Liquidation exposure
Scoring collateral by what it actually clears at, not what the oracle says it is worth.
A liquidation engine that marks collateral at oracle price and unwinds it at book price is carrying an unmeasured short position in liquidity. Nobody prices that position, because until now nobody published the number.
Score a collateral pool at liquidation size
The size that matters is not a typical trade — it is the size a cascade would actually push through the book, which is a function of the position distribution, not the median swap.
curl "https://api.crifine.app/v1/exit/aave-v3-weth?size_usd=5000000&window=7d"Use the stress case for parameters
For setting liquidation bonuses, close factors or LTV caps, score against lowest_depth_7d_usd rather than current depth. A parameter tuned to the average book is tuned to the days it was not needed.
GET/v1/stress/{pool}
Worst depth and worst gap observed across any chosen period. Roadmap.