perp-fees harness: 4 data bugs (Paradex, gains, dYdX, GMX) - #1234
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…order, GMX Subsquid error surfacing - Paradex: cap fill ratio at 90% of visible book (depth=100). Tiers that eat through the tail now return book_too_thin and skip publishing instead of inflated 150-500 bps ghost values. - gains: only cache USD-quoted pairs during pair discovery, widen scan 60->200. Root cause was a SOL/BTC pair overwriting the SOL/USD cache entry, publishing the wrong feeIndex and uniform 4.333 bps across ETH/BTC/SOL. - dydx: sort v4-indexer level responses (asks ascending, bids descending) before walking the book. Insertion-order walk produced 1.7-2x inflated headline at 100k/1M tiers. - gmx: prefix Subsquid errors, surface GraphQL errors[], fall back to unsuffixed positionFeeFactor if the impact-branch field is absent, and error out on zero factor. Prevents the silent-6bps-constant fallback path. Verified: go build + go vet clean.
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Cherry-pick of #1233 to main.
Fixes 4 data-quality bugs in the perp-fees harness. See #1233 for the full breakdown.
Note: merging this to main does NOT deploy the harness. The harness runs on VPS
ocb-par-mainand needs a manual rsync + rebuild via the standard runbook after merge.Test plan
go buildclean