feat: align keeper + MM with 1 PH/s/day contract unit

.github/workflows/deploy-keeper.yml

@@ -447,35 +447,15 @@ jobs:
           fi
           echo "✅ Service converged on the deployed revision."
 
-      - name: Smoke-test /health reports the deployed version
-        if: steps.rollout.outputs.diagnose == 'true'
-        env:
-          HEALTH_URL: ${{ needs.build.outputs.keeper_health_url }}
-          EXPECTED_VERSION: ${{ needs.build.outputs.version }}
-        run: |
-          set -euo pipefail
-          echo "🔎 GET ${HEALTH_URL} (expecting version=${EXPECTED_VERSION})"
-
-          # Give the new task a moment to bind the health port, then poll.
-          ATTEMPTS=12
-          for i in $(seq 1 "$ATTEMPTS"); do
-            BODY=$(curl -fsS -m 10 "$HEALTH_URL" 2>/dev/null || true)
-            if [ -n "$BODY" ]; then
-              STATUS=$(echo "$BODY" | jq -r '.status // "?"')
-              LIVE_VERSION=$(echo "$BODY" | jq -r '.info.version // "?"')
-              echo "   attempt ${i}: status=${STATUS} version=${LIVE_VERSION}"
-              if [ "$STATUS" = "ok" ] && [ "$LIVE_VERSION" = "$EXPECTED_VERSION" ]; then
-                echo "✅ /health is OK and serving the deployed version."
-                exit 0
-              fi
-            else
-              echo "   attempt ${i}: no response yet"
-            fi
-            sleep 10
-          done
-
-          echo "::error::/health never reported status=ok with version=${EXPECTED_VERSION}. Last body: ${BODY:-<none>}"
-          exit 1
+      # NOTE: There is intentionally no public HTTP smoke-test of /health here.
+      # The keeper sits behind an INTERNAL ALB (see
+      # .bedrock/.terragrunt/06_col_mar_keeper_svc.tf) that only accepts traffic
+      # from the VPC CIDR and VPN range — keeper.{env}.hashpower.exchange is not
+      # resolvable/reachable from GitHub-hosted runners on the public internet.
+      # Health is already proven above: the ALB target group runs a /health
+      # check, and ECS only reports rolloutState=COMPLETED once the new tasks
+      # pass it, which the rollout verification asserts alongside the exact
+      # deployed task-def ARN.
 
       - name: Diagnose failed rollout
         if: failure() && steps.rollout.outputs.diagnose == 'true'

.github/workflows/keeper-test.yml

@@ -63,23 +63,18 @@ jobs:
         working-directory: ./contracts
         run: pnpm install --frozen-lockfile
 
-      # TEMPORARY: pinned to feat/liquidate-to-im-buffer because the keeper's
-      # liquidate-to-IM-buffer orchestration calls contract functions
-      # (`liquidatePositions` on futures, `liquidatePosition(user, closeQty)` on
-      # perps) that only exist on those feature branches. Revert both refs back
-      # to `dev` once derivatives-marketplace#73 and futures-marketplace#203 merge.
       - name: Checkout derivatives-marketplace (perps contracts)
         uses: actions/checkout@v5
         with:
           repository: Lumerin-protocol/derivatives-marketplace
-          ref: feat/liquidate-to-im-buffer
+          ref: c8078b9e430df8a5ec8bc64865d692b38cc69d8c
           path: perps
 
       - name: Checkout futures-marketplace
         uses: actions/checkout@v5
         with:
           repository: Lumerin-protocol/futures-marketplace
-          ref: feat/liquidate-to-im-buffer
+          ref: 5e28bb346b125d90eb138370a8a78c69487d1c26
           path: futures-marketplace
 
       - name: Install perps contracts dependencies

contracts/contracts/PortfolioMarginEngine.sol

@@ -194,7 +194,8 @@ contract PortfolioMarginEngine is
             netDelta += pos.netQuantity * int256(WAD) / qtyScale;
         }
 
