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fix: Polymarket spread ref = ticker mid_price - #1729

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Flotapponnier merged 2 commits into
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fix/polymarket-mid-price
Aug 3, 2026
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Flotapponnier merged 2 commits into
devfrom
fix/polymarket-mid-price

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@Flotapponnier

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Polymarket's orderbook has outlier orders at the top of book that inflate (bestBid+bestAsk)/2. This caused non-monotonic cost tiers: $10k costing more than $1M (53 bps vs 7 bps for ETH).

Root cause: a stale/wide best ask shifts the computed mid far from fair value. A $1k order that barely moves from bestAsk gets an inflated spread, while larger orders fall into the dense cheap liquidity at mid-market.

Fix: use mid_price from the /tickers endpoint (already fetched for funding rate) as the spread reference. The exchange-published mid is computed from their matching engine and is immune to outlier book orders. Tickers fetch is moved to step 2 so the mid is available before the book walk.

@Flotapponnier
Flotapponnier merged commit 51fc07e into dev Aug 3, 2026
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bakabhai993 pushed a commit to bakabhai993/OpenChainBench that referenced this pull request Sep 12, 2026
* fix: group headerActions in count-leaderboard to prevent justify-between spread

* fix: use Polymarket ticker mid_price as spread reference instead of (bestBid+bestAsk)/2
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