This position ran its course and closed, its debt repaid and its collateral withdrawn
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Every figure is in 0xa0b8…eb48, this market's loan token: Morpho Blue prices nothing in USD, and the market's oracle prices 0xecfa…3957 in 0xa0b8…eb48. Each 0xecfa…3957 flow is converted at the oracle's price at its block, so on the collateral side the last line, Market move, is the change in that price since each flow.
The debt side adds up to what the position owes: borrowed, plus the interest accrued, less what was repaid, what liquidators repaid and any bad debt written off. Each event states the debt just before and after it as the market's totals price the position's borrow shares, so the interest between two events is exact to the base unit. Between events the debt grows at the rate the market charged until the next one (its interest over the debt and the time); after the last, at the market's borrow rate now.
