Auto-loaded by defi-auditor agent during Phase 2 when analyzing restaking protocols. Provides patterns for: EigenLayer AVS integration, slashing propagation, operator risks, LST/LRT depeg, withdrawal queues, cross-protocol risk amplification. Core artifact: Restaking Risk Matrix.
Auto-loaded by flashloan-auditor and defi-auditor agents during Phase 2. Provides detection patterns for: spot price manipulation, oracle staleness, short TWAP, donation attacks, slippage, flash loan governance. Core artifact: Price Flow Map.
Auto-loaded by flashloan-auditor agent during Phase 2. Provides detection patterns for: price manipulation, governance manipulation, collateral manipulation, reward manipulation, oracle manipulation via flash loans. Core artifact: Flash Loan Attack Flow diagram.
Auto-loaded by defi-auditor agent during Phase 2 when analyzing lending protocols. Provides patterns for: liquidation logic, interest rate models, collateral management, health factor calculations, bad debt handling. Core vulnerabilities: self-liquidation, precision loss, oracle manipulation, collateral factor attacks.
Auto-loaded by defi-auditor agent during Phase 2 when analyzing staking mechanisms. Provides patterns for: reward-per-token accumulator (Synthetix style), lock periods, multi-reward tokens, boosted staking. Critical: precision loss, first staker advantage, late staker dilution, unstake reentrancy.
Auto-loaded by flashloan-auditor and defi-auditor agents during Phase 2. Provides detection patterns for: spot price manipulation, oracle staleness, short TWAP, donation attacks, slippage, flash loan governance. Core artifact: Price Flow Map.
Auto-loaded by oracle-auditor agent during Phase 2 when Chainlink is detected. Provides patterns for: Price Feeds (stale check, decimals), VRF (front-running), CCIP (message validation), Automation/Keepers. Critical: missing staleness check, wrong decimals, sequencer down handling.
Auto-loaded by flashloan-auditor agent during Phase 2. Provides detection patterns for: price manipulation, governance manipulation, collateral manipulation, reward manipulation, oracle manipulation via flash loans. Core artifact: Flash Loan Attack Flow diagram.
Borrow USDC against savings collateral. Use when asked to borrow, take a loan, get credit, leverage savings, or access funds without withdrawing from savings. A 0.05% protocol fee applies. Only accepts USDC.
Deposit into savings to earn yield on Sui via NAVI Protocol. Use when asked to save money, earn interest, deposit to savings, or put funds to work. Not for sending to other addresses — use t2000-send for that.
Auto-loaded by defi-auditor agent during Phase 2 when analyzing lending protocols. Provides patterns for: liquidation logic, interest rate models, collateral management, health factor calculations, bad debt handling. Core vulnerabilities: self-liquidation, precision loss, oracle manipulation, collateral factor attacks.
LLD review, Low-Level Design review, 详细设计评审。Use when: 实现前需要审查 LLD 与 PRD/HLD/API Contract/Guardrails 的一致性。
Write LLD, Low-Level Design, 写详细设计。Use when: PRD/HLD/API Contract 完成后需要写模块设计、接口设计、实现级技术方案。
Use this skill when users need to raise funding, create a pitch deck, prepare for investor meetings, understand fundraising process, or navigate seed/pre-seed rounds. Activates for "how do I raise money," "pitch deck," "investors," or fundraising questions.
Comprehensive expertise in decentralized perpetual futures protocols, including GMX, dYdX, Hyperliquid, and similar platforms. Covers funding rate mechanics, liquidation engines, position management, oracle integration, and protocol risk management. Use when "perpetual futures, perps, funding rate, liquidation, GMX, dYdX, Hyperliquid, leverage trading, margin trading, long position, short position, mark price, index price, open interest, basis trading, " mentioned.
Designs infrastructure lending with mini-perm structures, cash sweep mechanics, and maintenance/distribution covenants. Use when structuring project debt, designing covenant packages, or analyzing infrastructure lending terms.
Designs direct lending structures with pricing, covenant packages, and documentation tailored for middle-market borrowers. Use when structuring direct loans, designing covenant packages, or analyzing direct lending terms.
Designs delayed-draw term loan structures with commitment fees, draw conditions, and availability period mechanics. Use when structuring DDTL facilities, designing draw-down mechanisms, or analyzing delayed-draw economics.
Designs DIP financing structures with priming liens, adequate protection, and budget milestones for Chapter 11 proceedings. Use when structuring DIP facilities, analyzing superpriority claims, or evaluating DIP terms.
Designs co-invest offerings with allocation methodology, LP terms, and fee/carry structure for direct investment opportunities. Use when structuring co-investments, allocating deal capacity, or managing LP co-invest programs.
Builds distribution waterfall models with European vs American style carry, preferred return accrual, and GP clawback calculation. Use when modeling distribution waterfalls, comparing carry structures, or calculating LP distributions.
