fix(balancer): exclude TORUS from prices.day in protocol fee USD conversion#9801
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fix(balancer): exclude TORUS from prices.day in protocol fee USD conversion#9801tiagoponciano wants to merge 1 commit into
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Description:
Summary
Excludes TORUS (
0xb47f575807fc5466285e1277ef8acfbb5c6686e8) from theprices.daylookup inbalancer_v3_compatible_protocol_fee_macro, preventing inflated Swap Fee USD values caused by a bad upstream DEX-derived price.A dust trade in
dex.tradeswith a very small TORUS amount (~0.000006) and$0.214notional produced an implied price of ~34,659 USD viaamount_usd / token_amount. That value flowed through the SQLMesh pricing pipeline intoprices.day(source = 'dex.trades') and was consumed bybalancer.protocol_fee, causing an abnormal ~600k USD Swap Fee spike. Normal TORUS trades imply ~0.016 USD.quick links for more information: