Skip to content

perp audit batch 1: data sources + hygiene - #1037

Merged
Flotapponnier merged 1 commit into
devfrom
fix/perp-audit-batch1
Jul 10, 2026
Merged

perp audit batch 1: data sources + hygiene#1037
Flotapponnier merged 1 commit into
devfrom
fix/perp-audit-batch1

Conversation

@Flotapponnier

Copy link
Copy Markdown
Collaborator

Audit follow-ups, all verified before changing:

  • DefiLlama source v3: HTML scraping (Cloudflare 403) replaced by the 2 free JSON overview calls (fees30d + OI for all venues at once). Perp volume went behind their paid plan, so the source stops publishing volume and the /perps hub derives volume30d from our own perp_venue_volume_24h_usd history instead.
  • edgeX: getMetaData worked but all 292 getTicker calls got 429 from the VPS IP while residential passes (verified both). Source client now routes through COHORT_PROXY_URL; volume/OI are not latency numbers so a proxy is methodologically neutral.
  • Hub: drift row dropped (parked venue, ghost seed), variational dropped (api.variational.io NXDOMAIN, omni 403, llama volume paywalled: no live source left).
  • perp-funding: sample_size counted series (always 3); now count_over_time on the ETH hold gauge.
  • perp-funding-stability: deribit removed (its funding series no longer exists), methodology note on young venues reading artificially stable (Polymarket constant funding since launch).
  • Vertex checked and NOT touched: native archive still updates tick to tick despite the Ink acquisition.

63 specs valid, harness builds, tsc clean.

…gex via residential proxy (VPS IP 429-banned), hub drops drift+variational, vol30d derived from own history, funding sample_size fix, deribit out, young-venue stddev note
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant