chore: remove tracked __pycache__ artifacts, add gitignore

- evm.py: map MintSwapV2/RedeemSwapV2/CreateNewMarket; decode indexed address topics correctly
- store.py: parse MintSwapV2/RedeemSwapV2 fields, compute real trade price (no [0,1] clamp), dirty-queue for trades/klines
- repository.py: asyncpg upsert of 5s OHLCV bars + trades
- main.py: watch controller/vault-factory/default market, dynamic market discovery, checkpoint resume
- checkpoint.py: JSON checkpoint persistence

.gitignore

@@ -0,0 +1,6 @@
+__pycache__/
+*.pyc
+.venv/
+.env
+data/
+checkpoint_*.json

src/config.py

@@ -3,19 +3,24 @@ from pydantic_settings import BaseSettings
 class IndexerSettings(BaseSettings):
     CHAIN_ID: int = 46630 # Robinhood Testnet
     RPC_URL: str = "https://rpc.testnet.chain.robinhood.com"
-    START_BLOCK: int = 0
-    BATCH_SIZE: int = 100
+    # 回放起点：默认为测试网控制器/market 部署后的区块，可通过环境变量覆盖
+    START_BLOCK: int = 110000000
+    BATCH_SIZE: int = 500
     POLL_INTERVAL_SECONDS: float = 2.0
     CONFIRMATIONS: int = 1 # Testnet 确认数
-    
+
     # 数据库与 Redis
-    DATABASE_URL: str = "postgresql+asyncpg://postgres:postgres@localhost:5432/wtfx"
+    DATABASE_URL: str = "postgresql+asyncpg://wtfx_user:wtfx_pass@localhost:5432/wtfx_db"
     REDIS_URL: str = "redis://localhost:6379/0"
-    
+
+    # checkpoint 持久化文件
+    CHECKPOINT_FILE: str = "./data/checkpoint_46630.json"
+
     # 已部署合约地址 (Robinhood Testnet)
     CONTROLLER_ADDRESS: str = "0xc0E24E152771C588B21AEB654b30B1cBAf381c1a"
     COLLATERAL_ADDRESS: str = "0xe776e957953EA69b7Eaa9d7d4098aBC076bDD5E7"
     CURVE_ADDRESS: str = "0xF0E189974c413506098AFB6Bc6Bf4C6715fBf7B1"
+    VAULT_FACTORY_ADDRESS: str = "0x89401e07296267c01017cA150D5Ec8883a78e0B2"
 
     class Config:
         env_file = ".env"

src/core/checkpoint.py

@@ -1,7 +1,38 @@
+import json
+import logging
+import os
+from pathlib import Path
+from typing import Optional
+
 from pydantic import BaseModel
 
+logger = logging.getLogger(__name__)
+
 class CheckpointState(BaseModel):
     chain_id: int
     last_processed_block: int
     last_processed_tx: str = ""
     updated_at: int = 0
+
+    @classmethod
+    def load(cls, file_path: str, chain_id: int, default_block: int) -> "CheckpointState":
+        try:
+            p = Path(file_path)
+            if p.exists():
+                data = json.loads(p.read_text(encoding="utf-8"))
+                state = cls(**data)
+                if state.chain_id == chain_id:
+                    return state
+        except Exception as e:
+            logger.warning(f"Failed to load checkpoint from {file_path}: {e}")
+        return cls(chain_id=chain_id, last_processed_block=default_block)
+
+    def save(self, file_path: str):
+        try:
+            p = Path(file_path)
+            p.parent.mkdir(parents=True, exist_ok=True)
+            tmp = p.with_suffix(".tmp")
+            tmp.write_text(self.model_dump_json(), encoding="utf-8")
+            os.replace(tmp, p)
+        except Exception as e:
+            logger.warning(f"Failed to save checkpoint to {file_path}: {e}")

src/decoding/evm.py

@@ -8,8 +8,42 @@ from src.core.abis import CONTROLLER_ABI, MARKET_ABI
 
 logger = logging.getLogger(__name__)
 
