fix(kuru): switch base_trades to OrderBook Trade for full CLOB volume#9695
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kkqzhou wants to merge 1 commit into
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fix(kuru): switch base_trades to OrderBook Trade for full CLOB volume#9695kkqzhou wants to merge 1 commit into
kkqzhou wants to merge 1 commit into
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Source was Router.KuruRouterSwap, which captures only ~3% of CLOB fills (just the aggregator-routed path). Direct limit orders, margin fills, and KuruFlow-routed swaps were entirely missing — $248k reported vs $13.4M actual for 2026-05-21. Switch to per-market OrderBook.Trade joined with Router.MarketRegistered for (baseAsset, quoteAsset, sizePrecision). Conversion math verified against Router-OB matched txs: base_atomic = filledSize * 10^base_dec / sizePrecision; quote_atomic = filledSize * price * 10^quote_dec / (sizePrecision * 10^18). The price field is always scaled by 10^18 regardless of pricePrecision (which is UI tick metadata). Direction resolved from isBuy. taker/maker now populated from the event. End-to-end Dune simulation for 2026-05-21: 47,905 rows, \$13.35M USD. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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The original source of the kuru trades in dex.trades was Router.KuruRouterSwap, which captures only ~3% of CLOB fills (just the aggregator-routed path). Direct limit orders, margin fills, and KuruFlow-routed swaps were entirely missing. The solution is to switch to per-market OrderBook.Trade joined with Router.MarketRegistered for (baseAsset, quoteAsset, sizePrecision). Conversion math verified against Router-OB matched txs:
The price field is always scaled by 10^18 regardless of pricePrecision (which is UI tick metadata). Direction resolved from isBuy. taker/maker now populated from the event.
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