refactor: use typed venue batch methods

keeper/package.json

@@ -24,8 +24,8 @@
     "@hashpower/portfolio-margin": "github:Lumerin-protocol/collateral-margin#c34b4a360d6616d017b157a4a9e27e1a8e60079c&path:/portfolio-margin",
     "amaro": "^1.1.9",
     "collateral-margin-abi": "github:Lumerin-protocol/collateral-margin#c34b4a360d6616d017b157a4a9e27e1a8e60079c&path:/contracts/abi",
-    "derivatives-marketplace-abi": "github:Lumerin-protocol/derivatives-marketplace#f7e219f704646ab654a2a8d0286c0f477148e299&path:/contracts/abi",
-    "futures-marketplace-abi": "github:Lumerin-protocol/futures-marketplace#547ade13eb944b0e86bbef325749ed627cc886b4&path:/contracts/abi",
+    "derivatives-marketplace-abi": "github:Lumerin-protocol/derivatives-marketplace#8b7ed0f3572d0ea8039a11757b7c1b963be75535&path:/contracts/abi",
+    "futures-marketplace-abi": "github:Lumerin-protocol/futures-marketplace#05e97deb86a59e6be45fa0aa2ac10b8cb070c303&path:/contracts/abi",
     "pino": "^10.3.1",
     "viem": "^2.48.8"
   },

keeper/src/config.ts

@@ -177,8 +177,8 @@ export interface Config {
      */
     sweepIntervalMs: number;
     /**
-     * Maximum number of `removeOutdatedOrder` calls bundled into a
-     * single `Futures.multicall(bytes[])` tx. Each call is roughly
+     * Maximum number of ids passed to one
+     * `Futures.removeOutdatedOrders(bytes32[])` tx. Each cleanup is roughly
      * 50-80k gas (one `_closeOrder` traversal); 50 keeps us well under
      * Base's 30M block-gas limit (~4M worst case). Larger user-side
      * fan-outs split across multiple sequential txs.
@@ -221,8 +221,8 @@ export interface Config {
      */
     bootstrapUsers: readonly Address[];
     /**
-     * Maximum number of `settlePosition` calls bundled into a single
-     * `Futures.multicall(bytes[])` transaction. Trades a single nonce per
+     * Maximum number of position pairs passed to a single
+     * `Futures.settlePositions(address[],uint256[])` transaction. Trades a single nonce per
      * sweep tick (no replacement-underpriced races) for one bigger tx.
      * Capped to keep gas usage well under the block limit — Base has 30M
      * block gas, each `settlePosition` is roughly 200-300k gas, so 50 is

keeper/src/delivery/coordinator.ts

@@ -1,7 +1,6 @@
 import {
   BaseError,
   ContractFunctionRevertedError,
-  encodeFunctionData,
   getAddress,
   type Address,
   type Hex,
@@ -431,31 +430,14 @@ export class DeliveryCoordinator {
     if (this.config.keeper.dryRun) {
       this.logger.info(
         { batchSize: settleable.length },
-        "[dryRun] would call Futures.multicall(settlePosition × N)",
+        "[dryRun] would call Futures.settlePositions",
       );
       for (const pos of settleable) this.dropTracked(pos.user, pos.expirationAt);
       return;
     }
 
-    const calldatas: Hex[] = [];
-    const encodable: TrackedPosition[] = [];
-    for (const pos of settleable) {
-      try {
-        const data = encodeFunctionData({
-          abi: FuturesAbi,
-          functionName: "settlePosition",
-          args: [pos.user, pos.expirationAt],
-        });
-        calldatas.push(data);
-        encodable.push(pos);
-      } catch (err) {
-        this.logger.error(
-          { err, user: pos.user, expirationAt: pos.expirationAt.toString() },
-          "delivery: encodeFunctionData threw — dropping malformed entry from batch",
-        );
-      }
-    }
-    if (calldatas.length === 0) return;
+    const users = settleable.map((pos) => pos.user);
+    const expirationAts = settleable.map((pos) => pos.expirationAt);
 