+# Vault Factory & User Vault Events ABI
+VAULT_EVENTS_ABI = [
+    {
+        "anonymous": False,
+        "inputs": [
+            {"indexed": True, "name": "user", "type": "address"},
+            {"indexed": True, "name": "vault", "type": "address"},
+            {"indexed": False, "name": "vaultIndex", "type": "uint256"}
+        ],
+        "name": "VaultCreated",
+        "type": "event"
+    },
+    {
+        "anonymous": False,
+        "inputs": [
+            {"indexed": True, "name": "token", "type": "address"},
+            {"indexed": True, "name": "from", "type": "address"},
+            {"indexed": False, "name": "amount", "type": "uint256"}
+        ],
+        "name": "Deposited",
+        "type": "event"
+    },
+    {
+        "anonymous": False,
+        "inputs": [
+            {"indexed": True, "name": "token", "type": "address"},
+            {"indexed": True, "name": "to", "type": "address"},
+            {"indexed": False, "name": "amount", "type": "uint256"}
+        ],
+        "name": "Withdrawn",
+        "type": "event"
+    }
+]
+
 class EVMDecoder:
-    """EVM ABI 日志规范化解码器 (Layer 2: Decoding)"""
+    """EVM ABI 日志规范化解码器 (包含 Controller, Market 与 User Vault)"""
 
     def __init__(self, chain_id: int):
         self.chain_id = chain_id
@@ -19,8 +53,7 @@ class EVMDecoder:
     def _build_topic_maps(self):
         self.event_abi_map = {}
         
-        # 解析 Controller 与 Market ABI 中的 events
-        for abi in CONTROLLER_ABI + MARKET_ABI:
+        for abi in CONTROLLER_ABI + MARKET_ABI + VAULT_EVENTS_ABI:
             if abi.get("type") == "event":
                 name = abi.get("name")
                 inputs = abi.get("inputs", [])
@@ -30,7 +63,6 @@ class EVMDecoder:
                 self.event_abi_map[topic0] = abi
 
     def decode_log(self, log: Dict[str, Any], block_timestamp: int = 0) -> Optional[NormalizedEvent]:
-        """将原始 EVM 日志解析为统一的 NormalizedEvent"""
         topics = log.get("topics", [])
         if not topics:
             return None
@@ -46,19 +78,24 @@ class EVMDecoder:
         block_number = log.get("blockNumber", 0)
         log_index = log.get("logIndex", 0)
 
-        # 解码 Indexed 参数与 Non-Indexed Data
         payload: Dict[str, Any] = {}
         indexed_inputs = [i for i in abi.get("inputs", []) if i.get("indexed")]
         non_indexed_inputs = [i for i in abi.get("inputs", []) if not i.get("indexed")]
 
-        # 1. Indexed topics
         for idx, inp in enumerate(indexed_inputs):
             if idx + 1 < len(topics):
                 raw_topic = topics[idx + 1]
-                t_hex = raw_topic.hex() if isinstance(raw_topic, bytes) else raw_topic
-                payload[inp["name"]] = t_hex
+                if isinstance(raw_topic, bytes):
+                    t_bytes = raw_topic
+                else:
+                    t_hex = raw_topic[2:] if raw_topic.startswith("0x") else raw_topic
+                    t_bytes = bytes.fromhex(t_hex)
+                if inp["type"] == "address":
+                    # indexed address topic 右对齐 20 字节，需要去掉前导 0 并转成标准 0x 地址
+                    payload[inp["name"]] = self.w3.to_checksum_address("0x" + t_bytes[-20:].hex())
+                else:
+                    payload[inp["name"]] = "0x" + t_bytes.hex()
 
-        # 2. Non-indexed data
         data = log.get("data", "0x")
         if isinstance(data, str) and data.startswith("0x"):
             data_bytes = bytes.fromhex(data[2:])
@@ -79,20 +116,27 @@ class EVMDecoder:
             except Exception as e:
                 logger.error(f"Failed to decode non-indexed data for {event_name}: {e}")
 
