refactor(market-maker): wire batch sizes into every multicall via config

market-maker/configs/futures.dev.yml

@@ -88,7 +88,6 @@ oracle:
 health:
   port: ${MAKER_HEALTH_PORT:-3001}
 
-readBatchSize: 3
+readBatchSize: 30
 # Per-operation batch sizes for writes (futures: closeOrder limit / createOrders limit).
-cancelBatchSize: 20
-createBatchSize: 10
+writeBatchSize: 20

market-maker/configs/futures.local.yml

@@ -75,7 +75,6 @@ oracle:
 health:
   port: 3001
 
-readBatchSize: 10
+readBatchSize: 100
 # Per-operation batch sizes for writes.
-cancelBatchSize: 20
-createBatchSize: 10
+writeBatchSize: 20

market-maker/configs/futures.prd.yml

@@ -81,7 +81,6 @@ oracle:
 health:
   port: ${MAKER_HEALTH_PORT:-3001}
 
-readBatchSize: 10
+readBatchSize: 100
 # Per-operation batch sizes for writes.
-cancelBatchSize: 20
-createBatchSize: 10
+writeBatchSize: 20

market-maker/configs/futures.stg.yml

@@ -81,7 +81,6 @@ oracle:
 health:
   port: ${MAKER_HEALTH_PORT:-3001}
 
-readBatchSize: 10
+readBatchSize: 100
 # Per-operation batch sizes for writes.
-cancelBatchSize: 20
-createBatchSize: 10
+writeBatchSize: 20

market-maker/configs/perps.dev.yml

@@ -91,7 +91,6 @@ oracle:
 health:
   port: ${MAKER_HEALTH_PORT:-3002}
 
-readBatchSize: 10
+readBatchSize: 100
 # Per-operation batch sizes for writes (perps: individual cancelOrder / createOrder).
-cancelBatchSize: 30
-createBatchSize: 30
+writeBatchSize: 20

market-maker/configs/perps.local.yml

@@ -81,7 +81,6 @@ oracle:
 health:
   port: ${MAKER_HEALTH_PORT:-3001}
 
-readBatchSize: 10
+readBatchSize: 100
 # Per-operation batch sizes for writes.
-cancelBatchSize: 30
-createBatchSize: 30
+writeBatchSize: 20

market-maker/configs/perps.prd.yml

@@ -83,7 +83,6 @@ oracle:
 health:
   port: ${MAKER_HEALTH_PORT:-3001}
 
-readBatchSize: 10
+readBatchSize: 100
 # Per-operation batch sizes for writes.
-cancelBatchSize: 30
-createBatchSize: 30
+writeBatchSize: 20

market-maker/configs/perps.stg.yml

@@ -82,7 +82,6 @@ oracle:
 health:
   port: ${MAKER_HEALTH_PORT:-3001}
 
-readBatchSize: 10
+readBatchSize: 100
 # Per-operation batch sizes for writes.
-cancelBatchSize: 30
-createBatchSize: 30
+writeBatchSize: 20

market-maker/schemas/futures.json

@@ -22,8 +22,7 @@
     "timing",
     "health",
     "readBatchSize",
-    "cancelBatchSize",
-    "createBatchSize"
+    "writeBatchSize"
   ],
   "properties": {
     "nodeEnv": {
@@ -924,7 +923,7 @@
       "description": "Maximum number of contract calls bundled into a single Multicall3 read. Calls are chunked transparently; lower values reduce RPC timeouts on busy providers at the cost of more round-trips.",
       "default": 10
     },
-    "cancelBatchSize": {
+    "writeBatchSize": {
       "anyOf": [
         {
           "minimum": 1,
@@ -936,23 +935,8 @@
           "description": "Environment variable interpolation (resolved at startup)"
         }
       ],
-      "description": "Maximum closeOrder calls per cancellation batch. The adapter groups cancels into chunks of this size before sending.",
+      "description": "Maximum qty per write batch. The adapter groups cancels into chunks of this size before sending.",
       "default": 20
-    },
-    "createBatchSize": {
-      "anyOf": [
-        {
-          "minimum": 1,
-          "type": "number"
-        },
-        {
-          "type": "string",
-          "pattern": "^\\$\\{[A-Za-z_][A-Za-z0-9_]*(:-[^}]*)?\\}$",
-          "description": "Environment variable interpolation (resolved at startup)"
-        }
-      ],
-      "description": "Maximum orders per createOrders call. The adapter packs creates into batches of this size.",
-      "default": 10
     }
   }
 }

