@the-situation/indexer 0.13.0 → 0.14.0

package/dist/etl/state-refresher.js

@@ -6,6 +6,9 @@ import { Effect } from 'effect';
 import { ChainReaderTag } from '../services/ChainReader';
 import { DatabaseTag } from '../services/Database';
 import { EventBusTag } from '../services/EventBus';
+const MULTINOULLI_SNAPSHOT_BACKFILL_MIN_POINTS = 2;
+const MULTINOULLI_SNAPSHOT_BACKFILL_EVENT_LIMIT = 512;
+const MULTINOULLI_SNAPSHOT_BACKFILL_MAX_POINTS = 64;
 /**
  * Maps the Cairo `MultinoulliMatrixConstraintMode` variant name to its
  * on-chain u8 discriminant for persistence.
@@ -21,8 +24,67 @@ function matrixConstraintModeToU8(mode) {
         case MultinoulliMatrixConstraintMode.ColOnly:
             return 3;
     }
+    throw new Error(`Unsupported multinoulli matrix constraint mode: ${String(mode)}`);
 }
-export const refreshMarketState = (marketAddress, marketType = 'normal') => Effect.gen(function* () {
+function hashMultinoulliProbs(probs) {
+    return probs.map((p) => p.toFixed(10)).join(',');
+}
+function multinoulliSnapshotSources(events) {
+    const byBlock = new Map();
+    for (const event of events) {
+        if (event.event_type !== 'market_initialized' &&
+            event.event_type !== 'multinoulli_trade_executed') {
+            continue;
+        }
+        if (!Number.isSafeInteger(event.block_number) || event.block_number < 0)
+            continue;
+        if (!Number.isSafeInteger(event.timestamp) || event.timestamp <= 0)
+            continue;
+        byBlock.set(event.block_number, event);
+    }
+    const sorted = [...byBlock.values()].sort((a, b) => a.block_number - b.block_number || a.timestamp - b.timestamp);
+    if (sorted.length <= MULTINOULLI_SNAPSHOT_BACKFILL_MAX_POINTS)
+        return sorted;
+    const step = Math.ceil(sorted.length / MULTINOULLI_SNAPSHOT_BACKFILL_MAX_POINTS);
+    const sampled = [];
+    for (let index = 0; index < sorted.length; index += step) {
+        sampled.push(sorted[index]);
+    }
+    const last = sorted[sorted.length - 1];
+    if (sampled[sampled.length - 1]?.block_number !== last.block_number)
+        sampled.push(last);
+    return sampled;
+}
+const backfillMultinoulliSnapshots = (marketAddress, state) => Effect.gen(function* () {
+    const db = yield* DatabaseTag;
+    const chain = yield* ChainReaderTag;
+    const events = db.events.findByMarket(marketAddress, {
+        limit: MULTINOULLI_SNAPSHOT_BACKFILL_EVENT_LIMIT,
+    });
+    const sources = multinoulliSnapshotSources(events);
+    let inserted = 0;
+    for (const source of sources) {
+        const result = yield* Effect.either(chain.readMultinoulliDistributionAtBlock(marketAddress, source.block_number));
+        if (result._tag === 'Left')
+            continue;
+        if (result.right.outcomeCount !== state.outcomeCount)
+            continue;
+        const probsJson = JSON.stringify(result.right.probs);
+        const didInsert = db.multinoulliSnapshots.insertIfChanged({
+            market_address: marketAddress,
+            timestamp: source.timestamp,
+            probs_json: probsJson,
+            probs_hash: hashMultinoulliProbs(result.right.probs),
+            outcome_count: result.right.outcomeCount,
+            matrix_rows: state.matrixRows,
+            matrix_cols: state.matrixCols,
+        });
+        if (didInsert)
+            inserted++;
+    }
+    return inserted;
+}).pipe(Effect.catchAll(() => Effect.succeed(0)));
+export const refreshMarketState = (marketAddress, marketType = 'normal', context = {}) => Effect.gen(function* () {
     const db = yield* DatabaseTag;
     const chain = yield* ChainReaderTag;
     const bus = yield* EventBusTag;
@@ -52,16 +114,21 @@ export const refreshMarketState = (marketAddress, marketType = 'normal') => Effe
         });
         // Store a historical snapshot if probabilities changed
         if (state.isInitialized && state.probs.length > 0) {
-            // Simple hash: first 6 probs truncated to 8 decimals, joined
-            const probsHash = state.probs.slice(0, 8).map((p) => p.toFixed(8)).join(',');
-            db.multinoulliSnapshots.insertIfChanged({
+            const insertedCurrentSnapshot = db.multinoulliSnapshots.insertIfChanged({
                 market_address: marketAddress,
                 probs_json: probsJson,
-                probs_hash: probsHash,
+                probs_hash: hashMultinoulliProbs(state.probs),
                 outcome_count: state.outcomeCount,
                 matrix_rows: state.matrixRows,
                 matrix_cols: state.matrixCols,
             });
+            const cachedSnapshotCount = context.multinoulliSnapshotCountByMarket?.get(marketAddress);
+            const snapshotCount = cachedSnapshotCount != null
+                ? cachedSnapshotCount + (insertedCurrentSnapshot ? 1 : 0)
+                : db.multinoulliSnapshots.countByMarket(marketAddress);
+            if (snapshotCount < MULTINOULLI_SNAPSHOT_BACKFILL_MIN_POINTS) {
+                yield* backfillMultinoulliSnapshots(marketAddress, state);
+            }
         }
         bus.broadcast({
             type: 'state_update',
@@ -81,18 +148,45 @@ export const refreshMarketState = (marketAddress, marketType = 'normal') => Effe
     let mean = state.mean;
     let sigma = state.sigma;
     let variance = state.variance;
+    let mean2 = state.mean2 ?? null;
+    let sigma2 = state.sigma2 ?? null;
+    let variance2 = state.variance2 ?? null;
+    let rho = state.rho ?? null;
     let meanRaw = state.meanRaw;
     let sigmaRaw = state.sigmaRaw;
     let varianceRaw = state.varianceRaw;
-    if (state.isSettled && (mean === 0 || mean === null)) {
-        const existing = db.marketState.findByMarket(marketAddress);
-        if (existing && existing.mean != null && existing.mean !== 0) {
+    let mean2Raw = state.mean2Raw ?? null;
+    let sigma2Raw = state.sigma2Raw ?? null;
+    let variance2Raw = state.variance2Raw ?? null;
+    let rhoRaw = state.rhoRaw ?? null;
+    let settlementX1 = state.settlementX1 ?? state.settlementValue;
+    let settlementX2 = state.settlementX2 ?? null;
+    const shouldPreserveSettledDistribution = state.isSettled &&
+        ((mean === 0 || mean === null) ||
+            (marketType === 'bivariate' && (mean2 === 0 || mean2 === null)));
+    if (shouldPreserveSettledDistribution) {
+        const existing = context.existingMarketStateByMarket?.get(marketAddress) ??
+            db.marketState.findByMarket(marketAddress);
+        const hasPersistedDistribution = existing &&
+            ((existing.mean != null && existing.mean !== 0) ||
+                (existing.mean_2 != null && existing.mean_2 !== 0));
+        if (hasPersistedDistribution && existing) {
             mean = existing.mean;
             sigma = existing.sigma;
             variance = existing.variance;
+            mean2 = existing.mean_2;
+            sigma2 = existing.sigma_2;
+            variance2 = existing.variance_2;
+            rho = existing.rho;
             meanRaw = existing.mean_raw;
             sigmaRaw = existing.sigma_raw;
             varianceRaw = existing.variance_raw;
+            mean2Raw = existing.mean_2_raw;
+            sigma2Raw = existing.sigma_2_raw;
+            variance2Raw = existing.variance_2_raw;
+            rhoRaw = existing.rho_raw;
+            settlementX1 = settlementX1 ?? existing.settlement_x1;
+            settlementX2 = settlementX2 ?? existing.settlement_x2;
         }
     }
     db.marketState.upsert({
@@ -100,15 +194,25 @@ export const refreshMarketState = (marketAddress, marketType = 'normal') => Effe
         mean,
         sigma,
         variance,
+        mean_2: mean2,
+        sigma_2: sigma2,
+        variance_2: variance2,
+        rho,
         is_initialized: state.isInitialized,
         is_paused: state.isPaused,
         is_settled: state.isSettled,
         settlement_value: state.settlementValue,
+        settlement_x1: settlementX1,
+        settlement_x2: settlementX2,
         total_shares: state.totalShares,
         total_backing: state.totalBacking,
         mean_raw: meanRaw,
         sigma_raw: sigmaRaw,
         variance_raw: varianceRaw,
+        mean_2_raw: mean2Raw,
+        sigma_2_raw: sigma2Raw,
+        variance_2_raw: variance2Raw,
+        rho_raw: rhoRaw,
         k: state.k,
         effective_k: state.effectiveK,
         payout_amplifier: state.payoutAmplifier,
@@ -124,10 +228,31 @@ const RPC_CONCURRENCY = 5;
 export const refreshAllMarketStates = Effect.gen(function* () {
     const db = yield* DatabaseTag;
     const markets = db.markets.findAll(true);
-    const effects = markets.map((market) => {
+    if (markets.length === 0)
+        return [];
+    const multinoulliSnapshotCountByMarket = new Map();
+    const activeMultinoulliMarkets = markets
+        .filter((market) => (market.market_type ?? 'normal') === 'multinoulli')
+        .map((market) => market.address);
+    if (activeMultinoulliMarkets.length > 0) {
+        const placeholders = activeMultinoulliMarkets.map(() => '?').join(', ');
+        const snapshotCountRows = db.db
+            .query(`SELECT market_address, COUNT(*) AS count
+         FROM multinoulli_state_snapshots
+         WHERE market_address IN (${placeholders})
+         GROUP BY market_address`)
+            .all(...activeMultinoulliMarkets);
+        for (const row of snapshotCountRows) {
+            multinoulliSnapshotCountByMarket.set(row.market_address, row.count);
+        }
+    }
+    const refreshContext = {
+        existingMarketStateByMarket: db.marketState.findAllAsMap(),
+        multinoulliSnapshotCountByMarket,
+    };
+    return yield* Effect.forEach(markets, (market) => {
         const marketType = (market.market_type ?? 'normal');
-        return refreshMarketState(market.address, marketType);
-    });
-    return yield* Effect.all(effects, { concurrency: RPC_CONCURRENCY });
+        return refreshMarketState(market.address, marketType, refreshContext);
+    }, { concurrency: RPC_CONCURRENCY });
 });
 //# sourceMappingURL=state-refresher.js.map

