A market is a signed risk decision.
Suppliers are not lending into a generic pool. They choose this collateral, this price source, this rate model, and this liquidation threshold as one immutable market identity.
Idle liquidity is cheap.
Scarcity becomes expensive.
Borrow APR rises from zero to 4% at the 90% kink, then steepens toward 79% at full utilization. Supplier yield follows borrower interest after utilization and fees.
Know where the line is drawn.
Isolation limits accounting contagion. It does not eliminate collateral, oracle, liquidity, issuer, bridge, chain, or smart-contract risk.
dTSLA / USDG owns its supply, debt, shares, utilization, and bad-debt accounting. A shortfall remains inside this market ID.
Below health 1, anyone may repay debt and seize collateral. There is no close factor and no discretionary rescue.
The core accepts the configured oracle’s answer. Freshness and source validation depend on that oracle implementation.
Withdrawals cannot be paused, but they still require unborrowed loan assets to be available in this book.
Move the numbers before moving capital.
This client-side scenario uses the current oracle price and market LLTV. It is an educational estimate—not a transaction simulation or guarantee of execution.
Choose the side of the book.
Supply USDG, post dTSLA, borrow, repay, or build one-loop leveraged exposure. Every transaction settles directly against the core.