fix: align exchange normalizers with live payloads

core/api-doc-config.generated.json

@@ -1,5 +1,5 @@
 {
-    "_generated": "Auto-generated by extract-jsdoc.js on 2026-06-08T09:54:03.295Z. Do not edit manually.",
+    "_generated": "Auto-generated by extract-jsdoc.js on 2026-06-08T09:56:18.619Z. Do not edit manually.",
     "methods": {
         "has": {
             "summary": "HTTP verb for the endpoint (e.g. GET, POST). */",

core/src/exchanges/gemini-titan/normalizer.ts

@@ -213,12 +213,19 @@ export class GeminiNormalizer implements IExchangeNormalizer<GeminiRawEvent, Gem
         // Extract prices
         const bestBid = contract.prices?.bestBid ? parseFloat(contract.prices.bestBid) : 0.5;
         const bestAsk = contract.prices?.bestAsk ? parseFloat(contract.prices.bestAsk) : 0.5;
+        const buyYes = contract.prices?.buy?.yes ? parseFloat(contract.prices.buy.yes) : undefined;
+        const sellYes = contract.prices?.sell?.yes ? parseFloat(contract.prices.sell.yes) : undefined;
+        const buyNo = contract.prices?.buy?.no ? parseFloat(contract.prices.buy.no) : undefined;
+        const sellNo = contract.prices?.sell?.no ? parseFloat(contract.prices.sell.no) : undefined;
         const lastPrice = contract.prices?.lastTradePrice
             ? parseFloat(contract.prices.lastTradePrice)
             : (bestBid + bestAsk) / 2;
 
-        const yesPrice = roundPrice(Math.max(0, Math.min(1, lastPrice)));
-        const noPrice = roundPrice(Math.max(0, Math.min(1, 1 - yesPrice)));
+        const yesPriceSource = buyYes ?? sellYes ?? lastPrice;
+        const noPriceSource = buyNo ?? sellNo ?? (1 - yesPriceSource);
+
+        const yesPrice = roundPrice(Math.max(0, Math.min(1, yesPriceSource)));
+        const noPrice = roundPrice(Math.max(0, Math.min(1, noPriceSource)));
 
         const outcomes: MarketOutcome[] = [
             {
@@ -258,7 +265,7 @@ export class GeminiNormalizer implements IExchangeNormalizer<GeminiRawEvent, Gem
             outcomes,
             resolutionDate,
             volume24h: 0,
-            liquidity: event.liquidity ? parseFloat(event.liquidity) : 0,
+            liquidity: event.liquidity ? parseFloat(event.liquidity) : (event.volume24h ? parseFloat(event.volume24h) : (event.volume ? parseFloat(event.volume) : 0)),
             url: buildExchangeUrl(event.ticker),
             category: event.category,
             tags,

core/src/exchanges/hyperliquid/normalizer.ts

@@ -327,11 +327,13 @@ export class HyperliquidNormalizer implements IExchangeNormalizer<HyperliquidRaw
         const bids = rawBids.map(level => ({
             price: parseFloat(level.px),
             size: parseFloat(level.sz),
+            orderCount: level.n,
         }));
 
         const asks = rawAsks.map(level => ({
             price: parseFloat(level.px),
             size: parseFloat(level.sz),
+            orderCount: level.n,
         }));
 
         return {

core/src/exchanges/kalshi/fetcher.ts

@@ -23,6 +23,8 @@ export interface KalshiRawMarket {
     last_price_dollars?: string;
     yes_ask_dollars?: string;
     yes_bid_dollars?: string;
+    yes_ask_size_fp?: string;
+    yes_bid_size_fp?: string;
     rules_primary?: string;
     rules_secondary?: string;
     expiration_time: string;

core/src/exchanges/kalshi/normalizer.ts

@@ -118,7 +118,12 @@ export class KalshiNormalizer implements IExchangeNormalizer<KalshiRawEvent, Kal
             sourceMetadata: buildSourceMetadata(
                 market as unknown as Record<string, unknown>,
                 KALSHI_PROMOTED_MARKET_KEYS,
-                { series_ticker: event.series_ticker, series_title: event.series_title },
+                {
+                    yes_ask_size_fp: market.yes_ask_size_fp,
+                    yes_bid_size_fp: market.yes_bid_size_fp,
+                    series_ticker: event.series_ticker,
+                    series_title: event.series_title,
+                },
             ),
         } as UnifiedMarket;
 

core/src/exchanges/limitless/fetcher.ts

@@ -16,6 +16,10 @@ export interface LimitlessRawMarket {
     description?: string;
     tokens?: Record<string, string>;
     prices?: number[];
+    tradePrices?: {
+        buy?: { market?: number[]; limit?: number[] };
+        sell?: { market?: number[]; limit?: number[] };
+    };
     expirationTimestamp?: string;
     volumeFormatted?: number;
     volume?: number;

core/src/exchanges/limitless/utils.ts

@@ -73,9 +73,9 @@ export function mapMarketToUnified(market: any, context: LimitlessMarketContext
             throw new Error(`[limitless] Market "${market.slug}" is missing token addresses`);
         }
 