package/dist/etl/state-refresher.js.map

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package/dist/layers/ChainReaderLive.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"ChainReaderLive.d.ts","sourceRoot":"","sources":["../../src/layers/ChainReaderLive.ts"],"names":[],"mappings":"AASA,OAAO,EAAU,KAAK,EAAE,MAAM,QAAQ,CAAC;AAEvC,OAAO,KAAK,EAAE,kBAAkB,EAAoC,MAAM,yBAAyB,CAAC;AACpG,OAAO,EAAkB,cAAc,EAAE,MAAM,yBAAyB,CAAC;AA8QzE,wBAAgB,wBAAwB,CAAC,MAAM,EAAE,MAAM,GAAG,kBAAkB,CAuS3E;AAED,eAAO,MAAM,eAAe,GAAI,QAAQ,MAAM,KAAG,KAAK,CAAC,KAAK,CAAC,cAAc,CACS,CAAC"}
+{"version":3,"file":"ChainReaderLive.d.ts","sourceRoot":"","sources":["../../src/layers/ChainReaderLive.ts"],"names":[],"mappings":"AASA,OAAO,EAAU,KAAK,EAAE,MAAM,QAAQ,CAAC;AAEvC,OAAO,KAAK,EACV,kBAAkB,EAInB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EAAkB,cAAc,EAAE,MAAM,yBAAyB,CAAC;AA2TzE,wBAAgB,wBAAwB,CAAC,MAAM,EAAE,MAAM,GAAG,kBAAkB,CAyU3E;AAED,eAAO,MAAM,eAAe,GAAI,QAAQ,MAAM,KAAG,KAAK,CAAC,KAAK,CAAC,cAAc,CACS,CAAC"}

package/dist/layers/ChainReaderLive.js

@@ -1,5 +1,4 @@
 import { BIVARIATE_AMM_ABI, LOGNORMAL_AMM_ABI, MULTINOULLI_AMM_ABI, NORMAL_AMM_ABI, } from '@the-situation/artifacts';
-import { SQ128x128 } from '@the-situation/core';
 import { createProvider, MultinoulliAMMContract } from '@the-situation/starknet';
 import { normalizeResponse } from '@the-situation/utils';
 import { Effect, Layer } from 'effect';
@@ -79,12 +78,25 @@ function sq128MagnitudeToString(value) {
     const magnitude = raw.limb0 + (raw.limb1 << 64n) + (raw.limb2 << 128n) + (raw.limb3 << 192n);
     return magnitude.toString();
 }
+function parseMultinoulliDistributionProbs(rawDistribution) {
+    const distribution = normalizeResponse(rawDistribution);
+    const rawProbs = Array.isArray(distribution.probs)
+        ? distribution.probs
+        : Array.isArray(rawDistribution)
+            ? rawDistribution
+            : [];
+    return rawProbs.map((raw) => sq128ToNumber(raw) ?? 0);
+}
 function projectedDistributionFields(marketType, distribution) {
     if (marketType === 'normal') {
         return {
             meanRaw: distribution.mean,
             varianceRaw: distribution.variance,
             sigmaRaw: distribution.sigma,
+            mean2Raw: null,
+            variance2Raw: null,
+            sigma2Raw: null,
+            rhoRaw: null,
         };
     }
     if (marketType === 'lognormal') {
@@ -92,24 +104,36 @@ function projectedDistributionFields(marketType, distribution) {
             meanRaw: distribution.mu,
             varianceRaw: distribution.variance,
             sigmaRaw: null,
+            mean2Raw: null,
+            variance2Raw: null,
+            sigma2Raw: null,
+            rhoRaw: null,
         };
     }
-    // bivariate projection: first marginal (x1)
+    // bivariate projection: both marginals (x1, x2) + correlation.
     return {
         meanRaw: distribution.mu1,
         varianceRaw: distribution.variance1,
-        sigmaRaw: null,
+        sigmaRaw: distribution.sigma1,
+        mean2Raw: distribution.mu2,
+        variance2Raw: distribution.variance2,
+        sigma2Raw: distribution.sigma2,
+        rhoRaw: distribution.rho,
     };
 }
-function settlementValueFromStatus(status) {
-    if (status.settlementValue !== undefined) {
-        return sq128ToNumber(status.settlementValue);
-    }
+function settlementFromStatus(status) {
+    let settlementX1 = null;
+    let settlementX2 = null;
     if (status.settlementPoint && typeof status.settlementPoint === 'object') {
         const point = status.settlementPoint;
-        return sq128ToNumber(point.x1);
+        settlementX1 = sq128ToNumber(point.x1);
+        settlementX2 = sq128ToNumber(point.x2);
     }
-    return null;
+    const settlementValue = status.settlementValue !== undefined ? sq128ToNumber(status.settlementValue) : settlementX1;
+    if (settlementX1 === null) {
+        settlementX1 = settlementValue;
+    }
+    return { settlementValue, settlementX1, settlementX2 };
 }
 function continuousAbi(marketType) {
     if (marketType === 'lognormal') {
@@ -223,6 +247,12 @@ export function createChainReaderService(rpcUrl) {
                 const variance = sq128ToNumber(projected.varianceRaw);
                 const directSigma = sq128ToNumber(projected.sigmaRaw);
                 const sigma = directSigma ?? (variance === null ? null : Math.sqrt(Math.max(variance, 0)));
+                const mean2 = sq128ToNumber(projected.mean2Raw);
+                const variance2 = sq128ToNumber(projected.variance2Raw);
+                const directSigma2 = sq128ToNumber(projected.sigma2Raw);
+                const sigma2 = directSigma2 ?? (variance2 === null ? null : Math.sqrt(Math.max(variance2, 0)));
+                const rho = sq128ToNumber(projected.rhoRaw);
+                const settlement = settlementFromStatus(status);
                 const baseK = sq128ToNumber(params.k);
                 const initialBacking = sq128ToNumber(params.backing);
                 const poolBacking = sq128ToNumber(lpInfo.totalBackingDeposited);
@@ -239,12 +269,24 @@ export function createChainReaderService(rpcUrl) {
                     isInitialized: toBoolValue(status.isInitialized),
                     isPaused: toBoolValue(status.isPaused),
                     isSettled: toBoolValue(status.isSettled),
