Monitor Morpho V2 collateral liquidity

[spalen0]

Summary

• add the seven requested Katana Vault V2 strategy vaults to allocation, risk, bad-debt, governance, and liquidity monitoring
• keep V1 and V2 strategy liquidity in the same collateral-at-risk coverage groups during migration
• use immediately withdrawable V2 liquidity, de-duplicate shared Morpho market cash across V1 and V2, and query collateral markets independently of V1 allocations
• centralize V1/V2 vault configuration, collateral membership, risk policy, GraphQL execution, URL generation, and low-liquidity decisions
• remove the V2 dependency on the V1 executable monitor and use shared typed configuration and pure risk assessment
• keep vault and market risk scores mutable; tests verify requested coverage and behavior without pinning configured scores
• fail visibly when configured vaults, markets, adapters, or API results are missing instead of silently skipping coverage
• retain zero-liquidity collateral groups and use a 50-point risk curve so the configured 2% stable-market shock is evaluated exactly
• update Morpho monitoring metadata and documentation

Validation

• uv run ruff check .
• uv run ruff format --check .
• complexity cap of 8 across changed Morpho modules
• scoped strict mypy check across changed Morpho modules and tests
• uv run pytest -q — 666 passed, 4 skipped, 5 subtests passed
• live read-only dry runs of V1 markets, V2 markets, V1 governance, and V2 governance with Telegram and cache writes mocked

Live check

All seven requested Katana V2 vaults were discovered and analyzed. Combined USDT collateral coverage was approximately 1.80x after the 1.25x liquidation buffer at validation time, with no market-monitoring alert emitted.