ENG-317: price wire float→double (Phase A, server)

history/src/servers/history/run.ts

@@ -25,7 +25,9 @@ const listPrices = wrapAsyncToRunInSpan({
   fnName: "listPrices",
   fn: async (
     { request }: grpc.ServerUnaryCall<GetPriceHistoryArgs, unknown>,
-    callback: grpc.sendUnaryData<{ priceHistory: Tick[] }>,
+    callback: grpc.sendUnaryData<{
+      priceHistory: Array<Tick & { price_v2: number }>
+    }>,
   ) => {
     const { currency, range } = request
     const priceHistory = await History.getPriceHistory({ currency, range })
@@ -40,7 +42,17 @@ const listPrices = wrapAsyncToRunInSpan({
       })
     }
 
-    return callback(null, { priceHistory })
+    // ENG-317 / Phase A: populate both `price` (deprecated float32) and
+    // `price_v2` (double) on every Tick from the same source value. The
+    // wire will quantise `price` through float32; `price_v2` preserves
+    // the full float64. See realtime/run.ts and the proto for the full
+    // rollout plan.
+    const priceHistoryWithDouble = priceHistory.map((t) => ({
+      ...t,
+      price_v2: t.price,
+    }))
+
+    return callback(null, { priceHistory: priceHistoryWithDouble })
   },
 })
 

history/src/servers/protos/price_history.proto

@@ -22,5 +22,10 @@ message PriceHistoryResponse {
 
 message Tick {
   uint64 timestamp = 1;
-  float price = 2;
+  // ENG-317 / Phase A of float→double rollout. See price.proto for the full
+  // rationale. Servers MUST populate both fields; clients SHOULD prefer
+  // `price_v2` and fall back to `price` when the server has not yet been
+  // upgraded. `float price = 2` will be removed in Phase B.
+  float price = 2 [deprecated = true];
+  double price_v2 = 3;
 }

realtime/src/servers/protos/price.proto

@@ -6,7 +6,21 @@ service PriceFeed {
 }
 
 message PriceResponse {
-  float price = 1;
+  // ENG-317 / Phase A of float→double rollout.
+  //
+  // `price` (float32) is lossy for non-USD/non-BTC currencies — the JMD
+  // round-trip exhibited ~J$0.80 of drift, see ENG-316 / lnflash/flash#282.
+  // It is preserved here at its original tag for wire compatibility with
+  // pre-ENG-317 clients and servers, and is marked deprecated.
+  //
+  // Servers MUST populate both `price` and `price_v2` for the duration of
+  // Phase A. Clients SHOULD prefer `price_v2` and fall back to `price` when
+  // talking to a server that has not yet been upgraded.
+  //
+  // Phase B (future PR) will remove `float price = 1` once all clients are
+  // confirmed upgraded in prod.
+  float price = 1 [deprecated = true];
+  double price_v2 = 3;
 }
 
 message PriceQuery {

realtime/src/servers/realtime/run.ts

@@ -28,7 +28,7 @@ const getPrice = wrapAsyncToRunInSpan({
   fnName: "getPrice",
   fn: async (
     { request }: grpc.ServerUnaryCall<{ currency: string }, unknown>,
-    callback: grpc.sendUnaryData<{ price: Price }>,
+    callback: grpc.sendUnaryData<{ price: Price; price_v2: Price }>,
   ) => {
     const currency = request.currency
     const price = await Realtime.getPrice(currency)
@@ -40,7 +40,13 @@ const getPrice = wrapAsyncToRunInSpan({
       })
     }
 
-    return callback(null, { price })
+    // ENG-317 / Phase A: populate both the legacy float field (`price`) and
+    // the new double field (`price_v2`) from the same source value. The
+    // float wire encoding will quantise `price` to ~24 bits of mantissa;
+    // `price_v2` carries the full float64 we computed. Clients prefer
+    // `price_v2` and fall back to `price` only when talking to a server
+    // that pre-dates this change. Phase B will drop `price` entirely.
+    return callback(null, { price, price_v2: price })
   },
 })