-                    settlementValue: settlementValueFromStatus(status),
+                    settlementValue: settlement.settlementValue,
+                    settlementX1: settlement.settlementX1,
+                    settlementX2: settlement.settlementX2,
                     totalShares: sq128MagnitudeToString(lpInfo.totalShares),
                     totalBacking: sq128MagnitudeToString(lpInfo.totalBackingDeposited),
                     meanRaw: projected.meanRaw ? jsonStringifyBigInt(projected.meanRaw) : null,
                     sigmaRaw: projected.sigmaRaw ? jsonStringifyBigInt(projected.sigmaRaw) : null,
                     varianceRaw: projected.varianceRaw ? jsonStringifyBigInt(projected.varianceRaw) : null,
+                    mean2,
+                    sigma2,
+                    variance2,
+                    rho,
+                    mean2Raw: projected.mean2Raw ? jsonStringifyBigInt(projected.mean2Raw) : null,
+                    sigma2Raw: projected.sigma2Raw ? jsonStringifyBigInt(projected.sigma2Raw) : null,
+                    variance2Raw: projected.variance2Raw
+                        ? jsonStringifyBigInt(projected.variance2Raw)
+                        : null,
+                    rhoRaw: projected.rhoRaw ? jsonStringifyBigInt(projected.rhoRaw) : null,
                     k: baseK,
                     effectiveK,
                     payoutAmplifier,
@@ -314,10 +356,7 @@ export function createChainReaderService(rpcUrl) {
                     amm.getSettlementOutcomes(),
                     amm.getMatrixConstraints(),
                 ]);
-                const probs = distribution.probs.map((raw) => {
-                    const parsed = SQ128x128.fromRaw(raw);
-                    return parsed?.toNumber() ?? 0;
-                });
+                const probs = parseMultinoulliDistributionProbs(distribution);
                 const mBaseK = params?.k.toNumber() ?? null;
                 const mInitBacking = params?.backing.toNumber() ?? null;
                 const mPoolBacking = lpInfo?.totalBackingDeposited?.toNumber() ?? null;
@@ -350,6 +389,20 @@ export function createChainReaderService(rpcUrl) {
             },
             catch: (e) => new ChainReadError(`Failed to read multinoulli market state: ${e instanceof Error ? e.message : 'Unknown'}`, e),
         }),
+        readMultinoulliDistributionAtBlock: (marketAddress, blockNumber) => Effect.tryPromise({
+            try: async () => {
+                if (!Number.isSafeInteger(blockNumber) || blockNumber < 0) {
+                    throw new Error(`Invalid block number ${blockNumber}.`);
+                }
+                const amm = getMultinoulliAmm(marketAddress);
+                const rawDistribution = await amm
+                    .getUnderlyingContract()
+                    .call('get_distribution', [], { blockIdentifier: blockNumber });
+                const probs = parseMultinoulliDistributionProbs(rawDistribution);
+                return { outcomeCount: probs.length, probs };
+            },
+            catch: (e) => new ChainReadError(`Failed to read multinoulli distribution at block ${blockNumber}: ${e instanceof Error ? e.message : 'Unknown'}`, e),
+        }),
         readLPShares: (marketAddress, provider, marketType = 'normal') => Effect.tryPromise({
             try: async () => {
                 const contract = getContinuousContract(marketAddress, marketType);
@@ -379,14 +432,8 @@ export function createChainReaderService(rpcUrl) {
                         settlementState: 'never_traded',
                     };
                 }
-                const originalProbs = compact.originalDistribution.probs.map((raw) => {
-                    const parsed = SQ128x128.fromRaw(raw);
-                    return parsed?.toNumber() ?? 0;
-                });
-                const effectiveProbs = compact.effectiveDistribution.probs.map((raw) => {
-                    const parsed = SQ128x128.fromRaw(raw);
-                    return parsed?.toNumber() ?? 0;
-                });
+                const originalProbs = compact.originalDistribution.probs.map((raw) => sq128ToNumber(raw) ?? 0);
+                const effectiveProbs = compact.effectiveDistribution.probs.map((raw) => sq128ToNumber(raw) ?? 0);
                 return {
                     exists: summary.exists,
                     claimed: summary.claimed,

