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fix: preserve Myriad wei precision #879

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fix: preserve Myriad wei precision #879

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17 changes: 12 additions & 5 deletions core/src/exchanges/myriad/normalizer.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,14 @@ const MYRIAD_PROMOTED_EVENT_KEYS = [
'id', 'title', 'markets',
] as const;

const WEI_SCALE = BigInt('1000000000000000000');
const PRECISION_SCALE = BigInt('1000000000000');

function weiStringToNumber(value: string): number {
const scaled = (BigInt(value) * PRECISION_SCALE) / WEI_SCALE;
return Number(scaled) / Number(PRECISION_SCALE);
}

function selectTimeframe(interval: CandleInterval): string {
switch (interval) {
case '1m':
Expand Down Expand Up @@ -213,15 +221,14 @@ export class MyriadNormalizer implements IExchangeNormalizer<MyriadRawMarket, My
}

normalizeClobOrderBook(raw: { bids: [string, string][]; asks: [string, string][] }): OrderBook {
const WEI = 1e18;
return {
bids: raw.bids.map(([priceWei, sizeWei]) => ({
price: Number(priceWei) / WEI,
size: Number(sizeWei) / WEI,
price: weiStringToNumber(priceWei),
size: weiStringToNumber(sizeWei),
})),
asks: raw.asks.map(([priceWei, sizeWei]) => ({
price: Number(priceWei) / WEI,
size: Number(sizeWei) / WEI,
price: weiStringToNumber(priceWei),
size: weiStringToNumber(sizeWei),
})),
timestamp: Date.now(),
};
Expand Down
11 changes: 11 additions & 0 deletions core/test/normalizers/exchange-normalizers-2.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -565,6 +565,17 @@ describe('MyriadNormalizer', () => {
const result = normalizer.normalizeMarket(noExpiry)!;
expect(result.resolutionDate.getTime()).toBe(0);
});

it('preserves sub-1 wei prices without rounding to 1', () => {
const result = normalizer.normalizeClobOrderBook({
bids: [['999999999999999999', '250000000000000000'], ['100000000000000000', '1']],
asks: [['500000000000000000', '1000000000000000000']],
});

expect(result.bids[0].price).toBeLessThan(1);
expect(result.bids[0].price).toBeCloseTo(0.999999999999);
expect(result.bids[0].size).toBeCloseTo(0.25);
});
});

// -----------------------------------------------------------------------
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