perp-mark-price-lag: Gains and GMX back (venue feeds instead of the Pyth proxy that 401s since 2026-08-27) - #2553
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…ricing backend, GMX v2 oracle price API) instead of a Pyth Hermes proxy; hermes.pyth.network has answered 401 since 2026-08-27 and both rows were empty for 24 days; spec copy no longer assumes a near-zero deviation, it shows the measured one Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01HJgbZCqjR4nvCfcJSzofbw
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Gains (and GMX v2) vanished from /benchmarks/perp-mark-price-lag because their success rate was 0: the harness read a Pyth Hermes proxy for both, and
hermes.pyth.networkhas returned 401 to unauthenticated calls since 2026-08-27 (Hermes went behind API keys). 4,318 errors per venue per day for 24 days; the four orderbook venues read their own APIs and never stopped.Fix, and an upgrade: both venues now read the mark they actually publish.
backend-pricing.eu.gains.trade/charts(BTC/ETH/SOL pair indices 0/1/33, one call per cycle cached across the three assets, snapshots older than 60 s are failures).arbitrum-api.gmxinfra.io/prices/tickers, mid of minPrice/maxPrice, scaled from GMX's 30-decimal fixed point.Live check against Binance spot before shipping: Gains 1.9–2.6 bps, GMX 2.0–3.3 bps on the three assets. Deployed on the VPS (container
ocb-perp-mark-price-lagrebuilt; first cycle logged the same numbers). The frozen gauge values of the failing window (2026-08-27 → today) were purged from Prometheus forgains|gmxso the 24 h quantiles are not polluted; the health gauge history is kept as is (the failure was real), so the two rows come back on the page as the 24 h success average climbs over the next day.Spec: the "structurally near zero" claims are replaced by the measured
{{p50:gains}}/{{p50:gmx}}, methodology and tags name the venue feeds, and the FAQ says why the rows were empty.🤖 Generated with Claude Code
https://claude.ai/code/session_01HJgbZCqjR4nvCfcJSzofbw