Epic: Pegged-asset & oracle monitoring (Chainlink + Redstone, 3 layers)

[spalen0]

Tracking issue for revamped pegged-asset & oracle monitoring. Extends the original sketch in #196.

Goal

Better monitoring for pegged assets — BTC pegs (cbBTC, LBTC) and USD pegs (siUSD, cUSD, USDe, USDC, USDT, USDS + the stables already in protocols/stables/main.py) — covering not just market price but the on-chain oracles our lending markets liquidate on (Chainlink) and fundamental/rate oracles (Redstone LBTC, exchange-rate oracles).

Decisions

• Oracle depth: Chainlink market feeds + fundamental/rate oracles.
• Coverage: the named peg list (not the whole utils/assets.py registry).
• Events: extend the Envio indexer for real-time AnswerUpdated (not polling-only).

Architecture — one shared PeggedAsset registry, three layers

• L1 market depeg — refine stables/main.py (BTC pegs via live BTC/USD target, dual bounds, dataclass), 10-min cadence.
• L2 oracle health — new stables/oracles.py, hourly: Chainlink staleness / round-monotonicity / peg-deviation / oracle↔market divergence + rate-oracle checks.
• L3 event-driven — Envio indexer indexes Chainlink AnswerUpdated → GraphQL; Python consumer alerts hourly (no rounds missed between polls).

Component issues

• Peg monitoring: shared foundation — utils/chainlink.py, Chainlink ABI, PeggedAsset registry #299 — Foundation: utils/chainlink.py, common-abi/ChainlinkAggregator.json, PeggedAsset registry
• Peg monitoring L1: refine stables/main.py market depeg (BTC pegs, dual bounds, dataclass) #300 — L1: refine stables/main.py market depeg (BTC pegs, dual bounds, dataclass)
• Peg monitoring L2: stables/oracles.py — Chainlink + rate-oracle health (hourly) #301 — L2: stables/oracles.py Chainlink + rate-oracle health (hourly)
• Index Chainlink AnswerUpdated oracle events (Yearn peg monitoring L3) chain-events/yearn-indexing-test#31 — L3 indexer: index Chainlink AnswerUpdated
• Peg monitoring L3: GraphQL oracle-events alert consumer #302 — L3 consumer: GraphQL oracle-events alert script
• Refactor USTB onto shared utils/chainlink.py (cleanup) #303 — Cleanup (optional): refactor USTB onto utils/chainlink.py

Suggested order

#299 → #300 / #301 (parallel) → indexer#31 → #302 → #303.

Open items to resolve during implementation

• Confirm siUSD and cUSD issuers/oracles (cUSD looks like Cap's — half-wired + commented out in stables/main.py as "very volatile").
• Resolve per-feed Chainlink heartbeat / deviation params and aggregator addresses (for the indexer) on-chain.
• Decide whether to rename protocols/stables → protocols/prices (per Depeg #196) as part of L1.
• For each fundamental oracle, confirm whether an existing Tenderly alert already covers it; document gaps.

Key technical note: Chainlink AnswerUpdated is emitted by the underlying aggregator (rotates on phase upgrades); indexed params are current / roundId, not address → can't event-filter by feed. Statically list resolved aggregator addresses (see indexer#31).