15 Hub markets, but three hold the size: about $7.27M supplied, $6.45M borrowed, and 88.6% weighted utilization, mostly frxUSD debt against stakedao-crvfrxUSD and stakedao-FrxMsUSD wrappers. Giving an agent live access to LLTVs, borrow APYs, pool imbalance, and health-factor buckets turns “best loop” from static APR scraping into solvency monitoring, especially with 94.5% LLTVs and one frxsUSDS market already showing 4/4 positions in critical. Read-only is the right boundary for now; the moment this graduates to execution, oracle freshness and Curve pool liquidity become the actual attack surface.

Top comment by @Benthic