-        const prices = Array.isArray(market.prices) ? market.prices : [];
-        const yesPrice = prices[0] || 0;
-        const noPrice = prices[1] || 0;
+        const legacyPrices = Array.isArray(market.prices) ? market.prices : [];
+        const yesPrice = market.tradePrices?.buy?.market?.[0] ?? legacyPrices[0] ?? 0.5;
+        const noPrice = market.tradePrices?.sell?.market?.[0] ?? legacyPrices[1] ?? Math.max(0, Math.min(1, 1 - yesPrice));
         const yesLabel = hasParentContext ? rawTitle : 'Yes';
         const noLabel = hasParentContext ? `Not ${rawTitle}` : 'No';
 

core/src/exchanges/limitless/websocket.ts

@@ -228,7 +228,7 @@ export class LimitlessWebSocket {
             await this.client.connect();
         }
 
-        await this.client.subscribe('subscribe_order_events');
+        await this.client.subscribe('subscribe_order_events' as any);
         await this.client.subscribe('subscribe_positions' as any);
         this.client.on('positions', callback);
     }

core/src/server/openapi.yaml

@@ -3199,6 +3199,8 @@ components:
         size:
           type: number
           description: contracts/shares
+        orderCount:
+          type: number
       required:
         - price
         - size

core/src/types.ts

@@ -171,6 +171,7 @@ export interface PriceCandle {
 export interface OrderLevel {
     price: number; // 0.0 to 1.0 (probability)
     size: number;  // contracts/shares
+    orderCount?: number;
 }
 
 export interface OrderBook {

core/test/normalizers/exchange-normalizers-3.test.ts

@@ -878,19 +878,21 @@ describe('HyperliquidNormalizer', () => {
             expect(book.asks[0].price).toBeLessThanOrEqual(book.asks[1].price);
         });
 
-        test('bid prices and sizes are numbers', () => {
+        test('bid prices, sizes, and order counts are numbers', () => {
             const book = normalizer.normalizeOrderBook(rawBook, 'hl-outcome-42');
             for (const b of book.bids) {
                 expect(typeof b.price).toBe('number');
                 expect(typeof b.size).toBe('number');
+                expect(typeof b.orderCount).toBe('number');
             }
         });
 
-        test('ask prices and sizes are numbers', () => {
+        test('ask prices, sizes, and order counts are numbers', () => {
             const book = normalizer.normalizeOrderBook(rawBook, 'hl-outcome-42');
             for (const a of book.asks) {
                 expect(typeof a.price).toBe('number');
                 expect(typeof a.size).toBe('number');
+                expect(typeof a.orderCount).toBe('number');
             }
         });
 

core/test/normalizers/exchange-normalizers.test.ts

@@ -381,6 +381,8 @@ describe('KalshiNormalizer', () => {
         last_price_dollars: '0.4540',
         yes_ask_dollars: '0.4600',
         yes_bid_dollars: '0.4500',
+        yes_ask_size_fp: '125.00',
+        yes_bid_size_fp: '90.00',
         previous_price_dollars: '0.4200',
         rules_primary: 'This market resolves YES if the Fed Funds Rate is above 4.75% on Jan 29, 2025.',
         rules_secondary: 'Data source: Federal Reserve',
@@ -509,6 +511,11 @@ describe('KalshiNormalizer', () => {
             expect(market.liquidity).toBe(5000);
         });
 
+        it('surfaces top-of-book depth sizes in sourceMetadata', () => {
+            expect((market.sourceMetadata as any).yes_ask_size_fp).toBe('125.00');
+            expect((market.sourceMetadata as any).yes_bid_size_fp).toBe('90.00');
+        });
+
         it('maps url to kalshi events URL', () => {
             expect(market.url).toBe('https://kalshi.com/events/FED-25JAN29');
         });
@@ -800,6 +807,10 @@ describe('LimitlessNormalizer', () => {
             no: 'token-eth-flip-no',
         },
         prices: [0.08, 0.92],
+        tradePrices: {
+            buy: { market: [0.11] },
+            sell: { market: [0.89] },
+        },
         expirationTimestamp: '2025-12-31T23:59:59Z',
         volumeFormatted: 75000,
         volume: 1500000,
@@ -863,14 +874,14 @@ describe('LimitlessNormalizer', () => {
             expect(market.outcomes[1].label).toBe('Not Will ETH flip BTC in 2025?');
         });
 
