fix: stabilize live quote planning

apps/gateway/src/app.ts

@@ -930,6 +930,8 @@ function assertQuoteStillExecutable(
   original: z.infer<typeof TradeQuoteSchema>,
   refreshed: z.infer<typeof TradeQuoteSchema>,
 ) {
+  const originalSourceBlock = BigInt(original.sourceBlock);
+  const refreshedSourceBlock = BigInt(refreshed.sourceBlock);
   const fields = [
     "network",
     "marketId",
@@ -947,9 +949,12 @@ function assertQuoteStillExecutable(
     "limitPrice",
     "tickSize",
     "lotSize",
-    "sourceBlock",
   ] as const;
-  if (fields.some((field) => original[field] !== refreshed[field])) {
+  if (
+    refreshedSourceBlock < originalSourceBlock ||
+    refreshedSourceBlock - originalSourceBlock > 20n ||
+    fields.some((field) => original[field] !== refreshed[field])
+  ) {
     throw new QuoteError(
       "STALE_BOOK",
       "The executable quote no longer matches authoritative DreamDEX depth.",

apps/gateway/test/trading.test.mjs

@@ -135,7 +135,18 @@ test("empty books return an actionable conflict instead of a fabricated quote",
 });
 
 test("plan endpoint binds the account and current immutable market generation", async () => {
-  const quoteApp = createGateway({ dataReader: reader() });
+  const advancingReader = reader();
+  const getOrderBook = advancingReader.getOrderBook;
+  let sourceBlock = 92n;
+  advancingReader.getOrderBook = async (...args) => {
+    const book = await getOrderBook(...args);
+    sourceBlock += 8n;
+    return {
+      ...book,
+      freshness: { ...book.freshness, sourceBlock: sourceBlock.toString() },
+    };
+  };
+  const quoteApp = createGateway({ dataReader: advancingReader });
   const quoteResponse = await quoteApp.inject({
     method: "POST",
     url: "/v1/trading/quotes",
@@ -145,7 +156,7 @@ test("plan endpoint binds the account and current immutable market generation",
   await quoteApp.close();
   let planned;
   const app = createGateway({
-    dataReader: reader(),
+    dataReader: advancingReader,
     tradePlanner: {
       create: async (input) => {
         planned = input;
@@ -173,6 +184,41 @@ test("plan endpoint binds the account and current immutable market generation",
   assert.equal(planned.chainId, 50312);
   assert.equal(planned.account, account);
   assert.equal(planned.quote.marketId, marketId);
+  assert.equal(planned.quote.sourceBlock, "100");
+  await app.close();
+});
+
+test("plan endpoint rejects a quote when refreshed depth changes its executable terms", async () => {
+  const quoteApp = createGateway({ dataReader: reader() });
+  const quoteResponse = await quoteApp.inject({
+    method: "POST",
+    url: "/v1/trading/quotes",
+    payload: { marketId, outcome: "up", side: "buy", mode: "quantity", amount: "100000" },
+  });
+  const quote = quoteResponse.json();
+  await quoteApp.close();
+  const app = createGateway({
+    dataReader: reader([{ price: "700000", quantity: "10000000" }]),
+    tradePlanner: { create: async () => ({ accepted: true }) },
+  });
+  const response = await app.inject({
+    method: "POST",
+    url: "/v1/trading/plans",
+    payload: {
+      account,
+      idempotencyKey: "gateway-plan-changed-depth",
+      quote,
+      policy: {
+        maxSlippageBps: 100,
+        minimumFillBps: 10000,
+        minimumTimeRemainingSeconds: 30,
+        quoteSourceBlock: quote.sourceBlock,
+        quoteExpiresAt: quote.expiresAt,
+      },
+    },
+  });
+  assert.equal(response.statusCode, 409);
+  assert.equal(response.json().error.code, "STALE_BOOK");
   await app.close();
 });
 

render.yaml

@@ -39,7 +39,9 @@ services:
       - key: CORS_ALLOWED_ORIGINS
         value: https://eventrail.vercel.app
       - key: WORKER_INTERVAL_MS
-        value: "15000"
+        value: "30000"
+      - key: MARKET_SYNC_HISTORICAL_LIMIT
+        value: "50"
       # The free preview runs only the live market synchronizer. Receipt,
       # settlement, and webhook workers belong on separate production services.
       - key: DEMO_WORKERS

scripts/production-smoke.mjs

@@ -36,7 +36,10 @@ await check("claims", new URL(`/v1/data/accounts/${account}/claims`, gatewayUrl)
   auth: true,
 });
 await checkStream(new URL("/v1/events?network=shannon", gatewayUrl));
-const market = Array.isArray(markets) ? markets[0] : markets?.data?.[0];
+const marketRows = Array.isArray(markets) ? markets : (markets?.data ?? []);
+const market = [...marketRows]
+  .filter((candidate) => candidate?.marketId)
+  .sort((left, right) => Date.parse(right.expiresAt ?? 0) - Date.parse(left.expiresAt ?? 0))[0];
 if (market?.marketId) {
   const quote = await post("quote", "/v1/trading/quotes", {
     marketId: market.marketId,

scripts/test/production-smoke.test.mjs

@@ -9,6 +9,7 @@ const smokeScript = fileURLToPath(new URL("../production-smoke.mjs", import.meta
 test("production smoke supports separate application and gateway origins", async (context) => {
   const applicationRequests = [];
   const gatewayRequests = [];
+  const quoteRequests = [];
   const planRequests = [];
   const application = createServer((request, response) => {
     applicationRequests.push(request.url);
@@ -30,16 +31,21 @@ test("production smoke supports separate application and gateway origins", async
       response.end(": connected\n\n");
       return;
     }
-    if (request.url === "/v1/trading/plans") {
+    if (request.url === "/v1/trading/quotes" || request.url === "/v1/trading/plans") {
       let body = "";
       request.setEncoding("utf8");
       for await (const chunk of request) body += chunk;
-      planRequests.push(JSON.parse(body));
+      const payload = JSON.parse(body);
+      if (request.url === "/v1/trading/quotes") quoteRequests.push(payload);
+      else planRequests.push(payload);
     }
     response.writeHead(200, { "content-type": "application/json" });
     response.end(
       request.url?.startsWith("/v1/data/markets?")
-        ? JSON.stringify([{ marketId: `0x${"ab".repeat(32)}` }])
+        ? JSON.stringify([
+            { marketId: `0x${"ab".repeat(32)}`, expiresAt: "2029-01-01T00:00:00.000Z" },
+            { marketId: `0x${"cd".repeat(32)}`, expiresAt: "2031-01-01T00:00:00.000Z" },
+          ])
         : request.url === "/v1/trading/quotes"
           ? JSON.stringify({
               quoteId: "test",
@@ -70,6 +76,7 @@ test("production smoke supports separate application and gateway origins", async
   assert.ok(gatewayRequests.some((request) => request.startsWith("GET /v1/data/markets?")));
   assert.ok(gatewayRequests.includes("POST /v1/trading/quotes"));
   assert.ok(gatewayRequests.includes("POST /v1/trading/plans"));
+  assert.equal(quoteRequests[0].marketId, `0x${"cd".repeat(32)}`);
   assert.equal(planRequests[0].policy.quoteSourceBlock, "123456");
   assert.equal(planRequests[0].policy.quoteExpiresAt, "2030-01-01T00:00:00.000Z");
 });

workers/market-sync/src/runner.ts

@@ -12,6 +12,7 @@ const synchronizer = new MarketSynchronizer(
   createDreamDexAdapter({ network: "shannon" }),
   new PostgresDreamDexMarketGenerationRepository(database),
   new DreamDexEventBus(redis),
+  { historicalLimit: positiveInteger(process.env.MARKET_SYNC_HISTORICAL_LIMIT ?? "250") },
 );
 
 for (const signal of ["SIGINT", "SIGTERM"] as const) process.once(signal, () => controller.abort());
@@ -34,6 +35,13 @@ function safeError(error: unknown) {
     : { message: "Unknown failure" };
 }
 
+function positiveInteger(value: string): number {
+  const parsed = Number(value);
+  if (!/^[1-9][0-9]*$/.test(value) || !Number.isSafeInteger(parsed))
+    throw new Error("MARKET_SYNC_HISTORICAL_LIMIT must be a positive integer");
+  return parsed;
+}
+
 function delay(milliseconds: number, signal: AbortSignal): Promise<void> {
   return new Promise((resolve) => {
     const timer = setTimeout(resolve, milliseconds);