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Improve query to find candles map. #2650

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merged 2 commits into from
Dec 12, 2024

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vincentwschau
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@vincentwschau vincentwschau commented Dec 12, 2024

Changelist

Optimize queries to find initial map for candles by limiting the time period to search over for latest candles, and using a single query to get all the latest candles rather than repeated querying for a single ticker's candles.

Test Plan

Unit tests.

Author/Reviewer Checklist

  • If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
  • If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
  • If this PR isn't state-breaking but has changes that modify behavior in PrepareProposal or ProcessProposal, manually add the label proposal-breaking.
  • If this PR is one of many that implement a specific feature, manually label them all feature:[feature-name].
  • If you wish to for mergify-bot to automatically create a PR to backport your change to a release branch, manually add the label backport/[branch-name].
  • Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

  • New Features

    • Enhanced candle retrieval logic using raw SQL queries for improved performance.
    • Added performance monitoring for cache initialization.
  • Bug Fixes

    • Improved error handling in block cache refresh functionality for clearer logging.
  • Tests

    • Updated test suite for CandlesGenerator to handle new date management with luxon.
    • Adjusted test cases to ensure compatibility with changes in date handling.
  • Refactor

    • Removed unnecessary parameters in candle retrieval functions for streamlined logic.

@vincentwschau vincentwschau requested a review from a team as a code owner December 12, 2024 19:01
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coderabbitai bot commented Dec 12, 2024

Walkthrough

The changes in this pull request primarily focus on refactoring the findCandlesMap function within the candle-table.ts file to replace lodash with raw SQL queries using knexReadReplica. This modification enhances the retrieval of candle data by executing two distinct SQL queries based on specific conditions. Additionally, updates were made to the test suite for CandlesGenerator to accommodate new date handling using the luxon library, and improvements were implemented in the caching mechanisms for better performance monitoring and error logging.

Changes

File Path Change Summary
indexer/packages/postgres/src/stores/candle-table.ts Refactored findCandlesMap to use raw SQL queries, removed lodash, modified parameters, and improved error handling.
indexer/services/ender/__tests__/lib/candles-generator.test.ts Updated tests to use DateTime from luxon, adjusted startedAt handling, and modified assertions for compatibility.
indexer/services/ender/src/caches/block-cache.ts Enhanced initializeAllCaches with timing metrics and improved error handling in refreshBlockCache.
indexer/services/ender/src/caches/candle-cache.ts Removed second argument from startCandleCache method call to CandleTable.findCandlesMap.

Possibly related PRs

  • Candles HLOC Data #1887: Introduces new fields orderbookMidPriceOpen and orderbookMidPriceClose to the candle data structure, relevant to the changes in findCandlesMap.
  • Adam/add candles hloc #2047: Adds orderbookMidPriceOpen and orderbookMidPriceClose to various components, directly related to the refactoring in the main PR.
  • Adam/remove candles main #2045: Removes orderbookMidPriceOpen and orderbookMidPriceClose properties from several entities, indicating a shift in candle data management relevant to the main PR.
  • Return undefined from getOrderbookMidPriceMap #2441: Modifies getOrderbookMidPriceMap to return undefined for order book mid prices, related to the changes in candle generation.
  • Fix issue with flaky candle test #2430: Enhances the test suite for CandlesGenerator, ensuring correct validation of orderbookMidPriceClose and orderbookMidPriceOpen.
  • Fix flaky Candles test #2619: Addresses flakiness in the Candles test, relevant to the creation and updating of candles based on order book prices.

Suggested labels

indexer, feature:indexer/affiliates

🐇 In the garden where candles glow,
SQL queries now steal the show.
With luxon’s time, our tests align,
Caches refreshed, all works fine.
A hop, a skip, through code we race,
In this bright world, we find our place! 🌼


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Actionable comments posted: 1

🧹 Outside diff range and nitpick comments (3)
indexer/packages/postgres/src/stores/candle-table.ts (1)

199-199: Consider making resolutions configurable

Hardcoding resolution values in the SQL queries reduces flexibility. Consider passing the desired resolutions as a parameter to the findCandlesMap function to make it adaptable to future changes or different use cases.