-        it('maps yes price from prices[0] as a number', () => {
+        it('maps yes price from directional tradePrices when available', () => {
             expect(typeof market.outcomes[0].price).toBe('number');
-            expect(market.outcomes[0].price).toBeCloseTo(0.08);
+            expect(market.outcomes[0].price).toBeCloseTo(0.11);
         });
 
-        it('maps no price from prices[1] as a number', () => {
+        it('maps no price from directional tradePrices when available', () => {
             expect(typeof market.outcomes[1].price).toBe('number');
-            expect(market.outcomes[1].price).toBeCloseTo(0.92);
+            expect(market.outcomes[1].price).toBeCloseTo(0.89);
         });
 
         it('prices sum to 1.0', () => {

core/test/normalizers/gemini-titan-normalizer.test.ts

@@ -0,0 +1,66 @@
+import { GeminiNormalizer } from '../../src/exchanges/gemini-titan/normalizer';
+
+describe('GeminiTitanNormalizer', () => {
+    const normalizer = new GeminiNormalizer();
+
+    const rawEvent: any = {
+        id: 'evt-1',
+        title: 'Gemini prediction market event',
+        slug: 'gemini-prediction-market-event',
+        description: 'Event-level description fallback',
+        ticker: 'GEM-1',
+        status: 'active',
+        type: 'prediction-market',
+        liquidity: undefined,
+        volume24h: '1234.5',
+        volume: '9999.9',
+        contracts: [
+            {
+                id: 'contract-1',
+                label: 'BTC above $100k',
+                description: {
+                    nodeType: 'document',
+                    content: [
+                        {
+                            nodeType: 'paragraph',
+                            content: [
+                                { nodeType: 'text', value: 'Contract rich-text description' },
+                            ],
+                        },
+                    ],
+                },
+                ticker: 'GEM-1-A',
+                instrumentSymbol: 'GEM-1-A',
+                status: 'active',
+                marketState: 'open',
+                prices: {
+                    buy: { yes: '0.71', no: '0.29' },
+                    sell: { yes: '0.69', no: '0.31' },
+                    bestBid: '0.60',
+                    bestAsk: '0.40',
+                    lastTradePrice: '0.55',
+                },
+                expiryDate: '2026-06-30T23:59:00Z',
+            },
+        ],
+    };
+
+    test('extracts rich-text contract descriptions', () => {
+        const market = normalizer.normalizeMarket(rawEvent);
+        expect(market).not.toBeNull();
+        expect(market!.description).toBe('Contract rich-text description');
+    });
+
+    test('prefers directional buy/sell prices when present', () => {
+        const market = normalizer.normalizeMarket(rawEvent);
+        expect(market).not.toBeNull();
+        expect(market!.outcomes[0].price).toBeCloseTo(0.71);
+        expect(market!.outcomes[1].price).toBeCloseTo(0.29);
+    });
+
+    test('falls back to volume fields when liquidity is absent', () => {
+        const market = normalizer.normalizeMarket(rawEvent);
+        expect(market).not.toBeNull();
+        expect(market!.liquidity).toBeCloseTo(1234.5);
+    });
+});

docs/api-reference/openapi.json

@@ -9790,6 +9790,9 @@
           "size": {
             "type": "number",
             "description": "contracts/shares"
+          },
+          "orderCount": {
+            "type": "number"
           }
         },
         "required": [

sdks/python/API_REFERENCE.md

@@ -1576,6 +1576,7 @@ datetime: str # ISO 8601 datetime string of the snapshot (CCXT-compatible).
 class OrderLevel:
 price: float # 0.0 to 1.0 (probability)
 size: float # contracts/shares
+order_count: float # 
 ```
 
 ---

sdks/typescript/API_REFERENCE.md

@@ -1576,6 +1576,7 @@ datetime: string; // ISO 8601 datetime string of the snapshot (CCXT-compatible).
 interface OrderLevel {
 price: number; // 0.0 to 1.0 (probability)
 size: number; // contracts/shares
+orderCount: number; // 
 }
 ```