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Due diligence is a point-in-time check; positions drift and markets move. This workflow keeps a continuous view of what you’re exposed to and pushes you an alert the moment something changes.

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The workflow

1

Map your exposure

GET /v2/exposure/{id}/by-asset, GET /v2/exposure/by-protocol, and GET /v2/exposure/by-borrower break a portfolio down by where the risk actually concentrates — a single asset, a single protocol, or a single borrower — not just by position.
2

Watch the risk-events feed

GET /v2/risk-events/feed is a cursor-paginated stream of material risk events; on Analyst and above, wss://…/v2/ws/risk-events pushes them live. Market-level detail is available via GET /v2/market/{id}/liquidation-events and …/bad-debt-events.
3

Get pushed, don't poll

Register a signed webhook (/v2/dashboard/webhooks, Team and above) so risk events reach your systems without polling. See Webhooks for the signature and replay model.
4

Set factor thresholds

GET /v2/factors/... returns explainable risk factor scores per position, and /v2/factors/alerts/thresholds lets you define the levels that should trip an alert. The methodology behind the scores is on the Risk factors page.

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What you learn

Where your real concentration sits, and a live signal when a position’s risk profile changes — early enough to act. As always, each response carries freshness and quality metadata, and live-stream access varies by plan tier. Full detail is in the API reference.