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fix: dYdX takers-only, drop inaccurate funding, timeout 50s #2096

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Merged
Flotapponnier merged 1 commit into from
Aug 26, 2026
Merged

fix: dYdX takers-only, drop inaccurate funding, timeout 50s #2096

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29 changes: 6 additions & 23 deletions src/app/api/fee-compare/route.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,7 @@ import { clientKey, rateLimit, tooManyRequests } from "@/lib/rate-limit";
import { keccak256 } from "js-sha3";

export const runtime = "nodejs";
export const maxDuration = 30;
export const maxDuration = 50;

const HL_API = "https://api.hyperliquid.xyz/info";
const GAINS_VARS_URL = "https://backend-arbitrum.gains.trade/trading-variables";
Expand Down Expand Up @@ -499,37 +499,20 @@ async function fetchDydxFills(dydxAddress: string, cutoffMs: number): Promise<Dy
page++;
}

// fetch funding from perpetualPositions (netFunding = settled + unsettled)
let fundingUsd = 0;
try {
const pfRes = await fetch(
`${DYDX_INDEXER}/v4/perpetualPositions?address=${encodeURIComponent(dydxAddress)}&subaccountNumber=0&limit=100`,
{ signal: AbortSignal.timeout(8000) }
);
if (pfRes.ok) {
const pfBody = (await pfRes.json()) as {
positions?: Array<{ netFunding?: string; closedAt?: string | null }>;
};
for (const p of pfBody.positions ?? []) {
fundingUsd += parseFloat(p.netFunding ?? "0");
}
}
} catch { /* funding is optional */ }

// Only count taker fills — maker fees are rebates and distort the comparison
const takers = allFills.filter((f) => (f.liquidity ?? "").toUpperCase() !== "MAKER");
let feesUsdc = 0;
let notionalUsd = 0;
for (const f of takers) {
feesUsdc += parseFloat(f.fee);
notionalUsd += parseFloat(f.price) * parseFloat(f.size);
}
const netCostUsdc = feesUsdc - fundingUsd;

return {
fills: allFills.length,
fills: takers.length,
feesUsdc,
fundingUsd,
netCostUsdc,
fundingUsd: 0,
netCostUsdc: feesUsdc,
notionalUsd,
avgFeeRateBps: notionalUsd > 0 ? (feesUsdc / notionalUsd) * 10000 : 0,
};
Expand All @@ -540,7 +523,7 @@ async function fetchGainsTrades(wallet: string, cutoffMs: number): Promise<Gains
const all: GainsApiTrade[] = [];
let cursor: number | undefined;
let pages = 0;
const MAX_PAGES = 10;
const MAX_PAGES = 6;

do {
const params = new URLSearchParams({ chainId: "42161", limit: "100", startDate });
Expand Down
3 changes: 1 addition & 2 deletions src/components/fee-compare-client.tsx
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Original file line number Diff line number Diff line change
Expand Up @@ -1257,8 +1257,7 @@ function Footnote({ venueA, venueB }: { venueA: VenueResult; venueB: VenueResult
)}
{hasDydx && (
<>
dYdX v4: public indexer with full pagination and date filter. Funding from{" "}
<code className="font-mono text-[10px]">perpetualPositions.netFunding</code>. Address must be{" "}
dYdX v4: public indexer with full pagination and date filter. Taker fills only. Funding excluded (not date-scopable from public API). Address must be{" "}
<code className="font-mono text-[10px]">dydx1...</code> Cosmos format.{" "}
</>
)}
Expand Down
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