Skip to content

[price-service] Make gap metrics more accurate #426

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 3 commits into from
Dec 13, 2022
Merged

[price-service] Make gap metrics more accurate #426

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
50327c6
[price-service] Make gap metrics more accurate
ali-behjati Dec 13, 2022
d24ef2e
Bug fix
ali-behjati Dec 13, 2022
ca33ce9
Bump version to 2.2.3
ali-behjati Dec 13, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions third_party/pyth/price-service/package-lock.json
View file
Open in desktop

Some generated files are not rendered by default. Learn more about how customized files appear on GitHub.

2 changes: 1 addition & 1 deletion third_party/pyth/price-service/package.json
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
{
"name": "@pythnetwork/pyth-price-service",
"version": "2.2.2",
"version": "2.2.3",
"description": "Pyth Price Service",
"main": "index.js",
"scripts": {
Expand Down
80 changes: 39 additions & 41 deletions third_party/pyth/price-service/src/listen.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -155,6 +155,28 @@ export class Listener implements PriceStore {
}
}

isNewPriceInfo(
cachedInfo: PriceInfo | undefined,
observedInfo: PriceInfo
): boolean {
if (cachedInfo === undefined) {
return true;
}

if (cachedInfo.attestationTime < observedInfo.attestationTime) {
return true;
}

if (
cachedInfo.attestationTime === observedInfo.attestationTime &&
cachedInfo.seqNum < observedInfo.seqNum
) {
return true;
}

return false;
}

async processVaa(vaa: Buffer) {
const { parse_vaa } = await importCoreWasm();

Expand Down Expand Up @@ -184,55 +206,31 @@ export class Listener implements PriceStore {
return;
}

const isAnyPriceNew = batchAttestation.priceAttestations.some(
(priceAttestation) => {
const key = priceAttestation.priceId;
const lastAttestationTime =
this.priceFeedVaaMap.get(key)?.attestationTime;
return (
lastAttestationTime === undefined ||
lastAttestationTime < priceAttestation.attestationTime
);
}
);

if (!isAnyPriceNew) {
Copy link
Collaborator Author

@ali-behjati ali-behjati Dec 13, 2022 •
edited
Loading

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I removed this one to make the code more clear. I believe the performance overhead of the computations after that are negligible; specially now that we drop duplicate VAAs before this part.

return;
}

for (const priceAttestation of batchAttestation.priceAttestations) {
const key = priceAttestation.priceId;

const lastAttestationTime =
this.priceFeedVaaMap.get(key)?.attestationTime;

if (
lastAttestationTime === undefined ||
lastAttestationTime < priceAttestation.attestationTime
) {
const priceFeed = priceAttestationToPriceFeed(priceAttestation);
const priceInfo = {
seqNum: parsedVaa.sequence,
vaa,
publishTime: priceAttestation.publishTime,
attestationTime: priceAttestation.attestationTime,
priceFeed,
emitterChainId: parsedVaa.emitter_chain,
priceServiceReceiveTime: Math.floor(new Date().getTime() / 1000),
};
const priceFeed = priceAttestationToPriceFeed(priceAttestation);
const priceInfo = {
seqNum: parsedVaa.sequence,
vaa,
publishTime: priceAttestation.publishTime,
attestationTime: priceAttestation.attestationTime,
priceFeed,
emitterChainId: parsedVaa.emitter_chain,
priceServiceReceiveTime: Math.floor(new Date().getTime() / 1000),
};

const cachedPriceInfo = this.priceFeedVaaMap.get(key);

if (this.isNewPriceInfo(cachedPriceInfo, priceInfo)) {
this.priceFeedVaaMap.set(key, priceInfo);

if (lastAttestationTime !== undefined) {
if (cachedPriceInfo !== undefined) {
this.promClient?.addPriceUpdatesAttestationTimeGap(
priceAttestation.attestationTime - lastAttestationTime
priceAttestation.attestationTime - cachedPriceInfo.attestationTime
);
}

const lastPublishTime = this.priceFeedVaaMap.get(key)?.publishTime;

if (lastPublishTime !== undefined) {
this.promClient?.addPriceUpdatesPublishTimeGap(
priceAttestation.publishTime - lastPublishTime
priceAttestation.publishTime - cachedPriceInfo.publishTime
);
}

Expand Down