market-maker/schemas/perps.json

@@ -22,8 +22,7 @@
     "timing",
     "health",
     "readBatchSize",
-    "cancelBatchSize",
-    "createBatchSize"
+    "writeBatchSize"
   ],
   "properties": {
     "nodeEnv": {
@@ -901,7 +900,7 @@
       "description": "Maximum number of contract calls bundled into a single Multicall3 read. Calls are chunked transparently; lower values reduce RPC timeouts.",
       "default": 10
     },
-    "cancelBatchSize": {
+    "writeBatchSize": {
       "anyOf": [
         {
           "minimum": 1,
@@ -913,23 +912,8 @@
           "description": "Environment variable interpolation (resolved at startup)"
         }
       ],
-      "description": "Maximum cancelOrder calls per cancellation batch. Perps has no batch cancel — each cancel is one call.",
-      "default": 30
-    },
-    "createBatchSize": {
-      "anyOf": [
-        {
-          "minimum": 1,
-          "type": "number"
-        },
-        {
-          "type": "string",
-          "pattern": "^\\$\\{[A-Za-z_][A-Za-z0-9_]*(:-[^}]*)?\\}$",
-          "description": "Environment variable interpolation (resolved at startup)"
-        }
-      ],
-      "description": "Maximum createOrder calls per creation batch. Perps has no batch create — each create is one call.",
-      "default": 30
+      "description": "Maximum qty per write batch. The adapter groups cancels into chunks of this size before sending.",
+      "default": 20
     }
   }
 }

market-maker/src/adapters/futures/index.ts

@@ -8,12 +8,8 @@ export interface CreateFuturesVenueOpts {
   wallet: WalletContext;
   address: `0x${string}`;
   multicall3Address?: `0x${string}`;
-  /** Max calls per Multicall3 read batch. Default 100. */
   readBatchSize: number;
-  /** Max closeOrder calls per cancellation batch. Default 20. */
-  cancelBatchSize: number;
-  /** Max orders per createOrders call. Default 10. */
-  createBatchSize: number;
+  writeBatchSize: number;
   logger: pino.Logger;
 }
 

market-maker/src/adapters/futures/instrument.ts

@@ -19,9 +19,6 @@ import { FuturesOwnOrders } from "./ownOrders.ts";
 
 const FUTURES_INSTRUMENT_ID = "futures";
 
-/** Maximum encoded calls per multicall write tx (safety net for block gas limit). */
-const WRITE_BATCH_SIZE = 50;
-
 export class FuturesInstrumentAdapter implements InstrumentAdapter {
   readonly id = FUTURES_INSTRUMENT_ID;
   readonly venue: FuturesVenueAdapter;
@@ -34,9 +31,8 @@ export class FuturesInstrumentAdapter implements InstrumentAdapter {
 
   constructor(venue: FuturesVenueAdapter, logger: pino.Logger) {
     this.venue = venue;
-    const batchSize = venue.readBatchSize;
-    this.book = new FuturesBook(this, batchSize);
-    this.ownOrders = new FuturesOwnOrders(venue, logger, batchSize);
+    this.book = new FuturesBook(this, venue.readBatchSize);
+    this.ownOrders = new FuturesOwnOrders(venue, logger, venue.readBatchSize);
   }
 
