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There is no order-book depth, only a single execution price

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  • Có gì không ổn?
#281 4 bình luận 0 reaction 1 người được giao Xem trên GitHub

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@deslawson đang làm issue này rồi.

Từ ngày 16/10/2026.

Đánh giá

Issue này chưa được đánh giá.

Mô tả

area:pricing difficulty:intermediate epic:analytics help wanted points:150 Stellar Wave
Background

/price/:assetA/:assetB/depth simulates one trade of one size and returns its slippage. src/pricing/depth.ts already builds asks and bids arrays internally. What no route exposes is the book itself — the ladder of price against cumulative size that anyone sizing a position actually needs.

What to build
  • GET /book/:assetA/:assetB returning aggregated levels across every venue, each level naming the venues contributing to it.
  • AMM reserves become synthetic levels at a configurable step; order-book levels come through as they are. Both are labelled, because they behave differently under size.
  • A depth parameter bounding how far from spot to walk.
Acceptance criteria
  • Aggregated levels with cumulative size, per side
  • Every level names its venues and whether it is synthetic
  • ?network= honoured and declared
  • A test covers a pair quoted by an AMM and an order book together

Drips Wave · Complexity: Intermediate · 150 points

Repo: Divinity-Labs/Lens. Node + Fastify + Prisma + Postgres. Tests are vitest (npm test), not jest — jest against this repo fails every file and tells you nothing.

?network= is not optional on a new route. Every row carries a network and the indexes lead with it. Read req.network ?? activeNetwork, filter on it, echo it in the response, and declare the parameter in openapi.yaml. tests/openapi.test.ts boots the server and fails if a registered route is missing from the spec.

A number without provenance is not an answer. Every figure this batch adds must carry what it was computed from: which venues, how many samples, how fresh. The point of Lens is that its numbers can be checked.

Never elide a contract id or an issuer. Take addresses from the protocol's own documentation and write them whole. A sibling repo's issue wrote CD2W5LUR…XZ4L and five contributors invented plausible contract ids to fill the gap.

Say when you cannot answer. An asset with no liquidity, a pair with one venue, a window with a gap — each has an honest answer that is not zero and not a 500. Zero is a number people act on.

Required: Before submitting, join the contributor Telegram so your work can be tracked and counted toward the Stellar Wave: https://t.me/+fxHXq8f1SwlkZDBk

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TypeScript
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