Use materialized view for vault pnl data.

indexer/packages/postgres/__tests__/stores/vault-pnl-ticks-view.test.ts

@@ -0,0 +1,209 @@
+import {
+  PnlTickInterval,
+  PnlTicksFromDatabase,
+} from '../../src/types';
+import * as VaultPnlTicksView from '../../src/stores/vault-pnl-ticks-view';
+import * as PnlTicksTable from '../../src/stores/pnl-ticks-table';
+import * as BlockTable from '../../src/stores/block-table';
+import * as VaultTable from '../../src/stores/vault-table';
+import { clearData, migrate, teardown } from '../../src/helpers/db-helpers';
+import { seedData } from '../helpers/mock-generators';
+import * as WalletTable from '../../src/stores/wallet-table';
+import * as SubaccountTable from '../../src/stores/subaccount-table';
+import {
+  defaultSubaccountId,
+  defaultSubaccountIdWithAlternateAddress,
+  defaultSubaccountWithAlternateAddress,
+  defaultWallet2,
+  defaultVault,
+  defaultSubaccount,
+} from '../helpers/constants';
+import { DateTime } from 'luxon';
+
+describe('PnlTicks store', () => {
+  beforeEach(async () => {
+    await seedData();
+    await WalletTable.create(defaultWallet2);
+    await SubaccountTable.create(defaultSubaccountWithAlternateAddress);
+    await Promise.all([
+      VaultTable.create({
+        ...defaultVault,
+        address: defaultSubaccount.address,
+      }),
+      VaultTable.create({
+        ...defaultVault,
+        address: defaultSubaccountWithAlternateAddress.address,
+      }),
+    ]);
+  });
+
+  beforeAll(async () => {
+    await migrate();
+  });
+
+  afterEach(async () => {
+    await clearData();
+  });
+
+  afterAll(async () => {
+    await teardown();
+  });
+
+  it.each([
+    {
+      description: 'Get hourly pnl ticks',
+      interval: PnlTickInterval.hour,
+    },
+    {
+      description: 'Get daily pnl ticks',
+      interval: PnlTickInterval.day,
+    },
+  ])('$description', async ({
+    interval,
+  }: {
+    interval: PnlTickInterval,
+  }) => {
+    const createdTicks: PnlTicksFromDatabase[] = await setupIntervalPnlTicks();
+    await VaultPnlTicksView.refreshDailyView();
+    await VaultPnlTicksView.refreshHourlyView();
+    const pnlTicks: PnlTicksFromDatabase[] = await VaultPnlTicksView.getVaultsPnl(
+      interval,
+      7 * 24 * 60 * 60, // 1 week
+      DateTime.fromISO(createdTicks[8].blockTime).plus({ seconds: 1 }),
+    );
+    // See setup function for created ticks.
+    // Should exclude tick that is within the same hour except the first.
+    const expectedHourlyTicks: PnlTicksFromDatabase[] = [
+      createdTicks[7],
+      createdTicks[5],
+      createdTicks[2],
+      createdTicks[0],
+    ];
+    // Should exclude ticks that is within the same day except for the first.
+    const expectedDailyTicks: PnlTicksFromDatabase[] = [
+      createdTicks[7],
+      createdTicks[2],
+    ];
+
+    if (interval === PnlTickInterval.day) {
+      expect(pnlTicks).toEqual(expectedDailyTicks);
+    } else if (interval === PnlTickInterval.hour) {
+      expect(pnlTicks).toEqual(expectedHourlyTicks);
+    }
+  });
+
+  async function setupIntervalPnlTicks(): Promise<PnlTicksFromDatabase[]> {
+    const currentTime: DateTime = DateTime.utc().startOf('day');
+    const tenMinAgo: string = currentTime.minus({ minute: 10 }).toISO();
+    const almostTenMinAgo: string = currentTime.minus({ second: 603 }).toISO();
+    const twoHoursAgo: string = currentTime.minus({ hour: 2 }).toISO();
+    const twoDaysAgo: string = currentTime.minus({ day: 2 }).toISO();
+    const monthAgo: string = currentTime.minus({ day: 30 }).toISO();
+    await Promise.all([
+      BlockTable.create({
+        blockHeight: '3',
+        time: monthAgo,
+      }),
+      BlockTable.create({
+        blockHeight: '4',
+        time: twoDaysAgo,
+      }),
+      BlockTable.create({
+        blockHeight: '6',
+        time: twoHoursAgo,
+      }),
+      BlockTable.create({
+        blockHeight: '8',
+        time: almostTenMinAgo,
+      }),
+      BlockTable.create({
+        blockHeight: '10',
+        time: tenMinAgo,
+      }),
+    ]);
+    const createdTicks: PnlTicksFromDatabase[] = await PnlTicksTable.createMany([
+      {
+        subaccountId: defaultSubaccountId,
+        equity: '1100',
+        createdAt: almostTenMinAgo,
+        totalPnl: '1200',
+        netTransfers: '50',
+        blockHeight: '10',
+        blockTime: almostTenMinAgo,
+      },
+      {
+        subaccountId: defaultSubaccountId,
+        equity: '1090',
+        createdAt: tenMinAgo,
+        totalPnl: '1190',
+        netTransfers: '50',
+        blockHeight: '8',
+        blockTime: tenMinAgo,
+      },
+      {
+        subaccountId: defaultSubaccountId,
+        equity: '1080',
+        createdAt: twoHoursAgo,
+        totalPnl: '1180',
+        netTransfers: '50',
+        blockHeight: '6',
+        blockTime: twoHoursAgo,
+      },
+      {
+        subaccountId: defaultSubaccountId,
+        equity: '1070',
+        createdAt: twoDaysAgo,
+        totalPnl: '1170',
+        netTransfers: '50',
+        blockHeight: '4',
+        blockTime: twoDaysAgo,
+      },
+      {
+        subaccountId: defaultSubaccountId,
+        equity: '1200',
+        createdAt: monthAgo,
+        totalPnl: '1170',
+        netTransfers: '50',
+        blockHeight: '3',
+        blockTime: monthAgo,
+      },
+      {
+        subaccountId: defaultSubaccountIdWithAlternateAddress,
+        equity: '200',
+        createdAt: almostTenMinAgo,
+        totalPnl: '300',
+        netTransfers: '50',
+        blockHeight: '10',
+        blockTime: almostTenMinAgo,
+      },
+      {
+        subaccountId: defaultSubaccountIdWithAlternateAddress,
+        equity: '210',
+        createdAt: tenMinAgo,
+        totalPnl: '310',
+        netTransfers: '50',
+        blockHeight: '8',
+        blockTime: tenMinAgo,
+      },
+      {
+        subaccountId: defaultSubaccountIdWithAlternateAddress,
+        equity: '220',
+        createdAt: twoHoursAgo,
+        totalPnl: '320',
+        netTransfers: '50',
+        blockHeight: '6',
+        blockTime: twoHoursAgo,
+      },
+      {
+        subaccountId: defaultSubaccountIdWithAlternateAddress,
+        equity: '230',
+        createdAt: twoDaysAgo,
+        totalPnl: '330',
+        netTransfers: '50',
+        blockHeight: '4',
+        blockTime: twoDaysAgo,
+      },
+    ]);
+    return createdTicks;
+  }
+});

