risk-metrics

Risk metrics and calculations for DeFi applications.

Features

• Health factor calculations
• Liquidation price and threshold
• Position sizing and LTV
• Pool utilization metrics
• no_std compatible
• Deterministic results

Installation

[dependencies]
risk-metrics = "0.1"

Quick Start

use risk_metrics::{health_factor, liquidation_price, Decimal};

let collateral = Decimal::from(10000i64);
let debt = Decimal::from(5000i64);
let threshold = Decimal::new(80, 2);  // 80%

// Health factor: (collateral * threshold) / debt
let hf = health_factor(collateral, debt, threshold)?;  // 1.6

// Liquidation price
let liq = liquidation_price(
    Decimal::from(5i64),  // 5 ETH collateral
    debt,
    threshold,
)?;  // $1,250 per ETH

Functions

Health

• health_factor(collateral, debt, threshold) - Calculate position health
• is_healthy(collateral, debt, threshold) - Check if position is safe
• collateral_ratio(collateral, debt) - Raw collateralization ratio

Liquidation

• liquidation_price(collateral_amount, debt, threshold) - Price at which liquidation occurs
• liquidation_threshold(collateral, debt, health_factor) - Threshold for given health factor
• max_borrowable(collateral, threshold, min_health_factor) - Maximum safe debt

Position

• loan_to_value(debt, collateral) - LTV ratio
• utilization_rate(borrows, liquidity) - Pool utilization
• available_liquidity(total_liquidity, borrows) - Remaining liquidity

DeFi Protocol Compatibility

Designed for integration with lending protocols:

• Aave-style health factor calculations
• Compound-style collateral ratios
• MakerDAO-style liquidation thresholds

License

Licensed under either of Apache License, Version 2.0 or MIT license at your option.