-        // Futures delta: sum(deliveryDurationDays * qty) * WAD per active position (optional)
+        // Futures delta: sum(±qty) * WAD per active position — one WAD per contract
+        // (1 PH/s/day), sign per side. No duration multiplier. (optional)
         if (address(futures) != address(0)) {
             netDelta += futures.getNetPositionDelta(user);
         }

indexer/package.json

@@ -16,7 +16,7 @@
     "remove-local": "graph remove --node http://localhost:8020/ collateral-vault",
     "deploy-local": "graph deploy --node http://localhost:8020/ --ipfs http://localhost:5001 --version-label 0 collateral-vault",
     "setup-local": "pnpm prepare-local && pnpm codegen && pnpm build && pnpm create-local && pnpm deploy-local",
-    "test": "graph test",
+    "test": "graph test -v 0.6.0",
     "indexer": "docker compose --env-file ../.env up",
     "graph:api": "open http://localhost:8030/graphql/playground"
   },

keeper/README.md

@@ -216,14 +216,14 @@ Suites cover:
 
 - `pme/health` — multicall batching + `imUtilization` precision
 - `venues/perps` — long/short PnL math, `PERPS_MARKET_ID` sentinel, position id
-- `venues/futures` — buyer/seller PnL, `deliveryAt` → marketId, `deliveryDurationDays` caching
+- `venues/futures` — buyer/seller PnL (one contract = 1 PH/s·day, duration-free), `deliveryAt` → marketId
 - `coordinator/queue` — BigInt-safe ordering, `upsert` re-ranking, snapshot semantics
 - `coordinator/planner` — orders-leg, position ranking, `OrdersStillOpen`-replay, bad-debt
 - `alert/notifier` — dedupe window, severity promotion, ordering, retry-on-failure
 - `discovery/tracker` — checksum dedupe, `onAdded` / `onChanged` listeners, startup backfill
 - `discovery/webhook` — payload extraction across `data` / `records` / array shapes
 - `runtime/scheduler` — alert ladder thresholds, queue upsert + executor kick wiring
-- `oracle/priceFeed` — rebase to token decimals, dispatch, no-op on unchanged answer
+- `oracle/priceFeed` — rebase to token decimals + contract-size unit (`CONTRACT_SIZE_HPS_DAY / ORACLE_UNIT_HPS_DAY`, ×10 at defaults), dispatch, no-op on unchanged answer
 - `predict/mm` — net delta, stress, perp/futures unrealized loss, mm/im surplus
 - `predict/solve` — long/short downside & upside thresholds, drag from orderMargin/funding
 - `predict/predictiveIndex` — upsert/invalidate, sorted crossings on rise & drop

keeper/package.json

@@ -21,8 +21,8 @@
   "dependencies": {
     "amaro": "^1.1.9",
     "collateral-margin-abi": "github:Lumerin-protocol/collateral-margin#dev&path:/contracts/abi",
-    "derivatives-marketplace-abi": "github:Lumerin-protocol/derivatives-marketplace#feat/liquidate-to-im-buffer&path:/contracts/abi",
-    "futures-marketplace-abi": "github:Lumerin-protocol/futures-marketplace#feat/liquidate-to-im-buffer&path:/contracts/abi",
+    "derivatives-marketplace-abi": "github:Lumerin-protocol/derivatives-marketplace#c8078b9e430df8a5ec8bc64865d692b38cc69d8c&path:/contracts/abi",
+    "futures-marketplace-abi": "github:Lumerin-protocol/futures-marketplace#5e28bb346b125d90eb138370a8a78c69487d1c26&path:/contracts/abi",
     "pino": "^10.3.1",
     "viem": "^2.48.8"
   },

keeper/scripts/debug-delivery-bootstrap.ts

@@ -73,15 +73,15 @@ const now = BigInt(Math.floor(Date.now() / 1000));
 const block = await client.getBlock();
 console.log("wall-clock now:", now, "  block.timestamp:", block.timestamp);
 
-const deliveryDurationDays = (await client.readContract({
+const expirationIntervalDays = (await client.readContract({
   address: FUTURES,
   abi: FuturesAbi,
-  functionName: "deliveryDurationDays",
+  functionName: "expirationIntervalDays",
 })) as number;
-const window = BigInt(deliveryDurationDays) * 86_400n;
+const window = BigInt(expirationIntervalDays) * 86_400n;
 console.log(
-  "deliveryDurationDays:",
-  deliveryDurationDays,
+  "expirationIntervalDays:",
+  expirationIntervalDays,
   "→ window:",
   window,
   "s",

