Sub-Millisecond Mainnet Financial Contagion Sentinel: Detecting High-Frequency Liquidity Cascades at 1,546 GB/s via Fused Hypercube Tensor Kernels

Decentralized Finance (DeFi) ecosystems on high-throughput layer-1/layer-2 networks face catastrophic systemic risks from flash-loan exploits, recursive liquidations, and cross-pool contagion. Conventional monitoring architectures rely on indexing subgraphs or off-chain event pollers, introducing multi-second observation latencies (500–2000 ms) that fail against atomic transaction bundles. In this work, we introduce the Mainnet Financial Contagion Sentinel, a specialized high-performance tensor engine that projects decentralized automated market maker (AMM) liquidity states onto a discrete combinatorial Meru-Pingala hypercube. By formulating non-linear pool balance depletion and counterparty spillover as a register-fused non-linear advective-diffusive shock operator with regularized adjoint state reversal (hindcasting), our Triton kernel evaluates 10,800,000 active pool states in 0.0838 milliseconds (83.8 microseconds) on an NVIDIA RTX PRO 6000 Blackwell Server Edition GPU (94.97 GB VRAM, 188 SMs, sm_120). This achieves a sustained memory bandwidth of 1,546.39 GB/s.