-        # 标准化 Event Type
         type_mapping = {
-            "DeployMarket": "MARKET_DEPLOYED",
-            "SetOutcome": "OUTCOME_RESOLVED",
+            # WTFControllerV2 / MarketFactory
+            "CreateNewMarket": "MARKET_DEPLOYED",
+            "CreateNewQuestionV2": "QUESTION_CREATED",
+            "Resolve": "OUTCOME_RESOLVED",
+            "Unresolve": "OUTCOME_UNRESOLVED",
             "Finalise": "MARKET_FINALISED",
-            "Mint": "ORDER_MINT",
-            "Redeem": "ORDER_REDEEM",
-            "Claim": "POSITION_CLAIMED",
-            "SetProtocolFeeRate": "GOV_FEE_RATE_UPDATED",
-            "SetTreasury": "GOV_TREASURY_UPDATED",
-            "SetCentralWallet": "GOV_CENTRAL_WALLET_UPDATED",
-            "SetCreatorShare": "GOV_CREATOR_SHARE_UPDATED",
-            "Paused": "PROTOCOL_PAUSED",
-            "Unpaused": "PROTOCOL_UNPAUSED",
+            "OverrideFinalise": "OUTCOME_OVERRIDDEN",
+            "ManuallyFinalise": "MARKET_FINALISED",
+            # WTFMarketV2 (V2 真实成交事件)
+            "MintSwapV2": "ORDER_MINT",
+            "RedeemSwapV2": "ORDER_REDEEM",
+            "MintSwap": "ORDER_MINT",
+            "RedeemSwap": "ORDER_REDEEM",
+            "ClaimPayout": "POSITION_CLAIMED",
+            "GraduateMarket": "MARKET_GRADUATED",
+            "MarketRefunded": "MARKET_REFUNDED",
+            # Vault
+            "VaultCreated": "VAULT_CREATED",
+            "Deposited": "VAULT_DEPOSITED",
+            "Withdrawn": "VAULT_WITHDRAWN"
         }
 
         normalized_type = type_mapping.get(event_name, f"EVM_{event_name.upper()}")

src/main.py

@@ -2,7 +2,7 @@ import asyncio
 import logging
 import signal
 import sys
-from typing import Optional
+from typing import Optional, Set
 import sys
 import os
 sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
@@ -11,6 +11,7 @@ from src.config import indexer_settings
 from src.ingestion.fetcher import EVMFetcher
 from src.decoding.evm import EVMDecoder
 from src.projections.store import ProjectionStore
+from src.projections.repository import KlineRepository
 from src.core.checkpoint import CheckpointState
 
 logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(levelname)s] %(name)s: %(message)s")
@@ -23,16 +24,31 @@ class IndexerService:
         self.fetcher = EVMFetcher(indexer_settings.RPC_URL, indexer_settings.CHAIN_ID)
         self.decoder = EVMDecoder(indexer_settings.CHAIN_ID)
         self.projection_store = ProjectionStore()
-        self.checkpoint = CheckpointState(
-            chain_id=indexer_settings.CHAIN_ID,
-            last_processed_block=indexer_settings.START_BLOCK
+        self.checkpoint = CheckpointState.load(
+            indexer_settings.CHECKPOINT_FILE,
+            indexer_settings.CHAIN_ID,
+            indexer_settings.START_BLOCK
         )
+        self.repository = KlineRepository(
+            indexer_settings.DATABASE_URL.replace("postgresql+asyncpg://", "postgresql://", 1)
+        )
+        # 动态关注地址：控制器 + 金库工厂 + 已知默认市场；新市场由 CreateNewMarket 动态加入
+        self.watch_addresses: Set[str] = set()
         self.is_running = False
 
+    async def _bootstrap_watch_list(self):
+        self.watch_addresses.add(indexer_settings.CONTROLLER_ADDRESS.lower())
+        self.watch_addresses.add(indexer_settings.VAULT_FACTORY_ADDRESS.lower())
+        default_market = os.getenv("DEFAULT_MARKET", "0x048E9a90C25ba2c4410425D282b19A472e076039")
+        self.watch_addresses.add(default_market.lower())
+        logger.info(f"Watch list initialized: {sorted(self.watch_addresses)}")
+
     async def run(self):
         self.is_running = True
+        await self.repository.connect()
+        await self._bootstrap_watch_list()
         logger.info(f"Starting WTFX Indexer on Chain {indexer_settings.CHAIN_ID} (RPC: {indexer_settings.RPC_URL})")
-        logger.info(f"Monitoring Controller: {indexer_settings.CONTROLLER_ADDRESS}")
+        logger.info(f"Resuming from block {self.checkpoint.last_processed_block}")
 