keeper/src/oracle/priceFeed.ts

@@ -1,3 +1,4 @@
+import { HashPowerPerpsDEXAbi } from "derivatives-marketplace-abi/HashPowerPerpsDEX.ts";
 import type pino from "pino";
 import type { Chain } from "../chain.ts";
 import type { Config } from "../config.ts";
@@ -40,6 +41,12 @@ export type PriceListener = (update: PriceUpdate) => void;
  * we rescale to the perps/futures token decimals (USDC = 6) so consumers
  * compare apples to apples with `getMarketPrice()`.
  *
+ * The oracle quotes the price of `ORACLE_UNIT_HPS_DAY` (100 TH/s over a day), but the
+ * venues denominate one contract in `contractSizeHpsDay` (default 1e15 = 1 PH/s over a
+ * day). We read that contract-size multiplier from the perps venue once at `start()` and
+ * apply `contractSizeHpsDay / ORACLE_UNIT_HPS_DAY` so the streamed price matches on-chain
+ * `getMarketPrice()`. Both venues are assumed to share the same contract size.
+ *
  * Lifecycle:
  *   - `start()`: read decimals, prime `current` via one `latestRoundData`,
  *     then attach the watcher. Returns once the first read has resolved.
@@ -53,6 +60,10 @@ export class PriceFeed {
   private unwatch: (() => void) | undefined;
   /** 10^(oracleDecimals - tokenDecimals). Set during `start()`. */
   private rescaleDivisor: bigint = 1n;
+  /** Contract size in hashes/s·day (`contractSizeHpsDay`). Set during `start()`. */
+  private contractSizeHpsDay: bigint = 1n;
+  /** Oracle quote basis in hashes/s·day (`ORACLE_UNIT_HPS_DAY`). Set during `start()`. */
+  private oracleUnitHpsDay: bigint = 1n;
 
   private readonly chain: Chain;
   private readonly config: Config;
@@ -91,6 +102,28 @@ export class PriceFeed {
     }
     this.rescaleDivisor = 10n ** BigInt(oracleDecimals - this.tokenDecimals);
 
+    // Rebase from the oracle's quote basis (100 TH/s/day) to one contract unit
+    // (contractSizeHpsDay/day), matching `getMarketPrice()` on-chain.
+    const [contractSizeHpsDay, oracleUnitHpsDay] = await Promise.all([
+      this.chain.publicClient.readContract({
+        address: this.config.perps.address,
+        abi: HashPowerPerpsDEXAbi,
+        functionName: "CONTRACT_SIZE_HPS_DAY",
+      }) as Promise<bigint>,
+      this.chain.publicClient.readContract({
+        address: this.config.perps.address,
+        abi: HashPowerPerpsDEXAbi,
+        functionName: "ORACLE_UNIT_HPS_DAY",
+      }) as Promise<bigint>,
+    ]);
+    if (contractSizeHpsDay <= 0n || oracleUnitHpsDay <= 0n) {
+      throw new Error(
+        `PriceFeed: invalid contract size (contractSizeHpsDay=${contractSizeHpsDay}, ORACLE_UNIT_HPS_DAY=${oracleUnitHpsDay})`,
+      );
+    }
+    this.contractSizeHpsDay = contractSizeHpsDay;
+    this.oracleUnitHpsDay = oracleUnitHpsDay;
+
     await this.refresh("start");
 
     // We watch BTC/USDC (not HashpriceUSD) because HashpriceUSD is a pure
@@ -114,6 +147,8 @@ export class PriceFeed {
         btcUsdcFeed: this.config.oracle.btcUsdcFeedAddress,
         oracleDecimals,
         tokenDecimals: this.tokenDecimals,
+        contractSizeHpsDay: this.contractSizeHpsDay,
+        oracleUnitHpsDay: this.oracleUnitHpsDay,
         currentPrice: this.currentPrice,
       },
       "PriceFeed started",
@@ -164,7 +199,9 @@ export class PriceFeed {
       return;
     }
 