     type WriteParams = Parameters<
       typeof this.chain.walletClient.writeContract
@@ -466,8 +448,8 @@ export class DeliveryCoordinator {
         this.chain.walletClient.writeContract({
           address: this.config.futures.address,
           abi: FuturesAbi,
-          functionName: "multicall",
-          args: [calldatas],
+          functionName: "settlePositions",
+          args: [users, expirationAts],
           account: this.chain.account,
           chain: this.chain.walletClient.chain ?? null,
         } as unknown as WriteParams),
@@ -481,10 +463,10 @@ export class DeliveryCoordinator {
         return;
       }
       this.logger.warn(
-        { err, batchSize: encodable.length },
+        { err, batchSize: settleable.length },
         "delivery batch: write reverted — falling back to per-position retries",
       );
-      for (const pos of encodable) {
+      for (const pos of settleable) {
         try {
           await this.attemptSettle(pos);
         } catch (innerErr) {
@@ -505,13 +487,13 @@ export class DeliveryCoordinator {
       {
         hash,
         blockNumber: receipt.blockNumber.toString(),
-        batchSize: encodable.length,
+        batchSize: settleable.length,
         ...formatGasCost(receipt, this.ethUsdFeed),
       },
-      "delivery batch: multicall confirmed",
+      "delivery batch: settlePositions confirmed",
     );
 
-    for (const pos of encodable) {
+    for (const pos of settleable) {
       this.dropTracked(pos.user, pos.expirationAt);
     }
   }

keeper/src/predict/snapshot.ts

@@ -63,7 +63,7 @@ export async function readMMParams(
  * Read everything needed to evaluate `mmSurplus(P)` for a single user as a
  * function of price. Two RPC round-trips:
  *
- *   1. Bulk multicall: balance, both venues' `getRiskView` / `getOrderValues`,
+ *   1. Bulk multicall: balance, both venues' `getRiskView` / `getOrderAggregate`,
  *      the perp position, futures activeExpirationAts.
  *   2. Per-expiry multicall: hydrate each aggregate via `getUserPosition`, plus
  *      its `settlementPrice` — an expiry that has settled but not yet been swept
@@ -75,7 +75,7 @@ export async function readMMParams(
  *
  * `getRiskView` carries the per-side order delta but reports fill loss only at the
  * current mark, and the clamp makes that non-invertible once it reads zero — so the
- * per-side limit-price totals come from `getOrderValues` and the predictor derives
+ * per-side limit-price totals come from `getOrderAggregate` and the predictor derives
  * fill loss at whatever price it is evaluating. Pending funding also rides in
  * `getRiskView`, replacing the separate `getPendingFunding` read.
  */
@@ -88,9 +88,9 @@ export async function readAccountSnapshot(
     balance,
     perpPosition,
     perpRisk,
-    perpOrderValues,
+    perpOrderAggregate,
     futuresRisk,
-    futuresOrderValues,
+    futuresOrderAggregate,
     activeExpirationAts,
   ] = await chain.publicClient.multicall({
     contracts: [
@@ -115,7 +115,7 @@ export async function readAccountSnapshot(
       {
         address: config.perps.address,
         abi: HashPowerPerpsDEXAbi,
-        functionName: "getOrderValues" as const,
+        functionName: "getOrderAggregate" as const,
         args: [user] as const,
       },
       {
@@ -127,7 +127,7 @@ export async function readAccountSnapshot(
       {
         address: config.futures.address,
         abi: FuturesAbi,
-        functionName: "getOrderValues" as const,
+        functionName: "getOrderAggregate" as const,
         args: [user] as const,
       },
       {
@@ -182,26 +182,26 @@ export async function readAccountSnapshot(
     perp: {
       netQty: perpPosition.netQuantity,
       entryPrice: perpPosition.aggregatedEntryPrice,
-      orders: restingOrders(perpRisk, perpOrderValues),
+      orders: restingOrders(perpRisk, perpOrderAggregate),
       // PME uses `max(0, pendingFunding)` — only what the user owes.
       fundingOwed: funding > 0n ? funding : 0n,
     },
     futures: {
       positions: futuresPositions,
-      orders: restingOrders(futuresRisk, futuresOrderValues),
+      orders: restingOrders(futuresRisk, futuresOrderAggregate),
     },
   };
 }
 
-/** Pair a venue's `getRiskView` deltas with its `getOrderValues` limit-price totals. */
+/** Pair a venue's risk deltas with its cached order aggregate. */
 function restingOrders(
   risk: { buyOrderDelta: bigint; sellOrderDelta: bigint },
-  values: readonly [bigint, bigint],
+  aggregate: { buyValue: bigint; sellValue: bigint },
 ): AccountSnapshot["perp"]["orders"] {
   return {
     buyDelta: risk.buyOrderDelta,
     sellDelta: risk.sellOrderDelta,
-    buyValue: values[0],
-    sellValue: values[1],
+    buyValue: aggregate.buyValue,
+    sellValue: aggregate.sellValue,
   };
 }