From a943619cbba09fc03e51e7311b74fac706e9e7e3 Mon Sep 17 00:00:00 2001
From: Florent Tapponnier <160007691+Flotapponnier@users.noreply.github.com>
Date: Wed, 26 Aug 2026 21:23:38 +0200
Subject: [PATCH 1/2] fix: dYdX drop inaccurate funding, takers-only fills,
 timeout 50s, Gains 6 pages

- Remove perpetualPositions funding fetch (not date-scopable, cumulative all-time)
- dYdX fills count = takers only (consistent with fee/notional calc)
- maxDuration 30 -> 50 to cover paginated fetches in parallel
- Gains MAX_PAGES 10 -> 6 (600 trades, safer budget)
- Footnote: note dYdX funding excluded
---
 src/app/api/fee-compare/route.ts      | 29 ++++++---------------------
 src/components/fee-compare-client.tsx |  3 +--
 2 files changed, 7 insertions(+), 25 deletions(-)

diff --git a/src/app/api/fee-compare/route.ts b/src/app/api/fee-compare/route.ts
index b1c1c7e1..f13b0730 100644
--- a/src/app/api/fee-compare/route.ts
+++ b/src/app/api/fee-compare/route.ts
@@ -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";
@@ -499,23 +499,7 @@ 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;
@@ -523,13 +507,12 @@ async function fetchDydxFills(dydxAddress: string, cutoffMs: number): Promise<Dy
     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,
   };
@@ -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 });
diff --git a/src/components/fee-compare-client.tsx b/src/components/fee-compare-client.tsx
index 63ba9844..5d957e3f 100644
--- a/src/components/fee-compare-client.tsx
+++ b/src/components/fee-compare-client.tsx
@@ -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.{" "}
         </>
       )}

From 3c4f832a402d97c62a86f782838828d653a4dbaf Mon Sep 17 00:00:00 2001
From: Florent Tapponnier <160007691+Flotapponnier@users.noreply.github.com>
Date: Wed, 26 Aug 2026 23:31:04 +0200
Subject: [PATCH 2/2] fix: dydx fills cursor pagination (page=N was
 oldest-first, broke cutoff)

---
 src/app/api/fee-compare/route.ts | 19 ++++++++++++++-----
 1 file changed, 14 insertions(+), 5 deletions(-)

diff --git a/src/app/api/fee-compare/route.ts b/src/app/api/fee-compare/route.ts
index f13b0730..42b8c490 100644
--- a/src/app/api/fee-compare/route.ts
+++ b/src/app/api/fee-compare/route.ts
@@ -474,18 +474,26 @@ async function fetchGmxTrades(wallet: string, cutoffMs: number): Promise<GmxWall
 
 async function fetchDydxFills(dydxAddress: string, cutoffMs: number): Promise<DydxWalletData> {
   const allFills: Array<{ fee: string; price: string; size: string; liquidity?: string; createdAt: string }> = [];
-  let page = 1;
+  // Use createdBeforeOrAt cursor pagination — newest first, no page= param
+  // page=N returns oldest-first and breaks the cutoff early-exit logic
+  let cursor: string | null = null;
   const limit = 100;
 
-  outer: while (page <= 20) {
+  outer: for (let i = 0; i < 20; i++) {
+    const params = new URLSearchParams({
+      address: dydxAddress,
+      subaccountNumber: "0",
+      limit: String(limit),
+    });
+    if (cursor) params.set("createdBeforeOrAt", cursor);
+
     const res = await fetch(
-      `${DYDX_INDEXER}/v4/fills?address=${encodeURIComponent(dydxAddress)}&subaccountNumber=0&limit=${limit}&page=${page}`,
+      `${DYDX_INDEXER}/v4/fills?${params}`,
       { signal: AbortSignal.timeout(10000) }
     );
     if (!res.ok) break;
     const body = (await res.json()) as {
       fills?: Array<{ fee: string; price: string; size: string; liquidity?: string; createdAt: string }>;
-      totalResults?: number;
     };
     const pageFills = body.fills ?? [];
     if (pageFills.length === 0) break;
@@ -496,7 +504,8 @@ async function fetchDydxFills(dydxAddress: string, cutoffMs: number): Promise<Dy
     }
 
     if (pageFills.length < limit) break;
-    page++;
+    // Advance cursor to the oldest fill on this page
+    cursor = pageFills[pageFills.length - 1].createdAt;
   }
 
   // Only count taker fills — maker fees are rebates and distort the comparison