package/dist/layers/ChainReaderLive.js.map

@@ -1 +1 @@
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package/dist/services/ChainReader.d.ts

@@ -4,15 +4,31 @@ export interface MarketChainState {
     readonly mean: number | null;
     readonly sigma: number | null;
     readonly variance: number | null;
+    /** Bivariate second marginal mean (x2). */
+    readonly mean2?: number | null;
+    /** Bivariate second marginal std dev (x2). */
+    readonly sigma2?: number | null;
+    /** Bivariate second marginal variance (x2). */
+    readonly variance2?: number | null;
+    /** Bivariate correlation coefficient. */
+    readonly rho?: number | null;
     readonly isInitialized: boolean;
     readonly isPaused: boolean;
     readonly isSettled: boolean;
     readonly settlementValue: number | null;
+    /** Settlement point x1 for bivariate markets. */
+    readonly settlementX1?: number | null;
+    /** Settlement point x2 for bivariate markets. */
+    readonly settlementX2?: number | null;
     readonly totalShares: string | null;
     readonly totalBacking: string | null;
     readonly meanRaw: string | null;
     readonly sigmaRaw: string | null;
     readonly varianceRaw: string | null;
+    readonly mean2Raw?: string | null;
+    readonly sigma2Raw?: string | null;
+    readonly variance2Raw?: string | null;
+    readonly rhoRaw?: string | null;
     readonly k: number | null;
     readonly effectiveK: number | null;
     readonly payoutAmplifier: number;
@@ -33,6 +49,10 @@ export interface TraderPosition {
     readonly deltaCount: number;
     readonly claimed: boolean;
 }
+export interface MultinoulliDistributionSnapshot {
+    readonly outcomeCount: number;
+    readonly probs: readonly number[];
+}
 export declare class ChainReadError {
     readonly message: string;
     readonly cause?: unknown | undefined;
@@ -43,6 +63,7 @@ export interface ChainReaderService {
     readonly readMarketState: (marketAddress: string, marketType?: Exclude<MarketType, 'multinoulli'>) => Effect.Effect<MarketChainState, ChainReadError>;
     readonly readPosition: (marketAddress: string, trader: string, marketType?: Exclude<MarketType, 'multinoulli'>) => Effect.Effect<TraderPosition, ChainReadError>;
     readonly readMultinoulliMarketState: (marketAddress: string) => Effect.Effect<MultinoulliMarketChainState, ChainReadError>;
+    readonly readMultinoulliDistributionAtBlock: (marketAddress: string, blockNumber: number) => Effect.Effect<MultinoulliDistributionSnapshot, ChainReadError>;
     readonly readMultinoulliPosition: (marketAddress: string, trader: string) => Effect.Effect<MultinoulliTraderPosition, ChainReadError>;
     readonly readLPShares: (marketAddress: string, provider: string, marketType?: Exclude<MarketType, 'multinoulli'>) => Effect.Effect<{
         shares: string | null;

package/dist/services/ChainReader.d.ts.map

@@ -1 +1 @@
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package/dist/services/ChainReader.js.map

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