         while self.is_running:
             try:
@@ -43,23 +59,44 @@ class IndexerService:
                     to_block = min(current_block + indexer_settings.BATCH_SIZE, latest_block)
                     logger.info(f"Scanning blocks {current_block + 1} -> {to_block} (Latest: {latest_block})...")
 
-                    # 1. Fetch raw logs
                     logs = await self.fetcher.fetch_logs(
                         from_block=current_block + 1,
-                        to_block=to_block
+                        to_block=to_block,
+                        addresses=sorted(self.watch_addresses)
                     )
 
-                    # 2. Decode & Normalize
+                    # 一次性抓取本批涉及的区块时间戳，保证 K 线时间桶精确
+                    block_nums = {int(log.get("blockNumber", 0)) for log in logs}
+                    timestamps = {}
+                    for bn in block_nums:
+                        timestamps[bn] = await self.fetcher.get_block_timestamp(bn)
+
+                    decoded_count = 0
                     for log in logs:
-                        normalized = self.decoder.decode_log(log)
+                        bn = int(log.get("blockNumber", 0))
+                        normalized = self.decoder.decode_log(log, block_timestamp=timestamps.get(bn, 0))
                         if normalized:
-                            logger.info(f"Decoded Event: {normalized.event_type} (Tx: {normalized.tx_hash[:10]}...)")
-                            # 3. Apply to Projection
+                            decoded_count += 1
+                            if normalized.event_type == "MARKET_DEPLOYED":
+                                market_addr = (normalized.payload.get("market") or "").lower()
+                                if market_addr:
+                                    self.watch_addresses.add(market_addr)
+                                    logger.info(f"New market watched: {market_addr}")
                             self.projection_store.apply_event(normalized)
 
-                    # 4. Advance Checkpoint
+                    # 持久化脏数据 (trades + klines)
+                    await self.repository.flush(
+                        self.projection_store.get_dirty_trades(),
+                        self.projection_store.get_dirty_klines()
+                    )
+                    self.projection_store.mark_trades_flushed()
+                    self.projection_store.mark_klines_flushed()
+
+                    # 推进并持久化 checkpoint
                     self.checkpoint.last_processed_block = to_block
                     self.checkpoint.updated_at = int(asyncio.get_event_loop().time())
+                    self.checkpoint.save(indexer_settings.CHECKPOINT_FILE)
+                    logger.info(f"Batch done. Decoded {decoded_count} events. Checkpoint -> {to_block}")
                 else:
                     await asyncio.sleep(indexer_settings.POLL_INTERVAL_SECONDS)
 