indexer/packages/postgres/src/db/migrations/migration_files/20241119162238_create_vault_hourly_view.ts

@@ -0,0 +1,47 @@
+import * as Knex from 'knex';
+
+const RAW_VAULTS_PNL_HOURLY_QUERY: string = `
+CREATE MATERIALIZED VIEW IF NOT EXISTS vaults_hourly_pnl AS WITH vault_subaccounts AS
+(
+       SELECT subaccounts.id
+       FROM   vaults,
+              subaccounts
+       WHERE  vaults.address = subaccounts.address
+       AND    subaccounts."subaccountNumber" = 0), pnl_subaccounts AS
+(
+       SELECT *
+       FROM   vault_subaccounts
+       UNION
+       SELECT id
+       FROM   subaccounts
+       WHERE  address = 'dydx18tkxrnrkqc2t0lr3zxr5g6a4hdvqksylxqje4r'
+       AND    "subaccountNumber" = 0)
+SELECT   "id",
+         "subaccountId",
+         "equity",
+         "totalPnl",
+         "netTransfers",
+         "createdAt",
+         "blockHeight",
+         "blockTime"
+FROM     (
+                  SELECT   pnl_ticks.*,
+                           ROW_NUMBER() OVER ( partition BY "subaccountId", DATE_TRUNC( 'hour', "blockTime" ) ORDER BY "blockTime" ) AS r
+                  FROM     pnl_ticks
+                  WHERE    "subaccountId" IN
+                           (
+                                  SELECT *
+                                  FROM   pnl_subaccounts)
+                  AND      "blockTime" >= NOW() - interval '604800 second' ) AS pnl_intervals
+WHERE    r = 1
+ORDER BY "subaccountId";
+`;
+
+export async function up(knex: Knex): Promise<void> {
+  await knex.raw(RAW_VAULTS_PNL_HOURLY_QUERY);
+  await knex.raw('CREATE UNIQUE INDEX ON vaults_hourly_pnl (id);');
+}
+
+export async function down(knex: Knex): Promise<void> {
+  await knex.raw('DROP MATERIALIZED VIEW IF EXISTS vaults_hourly_pnl;');
+}

indexer/packages/postgres/src/db/migrations/migration_files/20241119163402_create_vault_daily_view.ts

