Spec drift: myriad — market response missing tradingModel, negRisk, volumeNotional, eventId, and 8 other new fields

[realfishsam]

Exchange

myriad

Drift Type

changed_response

Severity

MEDIUM — NegRisk group markets, order-book-only markets, and volume-notional data cannot be distinguished or surfaced through the spec

Their Docs

The live Myriad API reference documents these new fields on market objects (GET /markets, GET /markets/{id}) not present in PMXT's cached MarketSummary/MarketDetail schema:

• tradingModel (string) — "ob" for order-book markets vs "amm" for AMM markets
• negRisk (boolean) — whether the market is part of a NegRisk event group
• eventId (integer) — NegRisk event group ID
• outcomeIndex (integer) — outcome index within the NegRisk event
• volumeNotional (number) — volume in notional USD terms
• volumeNotional24h (number) — 24h notional volume
• shortName (string)
• publishedAt (date-time)
• tags (array) — distinct from topics
• oracle (object)
• executionMode (string)

Source: https://docs.myriad.markets/builders/myriad-api-reference (market schema)

Our Cached Spec

core/specs/myriad/myriad.yaml — MarketSummary and MarketDetail schemas do not include any of these fields.

File: core/specs/myriad/myriad.yaml (MarketSummary and MarketDetail schemas)

callApi() References at Risk

• callApi('getMarkets', ...) at fetcher.ts:187, 216 — market detail responses will include these new fields but the typed schema won't surface them

Hardcoded URL Bypasses

• ${this.baseUrl}/markets at fetcher.ts:110, 126
• ${this.baseUrl}/markets/${id} at fetcher.ts:293

Impact

PMXT cannot distinguish NegRisk markets from standard markets, or order-book markets from AMM markets. The tradingModel field is particularly important for routing to the correct order endpoint.

Fix: Add the new fields to MarketSummary/MarketDetail schemas in myriad.yaml; update normalizeMarket() to map tradingModel, negRisk, and eventId to appropriate normalized fields.

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Found by automated spec drift audit