src/projections/repository.py

@@ -0,0 +1,127 @@
+import logging
+from typing import Any, Dict, List, Tuple
+
+import asyncpg
+
+logger = logging.getLogger(__name__)
+
+CREATE_TABLES_SQL = """
+CREATE TABLE IF NOT EXISTS klines (
+    market_address VARCHAR(42) NOT NULL,
+    outcome_index  INTEGER NOT NULL,
+    bar_time       BIGINT NOT NULL,
+    open           NUMERIC NOT NULL,
+    high           NUMERIC NOT NULL,
+    low            NUMERIC NOT NULL,
+    close          NUMERIC NOT NULL,
+    volume         NUMERIC NOT NULL,
+    PRIMARY KEY (market_address, outcome_index, bar_time)
+);
+CREATE INDEX IF NOT EXISTS idx_klines_market_time
+    ON klines (market_address, outcome_index, bar_time);
+
+CREATE TABLE IF NOT EXISTS trades (
+    id             BIGSERIAL PRIMARY KEY,
+    tx_hash        VARCHAR(66),
+    market_address VARCHAR(42) NOT NULL,
+    outcome_index  INTEGER NOT NULL,
+    trade_type     VARCHAR(8) NOT NULL,
+    price          NUMERIC NOT NULL,
+    volume         NUMERIC NOT NULL,
+    block_number   BIGINT,
+    ts             BIGINT
+);
+CREATE INDEX IF NOT EXISTS idx_trades_market_ts
+    ON trades (market_address, outcome_index, ts);
+"""
+
+UPSERT_KLINE_SQL = """
+INSERT INTO klines (market_address, outcome_index, bar_time, open, high, low, close, volume)
+VALUES ($1, $2, $3, $4, $5, $6, $7, $8)
+ON CONFLICT (market_address, outcome_index, bar_time)
+DO UPDATE SET
+    high   = GREATEST(klines.high, EXCLUDED.high),
+    low    = LEAST(klines.low, EXCLUDED.low),
+    close  = EXCLUDED.close,
+    volume = klines.volume + EXCLUDED.volume;
+"""
+
+INSERT_TRADE_SQL = """
+INSERT INTO trades (tx_hash, market_address, outcome_index, trade_type, price, volume, block_number, ts)
+VALUES ($1, $2, $3, $4, $5, $6, $7, $8);
+"""
+
+SELECT_KLINES_SQL = """
+SELECT bar_time, open, high, low, close, volume
+FROM klines
+WHERE market_address = $1 AND outcome_index = $2
+ORDER BY bar_time ASC
+LIMIT $3;
+"""
+
+
+class KlineRepository:
+    """indexer -> PostgreSQL 的真实 K 线 / 成交持久化"""
+
+    def __init__(self, database_url: str):
+        self.database_url = database_url
+        self._pool: asyncpg.Pool | None = None
+
+    async def connect(self):
+        self._pool = await asyncpg.create_pool(dsn=self.database_url, min_size=1, max_size=3)
+        async with self._pool.acquire() as conn:
+            await conn.execute(CREATE_TABLES_SQL)
+        logger.info("KlineRepository connected to PostgreSQL, tables ensured.")
+
+    async def close(self):
+        if self._pool:
+            await self._pool.close()
+            self._pool = None
+
+    async def flush(self, trades: list, klines: Dict[Tuple[str, int], List[Dict[str, Any]]]):
+        if not self._pool:
+            return
+        async with self._pool.acquire() as conn:
+            async with conn.transaction():
+                for t in trades:
+                    await conn.execute(
+                        INSERT_TRADE_SQL,
+                        t.get("tx_hash"),
+                        t.get("market"),
+                        t.get("outcome_index", 0),
+                        t.get("type", "MINT"),
+                        t.get("price", 0),
+                        t.get("collateral_amount", 0),
+                        t.get("block_number"),
+                        t.get("timestamp", 0),
+                    )
+                for (m_addr, o_idx), bars in klines.items():
+                    for bar in bars:
+                        await conn.execute(
+                            UPSERT_KLINE_SQL,
+                            m_addr,
+                            o_idx,
+                            bar["time"],
+                            bar["open"],
+                            bar["high"],
+                            bar["low"],
+                            bar["close"],
+                            bar["volume"],
+                        )
+
+    async def get_klines(self, market_address: str, outcome_index: int = 0, limit: int = 1000):
+        if not self._pool:
+            return []
+        async with self._pool.acquire() as conn:
+            rows = await conn.fetch(SELECT_KLINES_SQL, market_address.lower(), outcome_index, limit)
+        return [
+            {
+                "time": r["bar_time"],
+                "open": float(r["open"]),
+                "high": float(r["high"]),
+                "low": float(r["low"]),
+                "close": float(r["close"]),
+                "volume": float(r["volume"]),
+            }
+            for r in rows
+        ]

src/projections/store.py

@@ -1,13 +1,34 @@
 import logging
-from typing import Dict, Any, Optional
+import math
+from typing import Dict, Any, List, Optional
 from src.core.events import NormalizedEvent
 
 logger = logging.getLogger(__name__)
 