   async getIndexPrice(): Promise<bigint> {
@@ -147,18 +143,12 @@ export class FuturesInstrumentAdapter implements InstrumentAdapter {
   ): Promise<ExecuteOrdersResult> {
     // 1. Build the ordered call list: cancels first, then creates.
     const calls = this.buildCallList(intent);
-    if (calls.length === 0) {
-      return { receipts: [], errors: [] };
-    }
 
     if (intent.dryRun) {
-      const totalBatches = Math.ceil(calls.length / WRITE_BATCH_SIZE);
       logger.info(
         {
           cancels: intent.cancels.length,
           creates: intent.creates.length,
-          calls: calls.length,
-          batches: totalBatches,
         },
         "DRY RUN: would send multicall batches",
       );
@@ -168,12 +158,11 @@ export class FuturesInstrumentAdapter implements InstrumentAdapter {
     // 2. Chunk into tx-sized groups and broadcast sequentially.
     const receipts: { gasUsed: bigint; effectiveGasPrice: bigint }[] = [];
     const errors: Error[] = [];
-    const totalBatches = Math.ceil(calls.length / WRITE_BATCH_SIZE);
-
-    for (let offset = 0; offset < calls.length; offset += WRITE_BATCH_SIZE) {
-      const chunk = calls.slice(offset, offset + WRITE_BATCH_SIZE);
-      const batchNum = Math.floor(offset / WRITE_BATCH_SIZE) + 1;
+    const totalBatches = calls.length;
 
+    console.log(calls);
+    for (let batchNum = 0; batchNum < totalBatches; batchNum++) {
+      const chunk = calls[batchNum];
       try {
         const hash = await this.venue.multicall(chunk, {
           maxFeePerGas: intent.maxFeePerGas,
@@ -211,26 +200,33 @@ export class FuturesInstrumentAdapter implements InstrumentAdapter {
   }
 
   /** Build the ordered call list: cancels (individual closeOrder) then creates (createOrders). */
-  private buildCallList(intent: ExecuteOrdersIntent): `0x${string}`[] {
-    const cancelSize = this.venue.cancelBatchSize;
-    const createSize = this.venue.createBatchSize;
-    const calls: `0x${string}`[] = [];
-
-    // Cancels: chunk by cancelBatchSize, each = one closeOrder call.
-    for (let i = 0; i < intent.cancels.length; i += cancelSize) {
-      const batch = intent.cancels.slice(i, i + cancelSize);
-      for (const c of batch) {
-        calls.push(this.encodeCancel(c));
+  private buildCallList(intent: ExecuteOrdersIntent): `0x${string}`[][] {
+    const batchSize = this.venue.writeBatchSize;
+
+    let batchN = 0;
+    let qtyCount = 0; // we limit batch by qty count, since gas cost of one cancel approx eq one create order qty=1
+    const batch: `0x${string}`[][] = [];
+    function addTx(tx: `0x${string}`, qty: number) {
+      if (!batch[batchN]) {
+        batch[batchN] = new Array();
       }
+      batch[batchN].push(tx);
+      qtyCount += qty;
+      if (batch[batchN].length >= batchSize) {
+        batchN++;
+        qtyCount = 0;
+      }
+    }
+
+    for (const c of intent.cancels) {
+      addTx(this.encodeCancel(c), 1);
     }
 
-    // Creates: chunk by createBatchSize, each chunk = one createOrders call.
-    for (let i = 0; i < intent.creates.length; i += createSize) {
-      const batch = intent.creates.slice(i, i + createSize);
-      calls.push(this.encodeCreateOrders(batch));
+    for (const c of intent.creates) {
+      addTx(this.encodeCreate(c), Number(c.size));
     }
 
-    return calls;
+    return batch;
   }
 
   /** Encode a batch of creates via the `createOrders` contract function. */

market-maker/src/adapters/futures/venue.ts

@@ -28,9 +28,7 @@ export interface FuturesVenueOptions {
   /** Max calls per Multicall3 read batch. Default 100. */
   readBatchSize: number;
   /** Max closeOrder calls per cancellation batch. Default 20. */
-  cancelBatchSize: number;
-  /** Max orders per createOrders call. Default 10. */
-  createBatchSize: number;
+  writeBatchSize: number;
   logger: pino.Logger;
 }
 
