ghost
commented
10 months ago Here is an example of the largest divergence observed during the first 12 hours of monitoring. It was just over half a percent difference and lasted just one query interval (one minute). Afterwards, results stayed consistent between pricenodes. This shows that a quick price decline is adopted by each pricenode independently during their poll of providers. emzy polled before the decline, ro7nv during, and devin towards the end.
Overview
Several users have expressed concerns with the XMR rates in Matrix chat, e.g:
There have been some investigations and fixes already (#18, #28, #33). Also, due to unexplained production issues one pricenode contained stale Poloniex rates for 1.5 months (Aug 15 to Oct 8th) and this may be partly the driver for user complaints. However there may be other things that can be improved. The purpose of this issue is to closely monitor the production pricenodes over several weeks, documenting any problems found and brainstorming possible improvements. It is hoped this will lead to gaining an understanding of what the pricenode can deliver in terms of price accuracy.
Background on why some variability can be seen.
Pricenodes individually poll their exchanges once per minute, updating their internal data store with the new rates. Those rates are averaged and outliers removed at the point of responding to Bisq client requests. Pricenodes activity are not synchronized nor are Bisq requests synchronized to any completion point of the Pricenode's backend cycle. Bisq clients A and B will get slightly different rates from Pricenode P if their requests are made just 30 seconds apart. Likewise, Bisq clients A and B connected to Pricenodes P and Q respectively, will get slightly different rates even if they make their queries at exactly the same time (because P and Q are operating independently).
Methodology
A script is being run that logs the XMR rates from each pricenode, the timestamp and percentage variability. This will enable us to see what typical divergences happen, and for how long do they persist.
I'll check the results daily and document any observations under this issue.
Post Mortem
At the beginning of checking consistency, an issue was observed where one node's prices deviated from the others due to a bug. This was alleviated by https://github.com/bisq-network/bisq-pricenode/pull/36 and since deployment the issue has not manifested in the form of price discrepancies. However it seems likely the root cause has not yet been identified. This example shows the need for some form of error monitoring as requested here, since without it there's only reporting from attentive users.
From observing consistency below, 0.5% is the typical max deviation between pricenodes, with 0.1% to 0.2% being normal. In each of the cases the difference seems to be timing: each pricenode polls their providers once per minute so any variations in price during a minute can reflect as deviations between nodes. There are many chart examples of that below. Issue to consider improving this.