WIP cache oracle prices

dydxprotocol · Feb 3, 2025 · 5c9405f · 5c9405f
1 parent afa37ec
commit 5c9405f
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Showing 3 changed files with 66 additions and 9 deletions.
diff --git a/indexer/packages/redis/src/caches/orderbook-mid-prices-cache.ts b/indexer/packages/redis/src/caches/orderbook-mid-prices-cache.ts
@@ -1,4 +1,5 @@
 import { logger } from '@dydxprotocol-indexer/base';
+import { PerpetualMarketFromDatabase, PriceMap } from '@dydxprotocol-indexer/postgres';
 import Big from 'big.js';
 import { Callback, RedisClient } from 'redis';
 
@@ -21,6 +22,56 @@ function getOrderbookMidPriceCacheKey(ticker: string): string {
   return `${ORDERBOOK_MID_PRICES_CACHE_KEY_PREFIX}${ticker}`;
 }
 
+export async function cacheOraclePrices(
+  client: RedisClient,
+  markets: PerpetualMarketFromDatabase[],
+  prices: PriceMap,
+): Promise<void> {
+  const cacheKeyPricePairs:
+  ({cacheKey: string, price: string})[] = markets.flatMap((market) => {
+    const cacheKey: string = getOrderbookMidPriceCacheKey(market.ticker);
+    const price = prices[market.marketId];
+
+    return price !== undefined ? { cacheKey, price } : [];
+  });
+
+  // Extract cache keys and prices
+  const { priceCacheKeys, priceValues } = cacheKeyPricePairs.reduce(
+    (acc, pair) => {
+      acc.priceCacheKeys.push(pair.cacheKey);
+      acc.priceValues.push(pair.price);
+      return acc;
+    },
+    { priceCacheKeys: [] as string[], priceValues: [] as string[] },
+  );
+
+  const nowSeconds: number = Math.floor(Date.now() / 1000); // Current time in seconds
+
+  logger.info({
+    at: 'orderbook-mid-prices-cache#cacheOraclePrices',
+    message: 'Caching orderbook mid price',
+    cacheKey: priceCacheKeys[0],
+    midPrice: priceValues[0],
+  });
+
+  return new Promise<void>((resolve, reject) => {
+    client.evalsha(
+      addOrderbookMidPricesScript.hash,
+      priceCacheKeys.length,
+      ...priceCacheKeys,
+      ...priceValues,
+      nowSeconds,
+      (err: Error | null) => {
+        if (err) {
+          reject(err);
+        } else {
+          resolve();
+        }
+      },
+    );
+  });
+}
+
 /**
  * Fetches and caches mid prices for multiple tickers.
  * @param client The Redis client

diff --git a/indexer/services/roundtable/src/index.ts b/indexer/services/roundtable/src/index.ts
@@ -10,7 +10,6 @@ import {
   connect as connectToRedis,
 } from './helpers/redis';
 import aggregateTradingRewardsTasks from './tasks/aggregate-trading-rewards';
-import cacheOrderbookMidPrices from './tasks/cache-orderbook-mid-prices';
 import cancelStaleOrdersTask from './tasks/cancel-stale-orders';
 import createLeaderboardTask from './tasks/create-leaderboard';
 import createPnlTicksTask from './tasks/create-pnl-ticks';
@@ -281,13 +280,13 @@ async function start(): Promise<void> {
       config.LOOPS_INTERVAL_MS_REFRESH_VAULT_PNL,
     );
   }
-  if (config.LOOPS_ENABLED_CACHE_ORDERBOOK_MID_PRICES) {
-    startLoop(
-      cacheOrderbookMidPrices,
-      'cache-orderbook-mid-prices',
-      config.LOOPS_INTERVAL_MS_CACHE_ORDERBOOK_MID_PRICES,
-    );
-  }
+  // if (config.LOOPS_ENABLED_CACHE_ORDERBOOK_MID_PRICES) {
+  //   startLoop(
+  //     cacheOrderbookMidPrices,
+  //     'cache-orderbook-mid-prices',
+  //     config.LOOPS_INTERVAL_MS_CACHE_ORDERBOOK_MID_PRICES,
+  //   );
+  // }
 
   logger.info({
     at: 'index',

diff --git a/indexer/services/roundtable/src/tasks/market-updater.ts b/indexer/services/roundtable/src/tasks/market-updater.ts
@@ -17,7 +17,7 @@ import {
   LiquidityTiersFromDatabase,
   LiquidityTiersTable, LiquidityTiersMap, LiquidityTiersColumns,
 } from '@dydxprotocol-indexer/postgres';
-import { NextFundingCache } from '@dydxprotocol-indexer/redis';
+import { NextFundingCache, OrderbookMidPricesCache } from '@dydxprotocol-indexer/redis';
 import Big from 'big.js';
 import _ from 'lodash';
 
@@ -79,6 +79,13 @@ export default async function runTask(): Promise<void> {
       Date.now() - start,
     );
 
+    OrderbookMidPricesCache.cacheOraclePrices(redisClient, perpetualMarkets, latestPrices);
+    const count = perpetualMarkets.length;
+    logger.info({
+      at: 'market_updater#cache_oracle_prices',
+      message: `Caching prices for ${count} markets`,
+    });
+
     const clobPairIdToPerpetualMarketId: _.Dictionary<string> = _.chain(perpetualMarkets)
       .keyBy(PerpetualMarketColumns.clobPairId)
       .mapValues(PerpetualMarketColumns.id)