Also applies to: 220-220

indexer/services/ender/src/caches/block-cache.ts (1)

110-110: Use a more descriptive variable name for timestamp

Consider renaming start to startTime for better readability and to clearly indicate that it represents a timestamp.

Apply this diff to rename the variable:

-  const start: number = Date.now();
+  const startTime: number = Date.now();

Also, update the usage accordingly:

-  Date.now() - start,
+  Date.now() - startTime,
indexer/services/ender/__tests__/lib/candles-generator.test.ts (1)

311-312: Ensure consistent use of toUTC() when converting DateTime to ISO strings

In some places, startedAt.toISO() is used, and in others, startedAt.toUTC().toISO() is used. For consistency and to ensure that all timestamps are in UTC, consider using toUTC().toISO() throughout.

Apply this diff to make the usage consistent:

-  id: CandleTable.uuid(startedAt.toISO(), defaultCandle.ticker, CandleResolution.ONE_MINUTE),
+  id: CandleTable.uuid(startedAt.toUTC().toISO(), defaultCandle.ticker, CandleResolution.ONE_MINUTE),

Repeat this change for other occurrences of startedAt.toISO() where UTC conversion is intended.

Also applies to: 350-351, 363-363, 381-382, 403-403, 420-421, 470-470, 496-496

📜 Review details

Configuration used: CodeRabbit UI
Review profile: CHILL
Plan: Pro

📥 Commits

Reviewing files that changed from the base of the PR and between 3d59131 and 0971f75.

📒 Files selected for processing (4)
  • indexer/packages/postgres/src/stores/candle-table.ts (2 hunks)
  • indexer/services/ender/__tests__/lib/candles-generator.test.ts (10 hunks)
  • indexer/services/ender/src/caches/block-cache.ts (2 hunks)
  • indexer/services/ender/src/caches/candle-cache.ts (0 hunks)
💤 Files with no reviewable changes (1)
  • indexer/services/ender/src/caches/candle-cache.ts
🔇 Additional comments (2)
indexer/packages/postgres/src/stores/candle-table.ts (1)

178-180: ⚠️ Potential issue

Fix syntax error in the if statement

A colon : is used instead of an opening brace { in the if statement. In TypeScript, you should use { to begin the code block after the condition.

Apply this diff to fix the syntax error:

-  if (tickers.length === 0):
+  if (tickers.length === 0) {

Likely invalid or redundant comment.

indexer/services/ender/__tests__/lib/candles-generator.test.ts (1)

43-46: Initialize startedAt correctly using DateTime

The changes correctly initialize startedAt as a DateTime object using calculateNormalizedCandleStartTime, ensuring accurate time calculations in the tests.

@vincentwschau vincentwschau merged commit 196dc84 into main Dec 12, 2024
16 checks passed
@vincentwschau vincentwschau deleted the vincentc/improve-candle-map-query branch December 12, 2024 20:24
mergify bot pushed a commit that referenced this pull request Dec 12, 2024
(cherry picked from commit 196dc84)

# Conflicts:
#	indexer/services/ender/__tests__/lib/candles-generator.test.ts
vincentwschau added a commit that referenced this pull request Dec 16, 2024
Co-authored-by: vincentwschau <99756290+vincentwschau@users.noreply.github.com>
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@Mergifyio backport release/indexer/v8.x

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mergify bot commented Dec 26, 2024

backport release/indexer/v8.x

❌ Command disallowed due to command restrictions in the Mergify configuration.

  • sender-permission >= write

@vincentwschau
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@Mergifyio backport release/indexer/v8.x

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mergify bot commented Dec 26, 2024

backport release/indexer/v8.x

✅ Backports have been created

mergify bot pushed a commit that referenced this pull request Dec 26, 2024
vincentwschau added a commit that referenced this pull request Dec 26, 2024
Co-authored-by: vincentwschau <99756290+vincentwschau@users.noreply.github.com>
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3 participants