fix market orders using stale book prices or log page#1029
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stop falling back to mark price when the book is empty, refresh the on-chain log page right before building txs, and fix the orderbook watchdog that reset its timer without new data
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hey team, mooncitydev here. looked through the trading path and found a few spots where market orders could go out with bad assumptions. not sure how often it bites in prod but the failure modes are rough when they hit.
first, market buys/sells and position closes fell back to mark price when the order book side was empty. mark and top of book can diverge a lot during reconnects or thin liquidity, so fill price on chain could be way off what the user expected. now we require a live bid/ask and reject if the book has not updated in the last 10s.
second, the orderbook websocket watchdog called forceReconnect after 5s of silence but also bumped lastMessageTimeRef without getting new data. that meant the UI kept showing a filled book while the feed was actually dead. removed that fake reset and surface a stale state while reconnecting.
third, market/limit/cancel txs used marketOrderLogPage from a 30s cache and never refreshed at submit time. if the on chain page moved, txs could fail intermittently. we now fetch the current page right before building the transaction.
added a small helper + tests for the book freshness checks. cheers