,
  "heartbeat_provenance": [
    {
      "chain_id": 1,
      "symbol": "weETH",
      "proxy": "0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419",
      "aggregator": "0x00c7A37B03690fb9f41b5C5AF8131735C7275446",
      "heartbeat_seconds": 3600,
      "grace_seconds": 1800,
      "provenance_grade": "empirical-historical-with-qualifier",
      "observed_max_gap_seconds": 3732,
      "tested_budget_seconds": 5400,
      "budget_refuted": false,
      "basis": "B3 empirical scan: measured maximum publication gap 3732s EXCEEDS the published 3600s heartbeat and survives only inside the declared 1800s operator grace (tested budget 5400s), a QUALIFIER and not a pass. Never verified: a complete ledger's max gap is exact HISTORY and cannot certify the future."
    },
    {
      "chain_id": 1,
      "symbol": "USDC",
      "proxy": "0x8fFfFfd4AfB6115b954Bd326cbe7B4BA576818f6",
      "aggregator": "0x789190466E21a8b78b8027866CBBDc151542A26C",
      "heartbeat_seconds": 259200,
      "grace_seconds": 43200,
      "provenance_grade": "empirical-historical",
      "observed_max_gap_seconds": 248460,
      "tested_budget_seconds": 302400,
      "budget_refuted": false,
      "basis": "B3 empirical scan against the ACTIVE budget: the measured maximum publication gap 248460s sits within 302400s (259200s heartbeat + 43200s grace), the correction 09d496e landed after this same ledger REFUTED the retired published budget of 90000s. The retired budget stays refuted as history. Never verified: a complete ledger's max gap is exact HISTORY and cannot certify the future."
    }
  ],
  "constants": {
    "confirmation_blocks": 5,
    "price_poll_seconds": 60,
    "dm_sweep_interval_seconds": 3600,
    "dm_sweep_pass_seconds": 1980,
    "dm_sweep_worst_case_seconds": 5580,
    "price_budget_seconds": 180,
    "price_ceiling_seconds": 360,
    "large_price_step_bps": 2000,
    "rate_limit_requests_per_second": 20,
    "rate_limit_burst": 40,
    "max_set_run_scenarios": 24,
    "set_run_token_cost_per_scenario": 1,
    "max_inflight_set_runs": 2,
    "sse_heartbeat_seconds": 15,
    "note": "every value here is a POLICY OF THIS DEPLOYMENT or a published cadence, not a measurement. The price ceiling is 2x the budget (design spec §7, R = 2 x T_f): an input past it is REFUSED rather than served stale."
  },
  "disclosures": [
    "Prices are 60-second samples: intra-interval wicks are invisible BY CONSTRUCTION, and no surface here implies otherwise (D-012).",
    "There is exactly one price view per asset. For `priceproviderv2` inputs these numbers are exactly as manipulable as the Debt Manager itself — no more, no less; there is no second witness to disagree with.",
    "Debt Manager collateral is sweep-dominated: worst case 5580 seconds behind, while its prices are 60 seconds. Never read a fresh price age as a fresh collateral age.",
    "`rate_indexes` is as-of-last-ReserveDataUpdated, so a debt leg's index can trail the balances cursor badly. Every leg carries its own index as-of block.",
    "Aave borrow-rate scenarios are excluded from the stress set (utilization-driven, residual dust book) and the Debt Manager rate axis is a labeled PROJECTION, never a spot health-factor shock.",
    "A price sample used by a batch and neutralized afterwards is invisible to the three supersession legs; the batch recomputes within one materializer cadence (design spec §4, D-012 class).",
    "Aave base values are 8-decimal and Debt Manager USD is 6-decimal. The two engines are NEVER summed into one number.",
    "Refused positions are served WITH their reason and are counted in every aggregate's refusal count. This surface never omits a position it could not compute.",
    "This service makes zero RPC calls. Every age is the database clock minus a durable stamp, so nothing here is measured against a chain head observed at request time."
  ]
}