I don't really understand this quantification, it's just API, and Tree哥 is still doing this stuff, whether it works or not, it doesn't really matter 😂
Treehouse is not a 'panel tool', but a layer of fixed income infrastructure: one end uses tAssets (like tETH) to make on-chain interest rates available for subscription and combination as yield base; the other end uses DOR (Decentralized Offered Rates) to output a reference benchmark interest rate curve, directly connecting to lending, swaps, structured products, etc. The goal is very pragmatic: unify interest rate anchors and lower the threshold for creating fixed income products.
How to use (three straightforward paths for products and development)
1) Use tETH as base asset: deposit ETH/LST into the protocol to exchange for tETH, gaining excess returns from 'interest rate convergence + strategy arbitrage', while still being able to use it for collateral or liquidity in DeFi. Suitable for underlying assets of stable yield pools and low volatility strategies.
2) Connect DOR as interest rate source: price and liquidation thresholds based on DOR's term curve (the first is TESR) in contracts or risk control, supporting fixed-rate loans, FRA, IRS, redeemable notes, etc. DOR is governed by roles of Operator/Panelist/Delegator/Referencer, with penalties set for distorted submissions.
3) Multi-chain distribution: tETH mainnet issuance, already bridged to Arbitrum and other L2s, facilitating quantitative and high-frequency liquidation in low-fee environments.
Truly doing product-related work
Curve access: select DOR term points (such as 1W/1M/3M), write into internal pricing and risk control; observe errors and update frequencies, leaving a fallback path for oracles.
Base asset selection: assess the subscription logic, yield sources, and redemption windows of tETH, and write extreme scenarios of 'tETH price deviation/redemption queue' into contingency plans.
Compliance module: record the used interest rate sources, strategy descriptions, and audit links, ensuring the ability to disclose the evidence chain of 'interest rate anchors + base asset logic' (audits, panels, contract addresses).
5 hard indicators you need to watch
1) tAssets scale and turnover: look at actual adoption;
2) Degree of citation of DOR: how many protocols take it as a settlement anchor;
3) Panel and contributor quality: List of panelists, historical bias, records of penalties;
4) On-chain availability: tETH multi-chain bridging and liquidity depth;
5) Strategy and audit rhythm: whether updates are stable, whether there are new term points and assets included. The above data can be continuously followed in official Docs/product pages, academy drafts, and integration announcements.
Common pitfalls
Only look at APY without considering the curve: fixed income products care more about term matching, first ensure that DOR term points are correctly connected before discussing annualized rates. Treat tETH as 'pure LST': tETH's yield includes 'interest rate convergence/arbitrage' strategies, and the logic of subscription and pricing differs from ordinary LSTs, requiring separate risk control.
Oracle single point: DOR has implemented games and penalties, but you should still prepare for fallback/multi-source aggregation to avoid the impact of black swan events on liquidation.
Treehouse has made 'interest rates' into a referenceable DOR and 'yields' into combinable tAssets; for those truly doing product work, this feels more like a set of interest rate APIs + yield base, which can be directly connected to the existing stack, minimizing detours and leaving time for designing strategies and serving users.
@Treehouse Official $TREE #Treehouse