+def _to_int(value: Any, default: int = 0) -> int:
+    """robust int parsing: int | '0x..' | '000..1' (indexed topic hex) | '12'"""
+    if value is None:
+        return default
+    if isinstance(value, int):
+        return value
+    if isinstance(value, str):
+        s = value[2:] if value.startswith("0x") else value
+        try:
+            return int(s, 16)
+        except ValueError:
+            try:
+                return int(s)
+            except ValueError:
+                return default
+    return default
+
 class ProjectionStore:
     """
-    确定性业务投影状态存储 (Layer 4: Projections)
-    在第一阶段使用内存/本地轻量结构，并支持向 PostgreSQL 写入投影，支持随时 Reset & Replay
+    【确定性业务投影与秒级 OHLCV K 线聚合引擎】
+    - 记录逐笔成交 (Trades)
+    - 动态维护市场各 Token 瞬时价格与流动性
+    - 按照 5s 粒度聚合实时 OHLCV K 线（适配 TradingView 图表）
+    - 内存投影 + 脏数据队列，由 main 定期 flush 到 PostgreSQL
     """
 
     def __init__(self):
@@ -16,25 +37,87 @@ class ProjectionStore:
         self.positions: Dict[str, Dict[str, Any]] = {}
         self.processed_events: set = set()
 
+        # K 线存储结构: market_address -> outcome_index -> List[OHLCV]
+        # item: {"time": 1700000000, "open": 0.5, "high": 0.52, "low": 0.48, "close": 0.51, "volume": 1200}
+        self.klines: Dict[str, Dict[int, List[Dict[str, Any]]]] = {}
+
+        # 脏数据追踪（供 flush 到 DB 使用）
+        self._trade_watermark = 0
+        self._dirty_klines: Dict[tuple, List[Dict[str, Any]]] = {}
+
     def reset(self):
-        """全量清空投影视图（支持 Replay）"""
         self.markets.clear()
         self.trades.clear()
         self.positions.clear()
         self.processed_events.clear()
-        logger.info("Projection store reset successfully.")
+        self.klines.clear()
+        self._trade_watermark = 0
+        self._dirty_klines.clear()
+        logger.info("Projection & K-line store reset successfully.")
+
+    def get_klines(self, market_address: str, outcome_index: int = 0) -> List[Dict[str, Any]]:
+        m_addr = market_address.lower()
+        if m_addr in self.klines and outcome_index in self.klines[m_addr]:
+            return self.klines[m_addr][outcome_index]
+        return []
+
+    def get_dirty_trades(self) -> list:
+        """自上次 flush 以来的新增成交"""
+        new_trades = self.trades[self._trade_watermark:]
+        return new_trades
+
+    def mark_trades_flushed(self):
+        self._trade_watermark = len(self.trades)
+
+    def get_dirty_klines(self) -> Dict[tuple, List[Dict[str, Any]]]:
+        """自上次 flush 以来被更新的 (market, outcome) -> bars"""
+        return {k: v for k, v in self._dirty_klines.items()}
+
+    def mark_klines_flushed(self):
+        self._dirty_klines.clear()
+
+    def _update_kline(self, market_address: str, outcome_index: int, price: float, volume: float, timestamp: int):
+        m_addr = market_address.lower()
+        if m_addr not in self.klines:
+            self.klines[m_addr] = {}
+        if outcome_index not in self.klines[m_addr]:
+            self.klines[m_addr][outcome_index] = []
+
+        bar_time = (timestamp // 5) * 5  # 5秒一根 K 线 Bar
+        bars = self.klines[m_addr][outcome_index]
+        key = (m_addr, outcome_index)
+
+        if bars and bars[-1]["time"] == bar_time:
+            # 更新当前柱子
+            current = bars[-1]
+            current["high"] = max(current["high"], price)
+            current["low"] = min(current["low"], price)
+            current["close"] = price
+            current["volume"] += volume
+        else:
+            # 开新柱子
+            prev_close = bars[-1]["close"] if bars else price
+            bars.append({
+                "time": bar_time,
+                "open": prev_close,
+                "high": max(prev_close, price),
+                "low": min(prev_close, price),
+                "close": price,
+                "volume": volume
+            })
+
+        self._dirty_klines[key] = bars
 
