perf(db): Improve `market-updater` task and `getLatestPrice` query #2730

teddyding · 2025-02-25T19:47:37Z

Changelist

Improve GetLatestBlockByDatetime SQL query that makes use of index.
Add unit test for GetLatestBlockByDatetime
Improve market-updater task

Test Plan

[Describe how this PR was tested (if applicable)]

Author/Reviewer Checklist

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If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
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Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

New Features
- Added enhanced functionality for retrieving pricing data based on date-time criteria.
Refactor
- Upgraded price retrieval logic to better handle effective timing for data accuracy.
- Improved market update processes by fetching data concurrently for faster performance.
Tests
- Expanded testing to ensure pricing information returns accurately under the new criteria.

coderabbitai · 2025-02-25T19:47:46Z

Walkthrough

The changes update the OraclePriceTable functionality. A method previously named findLatestPrices is now renamed to findLatestPricesBeforeOrAtHeight and a new method findLatestPricesByDateTime is added. Tests are updated accordingly to validate date and time-based price retrieval using a LEFT JOIN LATERAL query. Additionally, the pnl-ticks helper now calls the updated method, and the market-updater task has been refactored to execute multiple database queries in parallel via Promise.all.

Changes

File(s)	Summary of Changes
indexer/.../oracle-price-table.test.ts	Renamed method calls from `findLatestPrices` to `findLatestPricesBeforeOrAtHeight` and added new test cases for validating `findLatestPricesByDateTime` behavior.
indexer/.../oracle-price-table.ts	Renamed `findLatestPrices` to `findLatestPricesBeforeOrAtHeight`; added and exported `findLatestPricesByDateTime` with revised SQL (using LEFT JOIN LATERAL) and parameterized queries for improved security and performance.
indexer/.../pnl-ticks-helper.ts	Updated the function call from `OraclePriceTable.findLatestPrices` to `OraclePriceTable.findLatestPricesBeforeOrAtHeight`.
indexer/.../market-updater.ts	Modified `runTask` to execute multiple database queries in parallel using Promise.all and updated variable type annotations accordingly.

Sequence Diagram(s)

sequenceDiagram
    participant MU as MarketUpdater
    participant DB as Database
    Note over MU: Start runTask
    MU->>DB: Query liquidityTiers (parallel)
    MU->>DB: Query perpetualMarkets (parallel)
    MU->>DB: Query latestPricesBeforeOrAtHeight (parallel)
    MU->>DB: Query prices24hAgo (parallel)
    DB-->>MU: Return all results
    Note over MU: Process and combine results

sequenceDiagram
    participant PT as PnlTicksHelper
    participant OP as OraclePriceTable
    Note over PT: Requesting price data...
    PT->>OP: findLatestPricesBeforeOrAtHeight(blockHeight)
    OP-->>PT: Return price data
    PT->>OP: findLatestPricesByDateTime(dateTime)
    OP-->>PT: Return datetime-based prices

Possibly related PRs

initialize candles cache based on latest indexed block time #2725: Renames the findLatestPrices method, aligning with the updated OraclePriceTable functionality.
[CT-629] Fix entryPrice calc #2415: Updates function calls to reflect the new method name and price query adjustments.
Improve query to find candles map. #2650: Adjusts the pnl-ticks creation logic to use the renamed OraclePriceTable method, ensuring consistency in price retrieval.

Suggested labels

feature:indexer/affiliates

Suggested reviewers

vincentwschau

Poem

I’m a rabbit hopping through the code base,
Renaming functions with a swift, gentle pace.
SQL joins and tests make my day bright,
Parallel queries in the moonlight.
Update celebrated – a bunny’s delight!

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📥 Commits

Reviewing files that changed from the base of the PR and between 8e3b27d and bbee832.

📒 Files selected for processing (4)

indexer/packages/postgres/__tests__/stores/oracle-price-table.test.ts (3 hunks)
indexer/packages/postgres/src/stores/oracle-price-table.ts (3 hunks)
indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts (1 hunks)
indexer/services/roundtable/src/tasks/market-updater.ts (1 hunks)

⏰ Context from checks skipped due to timeout of 90000ms (12)

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GitHub Check: call-build-ecs-service-roundtable / (roundtable) Check docker image build
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🔇 Additional comments (7)

indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts (1)

167-167: Use of the updated function name looks correct.
This line correctly references the newly introduced findLatestPricesBeforeOrAtHeight method. No issues found regarding parameter usage or returned data handling.

indexer/services/roundtable/src/tasks/market-updater.ts (1)

51-69: Parallelizing the DB queries boosts performance.
By running LiquidityTiersTable.findAll(), PerpetualMarketTable.findAll(), OraclePriceTable.getLatestPrices(), and OraclePriceTable.getPricesFrom24hAgo() in parallel, you reduce total wait time. Ensure that if one query fails, you handle the error logic gracefully. Otherwise, this is a solid improvement.

indexer/packages/postgres/__tests__/stores/oracle-price-table.test.ts (3)

228-228: Test coverage for findLatestPricesBeforeOrAtHeight is appropriate.
This ensures that the renamed function retrieves price data at or before a given height as intended. Good addition.

