Black Thursday Liquidity Crunch


Code: NT-110
Tags: #markets #defi #risk
Language: en

Situation Report

COVID-19 panic hit crypto alongside TradFi: BTC fell ~50% in a day, and gas prices spiked above 200 gwei. MakerDAO auctions malfunctioned, letting zero-bid keepers scoop collateral as oracles lagged.

Architecture Notes

Defi protocols depended on Chainlink and Maker oracles that could not update fast enough under congestion. Liquidation bots needed ETH to pay gas, but collateral locked inside the system limited their ability to react.

Operational Impact

Maker executed emergency debt auctions and proposed USDC collateral onboardings to patch the deficit. Centralized exchanges throttled APIs, and OTC desks resorted to phone trades because electronic systems were overwhelmed.

Forward Watch

Risk teams prioritized circuit breakers, keeper-of-last-resort designs, and multi-collateral diversification to prevent another cascading liquidation loop.

Full Note

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