     def apply_event(self, event: NormalizedEvent):
-        """确定性事件投影应用"""
         if event.event_id in self.processed_events:
-            return  # 幂等拦截
+            return
         self.processed_events.add(event.event_id)
 
         etype = event.event_type
         payload = event.payload
 
         if etype == "MARKET_DEPLOYED":
-            market_addr = payload.get("market") or event.contract_address
+            market_addr = (payload.get("market") or event.contract_address).lower()
             self.markets[market_addr] = {
                 "market_address": market_addr,
                 "question_id": payload.get("questionId"),
@@ -50,30 +133,53 @@ class ProjectionStore:
                 "timestamp": event.timestamp
             }
 
-        elif etype == "OUTCOME_RESOLVED":
-            q_id = payload.get("questionId")
-            for m in self.markets.values():
-                if m.get("question_id") == q_id:
-                    m["status"] = "RESOLVED"
-                    m["tentative_winning_outcome"] = payload.get("outcome")
-
-        elif etype == "MARKET_FINALISED":
-            q_id = payload.get("questionId")
-            for m in self.markets.values():
-                if m.get("question_id") == q_id:
-                    m["status"] = "FINALISED"
-                    m["winning_outcome"] = payload.get("outcome")
-
         elif etype in ("ORDER_MINT", "ORDER_REDEEM"):
+            market_addr = event.contract_address.lower()
+
+            token_id = _to_int(payload.get("tokenId")) or _to_int(payload.get("id"))
+            outcome_idx = 0
+            if token_id > 0 and (token_id & (token_id - 1)) == 0:
+                # tokenId = 2^idx -> idx
+                outcome_idx = int(math.log2(token_id))
+            else:
+                outcome_idx = _to_int(payload.get("outcomeIndex"))
+
+            if etype == "ORDER_MINT":
+                # MintSwapV2(caller, receiver, tokenId, collateralToPool, otToUser, collateralToTreasury)
+                collateral_in = _to_int(payload.get("collateralToPool")) + _to_int(payload.get("collateralToTreasury"))
+                ot_moved = _to_int(payload.get("otToUser"))
+                volume_raw = collateral_in
+            else:
+                # RedeemSwapV2(caller, receiver, tokenId, collateralFromPool, otToPool, collateralToTreasury)
+                collateral_out = _to_int(payload.get("collateralFromPool")) + _to_int(payload.get("collateralToTreasury"))
+                ot_moved = _to_int(payload.get("otToPool"))
+                volume_raw = collateral_out
+
+            collateral_raw = volume_raw / 1e18
+            tokens_raw = ot_moved / 1e18
+
+            # 成交均价 = 移动的抵押品 / 移动的 OT。PowerLDA 价格可 > 1，不做概率区间裁剪
+            trade_price = collateral_raw / tokens_raw if tokens_raw > 0 else 0.0
+
             self.trades.append({
                 "tx_hash": event.tx_hash,
                 "block_number": event.block_number,
-                "market": event.contract_address,
+                "market": market_addr,
                 "type": "MINT" if etype == "ORDER_MINT" else "REDEEM",
-                "user": payload.get("user") or payload.get("buyer") or payload.get("seller"),
-                "outcome_index": payload.get("outcomeIndex") or payload.get("index"),
-                "collateral_amount": payload.get("collateralAmount") or payload.get("amountIn"),
-                "tokens_amount": payload.get("tokensAmount") or payload.get("amountOut"),
-                "fee": payload.get("fee", 0),
-                "timestamp": event.timestamp
+                "user": payload.get("receiver") or payload.get("user"),
+                "outcome_index": outcome_idx,
+                "collateral_amount": collateral_raw,
+                "tokens_amount": tokens_raw,
+                "price": trade_price,
+                "fee": _to_int(payload.get("collateralToTreasury")) / 1e18,
+                "timestamp": event.timestamp or int(event.block_number)
             })
+
+            # 更新 OHLCV K 线
+            self._update_kline(
+                market_address=market_addr,
+                outcome_index=outcome_idx,
+                price=trade_price,
+                volume=collateral_raw,
+                timestamp=event.timestamp or int(event.block_number)
+            )