depeg-monitor

Watches major stablecoins across DEX and CEX venues and raises alerts when price drifts beyond your thresholds—informed by BIS / NBER run-risk framing.

Quick start

pip install -e .
depeg-monitor --config config/default.yaml

Features

• Multi-source: Uniswap V3 TWAP, Curve, Binance/Coinbase spot (extensible)
• Per-asset warn / critical thresholds
• Alerts: console, Discord, Slack, generic HTTP webhook
• Asyncio + aiohttp for high-throughput polling

Data flow

Sources (DEX + CEX)
    ↓ async fetch loop
Threshold compare
    ↓
Alert dispatcher → console / Discord / Slack / webhook

Example config

stablecoins:
  - symbol: USDC
    peg: 1.0
    warn_threshold: 0.005
    critical_threshold: 0.01
sources:
  cex: [binance, coinbase]
  dex:
    rpc_url: "https://eth.llamarpc.com"
alerts:
  console: true
  discord_webhook: ""
interval_seconds: 30

MIT · github.com/kcolbchain/depeg-monitor