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Multi-leg quotes composed from per-leg MM feeds could exceed the structural max payout for deep-ITM strikes (e.g. $70.94 quoted on a $50-wide spread). Clamp final ask/bid (after FEE_MULTIPLIER) to [0, widthUsd/spot] in getSpreadPricing, getCondorPricing, getButterflyPricing; the ask side also gains the zero floor it lacked (negative asks on wrong-order strikes)
getCondorPricing applied vanilla (debit) condor weights to iron condors unconditionally, so the credit came out sign-flipped: a real +$22 credit priced as raw bid -$25.66 / ask -$22.22 and displayed as Bid $0.00 — every iron condor was untradeable. Add a type-aware branch per IRON_CONDOR_PRICING_FIX.md: for type 'iron' (legs [PutK1, PutK2, CallK3, CallK4]), sellNet = bid(K2) + bid(K3) - ask(K1) - ask(K4) buyNet = ask(K2) + ask(K3) - bid(K1) - bid(K4) matching the SDK's own iron_condor payout/collateral orientation in utils.ts. Vanilla call/put condors are byte-identical (verified to 1e-12 over 400 randomized cases). Adds tests/properties/iron-condor-pricing.test.ts (npm run test:ironcondor): worked example credit ~$20.94 bid / ~$27.22 ask, genuine-floor case, vanilla byte-identical regression guards.
…Int; native-collateral premium units - getPositionPricing: spot price and collateral-per-contract now scale via toBigInt(value.toFixed(12), 12) instead of floatToBigInt, which throws for values >= ~9007 (TNU-AUDIT-0056 guard) — every BTC option threw before - getPositionPricing: premium/collateralCost convert to USD only when the collateral IS USD; WETH/cbBTC premiums stay in native underlying terms (was overstated by ~spot-price×, e.g. 100 WETH instead of 0.05 WETH) - getSpreadPricing/getCondorPricing/getButterflyPricing: widthUsd scaling migrated the same way — BTC structures with width >= ~$9,007 threw (reproduced live in the dapp RFQ form with listed 48000/58000 strikes)
…lateMaxContracts cbBTC is 8-decimal BASE collateral for inverse calls, but the old collateralDecimals >= 18 heuristic routed it into the USDC/linear strike-division branch, under-counting max fill size ~1000x (live on 24 real Base book orders, under-counted 662-803x). Discriminate by token identity instead: USDC is the only quote collateral; everything else sizes 1 contract per whole token, rescaled from native decimals to 6-dec numContracts
Negative bigints under one whole unit rendered garbage strings (-500n @ 6dp -> "0.00-5" instead of "-0.0005") because the minus sign was padded and sliced as if it were a digit. formatAmount/formatPrice inherited the corruption. Sign is now extracted first, digits formatted from the absolute value, and "-" re-prefixed; positive and decimals-0 outputs are byte-identical to before
…hema (for the above problem) calculateNumContracts' PUT/LINEAR_CALL/PHYSICAL_PUT fallback returned tradeAmount on missing/zero strike (e.g. 2000 USDC -> 2000 contracts) while calculateCollateralRequired returns 0 for the same input — an internally inconsistent "2000 contracts for $0 collateral" answer. Return 0 to match every other product's guard Also add minItems:1 + exclusiveMinimum:0 to the MCP calculate_num_contracts strikes schema so agent callers can't reach the degenerate path directly
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Summary
Correctness fixes to the pricing/sizing paths shipped in 0.3.0. Every item corrects a
wrong-number-or-throw bug that reaches users or agents. No API surface is added and no
already-correct behavior changes — vanilla condors, WETH/USDC sizing, and the
non-negative pricing paths are byte-identical to before.
getSpreadPricing/getCondorPricing/getButterflyPricingclamp the final bid/ask to[0, width/spot](deep-ITM spreadsno longer quote above max payout, or negative).
type: 'iron'branch now uses correctshort-inner / long-outer weights instead of vanilla-condor weights (was flooring bid
to $0 with a negative ask). Vanilla condors unchanged.
getPositionPricing— routes USD-magnitude values through string-exacttoBigInt(was throwing for every BTC option and any structure wider than ~$9,007); native-
collateral premiums no longer overstated by ~spot×.
calculateMaxContracts— discriminates base-vs-quote collateral by token identity,fixing ~1000× cbBTC call mis-sizing. WETH/USDC unchanged.
utils.fromBigInt— extracts the sign before formatting, so negative sub-unitvalues render correctly (
-500n,6→"-0.0005", was"0.00-5").calculateNumContracts— returns 0 for degenerate strikes (wastradeAmount);MCP
calculate_num_contractsschema constrainsstrikes(minItems: 1,exclusiveMinimum: 0).package.jsonandCHANGELOG.mdare both bumped to 0.3.1 — the branch isrelease-ready (merge → cut a
v0.3.1GitHub Release →publish.ymlpublishes to npm).Test plan
npm run typecheck— cleannpm run lint— cleannpm run build— ESM + CJS + types build cleannpm test— live mainnet integration suite: skipped. All changes are pureoff-chain math + one MCP JSON-schema constraint; no on-chain read/write surface
changed. Coverage is via dedicated property suites below.
test:mmpricing9/9,test:ironcondor4/4,test:positionpricing6/6,test:maxcontracts6/6,test:frombigint7/7,test:numcontracts8/8.Breaking changes
None. Every change is a behavior correction; no method signatures or return shapes
changed. Structures that were already priced/sized correctly are byte-identical.
Codex review
Not required by the trigger (no ABI, payable, or zero-address changes — pure pricing
math + a schema constraint). The fixes were adversarially cross-verified across two
models during development.
Checklist
package.jsonversion bumped to 0.3.1 (matches CHANGELOG)only, no new/changed public surface)
Co-Authored-Bytrailers (verified across all 8 commits)