-    const next = answer / this.rescaleDivisor;
+    // Mirror on-chain `getMarketPrice()`: rebase decimals first, then apply the
+    // contract-size multiplier (contractSizeHpsDay / ORACLE_UNIT_HPS_DAY).
+    const next = ((answer / this.rescaleDivisor) * this.contractSizeHpsDay) / this.oracleUnitHpsDay;
     const prev = this.currentPrice;
     if (prev === next) return;
 

keeper/src/predict/mm.ts

@@ -18,7 +18,7 @@ import type { AccountSnapshot, MMParams } from "./types.ts";
  *   - perp.orderMargin (constant)
  *   - perp.unrealizedLoss = max(0, -((P - entry) * netQty / qtyScale))
  *   - futures.orderMargin (constant)
- *   - futures.unrealizedLoss = sum_i max(0, -(buyer? : ±)(P - entry_i)*deliveryDays)
+ *   - futures.unrealizedLoss = sum_i max(0, -(buyer? : ±)(P - entry_i))
  *   - perp.fundingOwed (constant — short-term, refreshed on snapshot)
  *
  * Total mmRequired(P) is therefore piecewise-linear with kinks at the
@@ -40,7 +40,7 @@ function abs(x: bigint): bigint {
  * Aggregate net delta in WAD (matches `_aggregateGreeks` for pure-delta).
  *
  *   perpDelta = perpNetQty * WAD / 10^perpQtyDecimals
- *   futuresDelta = sum_i (isBuyer ? +1 : -1) * deliveryDays * WAD
+ *   futuresDelta = sum_i (isBuyer ? +1 : -1) * WAD
  *
  * Note: the on-chain `getNetPositionDelta` already returns this sum for the
  * futures leg in WAD; we re-derive it here off-chain because the snapshot
@@ -52,7 +52,7 @@ export function netDeltaWad(snap: AccountSnapshot, params: MMParams): bigint {
   let delta = (snap.perp.netQty * WAD) / perpQtyScale;
   for (const pos of snap.futures.positions) {
     const sign = pos.isBuyer ? 1n : -1n;
-    delta += sign * snap.futures.deliveryDays * WAD;
+    delta += sign * WAD;
   }
   return delta;
 }
@@ -99,17 +99,18 @@ export function perpUnrealizedLoss(snap: AccountSnapshot, params: MMParams, P: b
 }
 
 /**
- * Sum of per-position futures unrealized losses at price P. Each contract:
+ * Sum of per-position futures unrealized losses at price P. Each contract
+ * settles `pricePerDay` of notional (no duration multiplier):
  *
  *   diffPerDay = isBuyer ? (P - entryPerDay) : (entryPerDay - P)
- *   pnl = diffPerDay * deliveryDays
+ *   pnl = diffPerDay
  *   loss = max(0, -pnl)
  */
 export function futuresUnrealizedLoss(snap: AccountSnapshot, P: bigint): bigint {
   let sum = 0n;
   for (const pos of snap.futures.positions) {
     const diffPerDay = pos.isBuyer ? P - pos.entryPricePerDay : pos.entryPricePerDay - P;
-    const pnl = diffPerDay * snap.futures.deliveryDays;
+    const pnl = diffPerDay;
     if (pnl < 0n) sum += -pnl;
   }
   return sum;

keeper/src/predict/snapshot.ts

@@ -56,7 +56,7 @@ export async function readMMParams(
  * function of price. Two RPC round-trips:
  *
  *   1. Bulk multicall: balance, perp position/orderMargin/funding,
- *      futures orderMargin/positionIds, deliveryDurationDays.
+ *      futures orderMargin/positionIds.
  *   2. Per-position multicall: hydrate each futures position so we know its
  *      `(buyer, buyPricePerDay, sellPricePerDay)` for off-chain PnL.
  *
@@ -75,7 +75,6 @@ export async function readAccountSnapshot(
     perpFunding,
     futuresOrderMargin,
     futuresPositionIds,
-    deliveryDurationDays,
   ] = await chain.publicClient.multicall({
     contracts: [
       {
@@ -114,11 +113,6 @@ export async function readAccountSnapshot(
         functionName: "getPositionIds" as const,
         args: [user] as const,
       },
-      {
-        address: config.futures.address,
-        abi: FuturesAbi,
-        functionName: "deliveryDurationDays" as const,
-      },
     ] as const,
     allowFailure: false,
   });
@@ -164,7 +158,6 @@ export async function readAccountSnapshot(
     futures: {
       positions: futuresPositions,
       orderMargin: futuresOrderMargin as bigint,
-      deliveryDays: BigInt(deliveryDurationDays as number),
     },
   };
 }