get_shared_exposure
Shared risk exposure across a declared portfolio. Give it your positions (protocol:usd pairs) and it returns, per factor, how much of your capital sits behind the same collateral, price oracle or vault curator — and through which venues it gets there. This is the question the market does not answer: depeg and hack alerts tell you an event happened, not whether you are two hops from it. In the Stream Finance collapse only 1 of ~320 MetaMorpho vaults held the broken asset directly, yet $93M of loss became $285M of contagion. Measured live: a Morpho USDC vault sits 93.7% behind cbBTC while Compound's USDC market is 43.1% — holding both is one risk in two wrappers. Morpho is attributed per isolated market and Compound by its real posted-collateral basket; Aave is reported unattributed, because a v3 supplier is exposed to the entire pool and splitting that across assets would imply diversification that does not exist. Structural shared exposure, not a correlation estimate.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asset | No | Which Base lending market the positions are in: USDC or WETH. Defaults to USDC. | |
| positions | Yes | Your positions as comma-separated protocol:usd pairs, e.g. "aave:200000,morpho:150000". Known protocols: aave, morpho, compound, moonwell, euler, fluid. |