Market-data normalization

Tayho workers consume a small, stable fact protocol instead of coupling transaction-signing code to Hyperliquid’s evolving exchange API. Two stateless tayho-market-data replicas translate the testnet-only outcomeMeta catalog and l2Book snapshots into authenticated WAD observations.

Hyperliquid /info ──► tayho-market-data x2
                         ├─ impact + index ─► tayho-oracle x2 ─► attestFunding
                         └─ depth + pending resolution ─► tayho-attester x2

Outcome assets use 100_000_000 + 10 * outcome + side, with sides restricted to zero and one. The adapter queries #<10 * outcome + side>, validates a fresh monotonic two-sided book, and derives:

impact: the midpoint of bid and ask VWAPs that each fill MARKET_DATA_IMPACT_NOTIONAL_WAD;
index: the BBO midpoint;
depth: the smaller USDC notional available on either side inside MARKET_DATA_DEPTH_BAND_BPS;
resolution: pending unless an upstream supplies an explicit final side.

The funding and attester workers separately authenticate each route, validate identity/freshness again, smooth funding samples in Redis, and use their durable PostgreSQL transaction journals for on-chain publication. The adapter owns neither a signer nor durable protocol state. Testnet intentionally permits one upstream so end-to-end deployment can be exercised. That is not source independence: production keeps the worker’s independent-origin gates and substitutes separately governed index and resolution providers. A second replica improves process availability but does not turn one upstream into two independent sources.

Service contract

The private Elysia service exposes four independently authenticated, read-only facts: /v1/funding/impact, /v1/funding/index, /v1/oracle/depth, and /v1/oracle/resolution. Inputs are an asset and oracle key. Outputs use bounded decimal strings and carry freshness/source metadata. Invalid identity, one-sided or crossed books, stale samples, insufficient notional, and ambiguous resolution fail closed. The service is stateless and signerless. It receives no PostgreSQL, Redis, RPC, contract address, coordination token, or public domain. /livez proves process liveness; /readyz qualifies the configured upstream and normalization path without exposing resolved credentials. Loss pauses new oracle/attester observations but cannot mutate prior on-chain state. Sources: apps/market-data/src, schemas, and qualification tests.

​Market-data normalization

​Service contract

Market-data normalization

Service contract