dydxprotocol / v4-chain

dydx v4 protocol
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Optimize pnl queries #1812

Closed dydxwill closed 4 days ago

dydxwill commented 4 days ago

Changelist

Add auxo option to only run db migration. Plan is to manually deploy roundtable first to make sure it's not the culprit. Add blockTime index to pnl_ticks table. Without index, EXPLAIN ANALYZE WITH maxBlockTime AS ( SELECT MAX("blockTime") as "maxBlockTime" FROM "pnl_ticks" ) SELECT maxBlockTime."maxBlockTime" as max, COUNT(*) as count FROM "pnl_ticks", maxBlockTime WHERE "pnl_ticks"."blockTime" = maxBlockTime."maxBlockTime" GROUP BY 1; has Execution Time: 14363.724 ms. With index, Execution Time: 0.119 ms

In pnl instrumentation task, query the cache since data exists there. This will help reduce db load. Remove unused helper functions

Test Plan

See internal mainnet dashboards for decrease in pnl instrumentation task latency Unit tested

Author/Reviewer Checklist

Summary by CodeRabbit

coderabbitai[bot] commented 4 days ago

Walkthrough

The recent updates involve refining test cases, database migration scripts, and Pnl ticks handling in various modules of the indexer packages. Tests were adjusted, new migration scripts were added to manage a blockTime index, and functionalities were updated to optimize querying and data retrieval processes. Additionally, a new conditional check was introduced in the AUXO service to handle specific migration tasks without creating unnecessary ECS Task Definitions.

Changes

File Path Change Summary
indexer/packages/postgres/__tests__/stores/pnl-ticks-table.test.ts Updated test case to expect a count value of 1 instead of 2.
.../src/db/migrations/migration_files/20240628141851_create_pnl_ticks_block_time_index.ts Added migration script to create/drop an index on the blockTime column in pnl_ticks table.
indexer/packages/postgres/src/stores/pnl-ticks-table.ts Updated findLatestProcessedBlocktimeAndCount function to use CTE for querying max block time and count.
indexer/services/roundtable/__tests__/tasks/pnl-instrumentation.test.ts Switched to using getMostRecentPnlTicksForEachAccount from helpers and updated related mock implementations.
indexer/services/roundtable/src/tasks/pnl-instrumentation.ts Modified logic to retrieve recent PNL ticks from Redis instead of database, updating handling of PNL tick times.
indexer/services/auxo/src/index.ts Added conditional early return based on event.onlyRunDbMigrationAndCreateKafkaTopics to avoid creating ECS Task Definitions unnecessarily.
indexer/services/auxo/src/types.ts Introduced a new field onlyRunDbMigrationAndCreateKafkaTopics to AuxoEventJson interface.

Sequence Diagram(s)

sequenceDiagram
    participant Client
    participant AuxoService
    participant Redis
    participant PnlTicksTable

    Client->>AuxoService: event with onlyRunDbMigrationAndCreateKafkaTopics
    AuxoService-->>Client: Return success early

    Client->>AuxoService: request PNL ticks for subaccounts
    AuxoService->>Redis: getMostRecentPnlTicksForEachAccount
    Redis-->>AuxoService: return recent PNL ticks
    AuxoService->>PnlTicksTable: findLatestProcessedBlocktimeAndCount
    PnlTicksTable-->>AuxoService: return maxBlockTime and count
    AuxoService-->>Client: Return PNL ticks and metadata

Poem

In databases deep, where timestamps align,
Optimized queries find block times that shine.
With redis and tests, each tick now improved,
Pnl instruments, precision behooved.
New fields emerge, Kubernetes stands tall,
So here’s to the code, the best of them all! 🐇✨


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dydxwill commented 4 days ago

@mergifyio backport release/indexer/v5.x

mergify[bot] commented 4 days ago

backport release/indexer/v5.x

✅ Backports have been created

* [#1822 Optimize pnl queries (backport #1812)](https://github.com/dydxprotocol/v4-chain/pull/1822) has been created for branch `release/indexer/v5.x` but encountered conflicts