@@ -61,8 +59,7 @@ export class FuturesVenueAdapter implements VenueAdapter {
   private readonly logger: pino.Logger;
   private readonly multicall3Address: `0x${string}`;
   readonly readBatchSize: number;
-  readonly cancelBatchSize: number;
-  readonly createBatchSize: number;
+  readonly writeBatchSize: number;
   private instrumentSingleton: FuturesInstrumentAdapter | null = null;
 
   private vaultAddressCache: `0x${string}` | null = null;
@@ -87,8 +84,7 @@ export class FuturesVenueAdapter implements VenueAdapter {
       throw new Error(`chain ${this.chain.name} has no multicall3 address`);
     this.multicall3Address = mc3;
     this.readBatchSize = opts.readBatchSize;
-    this.cancelBatchSize = opts.cancelBatchSize;
-    this.createBatchSize = opts.createBatchSize;
+    this.writeBatchSize = opts.writeBatchSize;
 
     this.events = new FuturesVenueEvents(this.publicClient, this.address);
     this.account = new FuturesCollateralAccount(this);

market-maker/src/apps/futures/config.ts

@@ -168,20 +168,13 @@ export const futuresRootSchema = Type.Object(
         "Calls are chunked transparently; lower values reduce RPC timeouts on busy providers " +
         "at the cost of more round-trips.",
     }),
-    cancelBatchSize: Type.Number({
+    writeBatchSize: Type.Number({
       minimum: 1,
       default: 20,
       description:
-        "Maximum closeOrder calls per cancellation batch. " +
+        "Maximum qty per write batch. " +
         "The adapter groups cancels into chunks of this size before sending.",
     }),
-    createBatchSize: Type.Number({
-      minimum: 1,
-      default: 10,
-      description:
-        "Maximum orders per createOrders call. " +
-        "The adapter packs creates into batches of this size.",
-    }),
   },
   { ...Closed, description: "Titan Market Maker — Futures app config." },
 );

market-maker/src/apps/futures/main.ts

@@ -46,8 +46,7 @@ async function main(): Promise<void> {
     wallet,
     address: config.venue.address,
     readBatchSize: config.readBatchSize,
-    cancelBatchSize: config.cancelBatchSize,
-    createBatchSize: config.createBatchSize,
+    writeBatchSize: config.writeBatchSize,
     logger,
   });
   const instrument = await venue.getInstrument();

market-maker/src/apps/perps/config.ts

@@ -155,21 +155,12 @@ export const perpsRootSchema = Type.Object(
         "Maximum number of contract calls bundled into a single Multicall3 read. " +
         "Calls are chunked transparently; lower values reduce RPC timeouts.",
     }),
-
-    cancelBatchSize: Type.Number({
-      minimum: 1,
-      default: 30,
-      description:
-        "Maximum cancelOrder calls per cancellation batch. " +
-        "Perps has no batch cancel — each cancel is one call.",
-    }),
-
-    createBatchSize: Type.Number({
+    writeBatchSize: Type.Number({
       minimum: 1,
-      default: 30,
+      default: 20,
       description:
-        "Maximum createOrder calls per creation batch. " +
-        "Perps has no batch create — each create is one call.",
+        "Maximum qty per write batch. " +
+        "The adapter groups cancels into chunks of this size before sending.",
     }),
   },
   { ...Closed, description: "Titan Market Maker — Perps app config." },

market-maker/src/apps/perps/main.ts

@@ -46,8 +46,8 @@ async function main(): Promise<void> {
     wallet,
     address: config.venue.address,
     readBatchSize: config.readBatchSize,
-    cancelBatchSize: config.cancelBatchSize,
-    createBatchSize: config.createBatchSize,
+    cancelBatchSize: config.writeBatchSize,
+    createBatchSize: config.writeBatchSize,
     logger,
   });
   const instrument = await venue.getInstrument();