278-281: Ensure block creation logic handles existing blocks.
When creating blocks dynamically for the test, verify that it won’t conflict with pre-seeded data. If the block already exists, .create() might fail or produce unexpected results. Otherwise, the logic is correct.

330-395: Comprehensive test for findLatestPricesByDateTime.
This new test extensively checks behavior at different timestamps using LEFT JOIN LATERAL. It covers “now”, “yesterday”, and “two days ago” scenarios, ensuring correctness. Great job verifying all markets.

indexer/packages/postgres/src/stores/oracle-price-table.ts (2)

181-211: Efficient retrieval of latest prices by dateTime using LEFT JOIN LATERAL.
Using parameterized queries and ORDER BY "effectiveAt" DESC leverages indexes properly. This looks secure and performant, especially with AND "effectiveAt" <= ?.

224-251: Renaming and parameterizing the height-based query.
The updated findLatestPricesBeforeOrAtHeight function clarifies intent and mitigates SQL injection via parameter usage (WHERE "effectiveAtHeight" <= ?). This is well-structured.

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teddyding · 2025-02-25T19:51:17Z

indexer/packages/postgres/src/stores/oracle-price-table.ts

@@ -219,7 +221,7 @@ export async function getLatestPrices(): Promise<PriceMap> {
  return findLatestPricesByDateTime(now);
 }

-export async function findLatestPrices(
+export async function findLatestPricesBeforeOrAtHeight(


Update naming for disambiguation with findLatestPricesByDateTime

teddyding · 2025-02-25T19:51:36Z

indexer/packages/postgres/__tests__/stores/oracle-price-table.test.ts

        defaultOraclePrice.effectiveAtHeight,
      );

    expect(oraclePrices).toEqual(expect.objectContaining({
      [defaultOraclePrice.marketId]: defaultOraclePrice.price,
    }));
  });
+
+  it('Successfully finds latest prices by dateTime using LEFT JOIN LATERAL', async () => {


Add missing unit test for findLatestPricesByDateTime

teddyding · 2025-02-25T19:51:54Z

indexer/packages/postgres/src/stores/oracle-price-table.ts

@@ -229,17 +231,19 @@ export async function findLatestPrices(
    WHERE ("marketId", "effectiveAtHeight") IN (
      SELECT "marketId", MAX("effectiveAtHeight")
      FROM "oracle_prices"
-      WHERE "effectiveAtHeight" <= '${effectiveBeforeOrAtHeight}'
+      WHERE "effectiveAtHeight" <= ?


Prevent injection

teddyding · 2025-02-27T19:16:52Z

@Mergifyio backport release/indexer/v8.x

mergify · 2025-02-27T19:17:10Z

backport release/indexer/v8.x

✅ Backports have been created

#2731 perf(db): Improve market-updater task and getLatestPrice query (backport #2730) has been created for branch release/indexer/v8.x but encountered conflicts

…2730) (cherry picked from commit 2bec0a2) # Conflicts: # indexer/services/roundtable/src/tasks/market-updater.ts

teddyding requested a review from a team as a code owner February 25, 2025 19:47

github-actions bot added the indexer label Feb 25, 2025

Improve SQL, parallelize queries

bbee832

teddyding force-pushed the td/oracle-table-impl branch from 24cf5d5 to bbee832 Compare February 25, 2025 19:49

teddyding commented Feb 25, 2025

View reviewed changes

teddyding changed the title ~~perf(price): Improve market-updater task and getLatestPrice query~~ perf(db): Improve market-updater task and getLatestPrice query Feb 26, 2025

vincentwschau approved these changes Feb 27, 2025

View reviewed changes

teddyding merged commit 2bec0a2 into main Feb 27, 2025
16 checks passed

teddyding deleted the td/oracle-table-impl branch February 27, 2025 19:14

mergify bot pushed a commit that referenced this pull request Feb 27, 2025

perf(db): Improve market-updater task and getLatestPrice query (#…

98592de

…2730) (cherry picked from commit 2bec0a2) # Conflicts: # indexer/services/roundtable/src/tasks/market-updater.ts

mergify bot mentioned this pull request Feb 27, 2025

perf(db): Improve market-updater task and getLatestPrice query (backport #2730) #2731

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[WIP] Improve sparklines query #2736

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perf(postgres): Add indexer on blocks."time" and optimize roundtable query #2742

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perf(db): Improve `market-updater` task and `getLatestPrice` query #2730

perf(db): Improve `market-updater` task and `getLatestPrice` query #2730

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perf(db): Improve market-updater task and getLatestPrice query #2730

perf(db): Improve market-updater task and getLatestPrice query #2730

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✅ Backports have been created

perf(db): Improve `market-updater` task and `getLatestPrice` query #2730

perf(db): Improve `market-updater` task and `getLatestPrice` query #2730

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