@@ -0,0 +1,47 @@
+import * as Knex from 'knex';
+
+const RAW_VAULTS_PNL_DAILY_QUERY: string = `
+CREATE MATERIALIZED VIEW IF NOT EXISTS vaults_daily_pnl AS WITH vault_subaccounts AS
+(
+       SELECT subaccounts.id
+       FROM   vaults,
+              subaccounts
+       WHERE  vaults.address = subaccounts.address
+       AND    subaccounts."subaccountNumber" = 0), pnl_subaccounts AS
+(
+       SELECT *
+       FROM   vault_subaccounts
+       UNION
+       SELECT id
+       FROM   subaccounts
+       WHERE  address = 'dydx18tkxrnrkqc2t0lr3zxr5g6a4hdvqksylxqje4r'
+       AND    "subaccountNumber" = 0)
+SELECT   "id",
+         "subaccountId",
+         "equity",
+         "totalPnl",
+         "netTransfers",
+         "createdAt",
+         "blockHeight",
+         "blockTime"
+FROM     (
+                  SELECT   pnl_ticks.*,
+                           ROW_NUMBER() OVER ( partition BY "subaccountId", DATE_TRUNC( 'day', "blockTime" ) ORDER BY "blockTime" ) AS r
+                  FROM     pnl_ticks
+                  WHERE    "subaccountId" IN
+                           (
+                                  SELECT *
+                                  FROM   pnl_subaccounts)
+                  AND      "blockTime" >= NOW() - interval '7776000 second' ) AS pnl_intervals
+WHERE    r = 1
+ORDER BY "subaccountId";
+`;
+
+export async function up(knex: Knex): Promise<void> {
+  await knex.raw(RAW_VAULTS_PNL_DAILY_QUERY);
+  await knex.raw('CREATE UNIQUE INDEX ON vaults_daily_pnl (id);');
+}
+
+export async function down(knex: Knex): Promise<void> {
+  await knex.raw('DROP MATERIALIZED VIEW IF EXISTS vaults_daily_pnl;');
+}

indexer/packages/postgres/src/index.ts

@@ -51,6 +51,7 @@ export * as AffiliateReferredUsersTable from './stores/affiliate-referred-users-
 export * as FirebaseNotificationTokenTable from './stores/firebase-notification-token-table';
 export * as AffiliateInfoTable from './stores/affiliate-info-table';
 export * as VaultTable from './stores/vault-table';
+export * as VaultPnlTicksView from './stores/vault-pnl-ticks-view';
 
 export * as perpetualMarketRefresher from './loops/perpetual-market-refresher';
 export * as assetRefresher from './loops/asset-refresher';

indexer/packages/postgres/src/stores/vault-pnl-ticks-view.ts

@@ -0,0 +1,64 @@
+import { DateTime } from 'luxon';
+
+import { knexReadReplica } from '../helpers/knex';
+import { rawQuery } from '../helpers/stores-helpers';
+import {
+  PnlTickInterval,
+  PnlTicksFromDatabase,
+} from '../types';
+
+const VAULT_HOURLY_PNL_VIEW: string = 'vaults_hourly_pnl';
+const VAULT_DAILY_PNL_VIEW: string = 'vaults_daily_pnl';
+
+export async function refreshHourlyView(): Promise<void> {
+  await rawQuery(
+    `REFRESH MATERIALIZED VIEW CONCURRENTLY ${VAULT_HOURLY_PNL_VIEW}`,
+    {
+      readReplica: false,
+    },
+  );
+}
+
+export async function refreshDailyView(): Promise<void> {
+  await rawQuery(
+    `REFRESH MATERIALIZED VIEW CONCURRENTLY ${VAULT_DAILY_PNL_VIEW}`,
+    {
+      readReplica: false,
+    },
+  );
+}
+
+export async function getVaultsPnl(
+  interval: PnlTickInterval,
+  timeWindowSeconds: number,
+  earliestDate: DateTime,
+): Promise<PnlTicksFromDatabase[]> {
+  let viewName: string = VAULT_DAILY_PNL_VIEW;
+  if (interval === PnlTickInterval.hour) {
+    viewName = VAULT_HOURLY_PNL_VIEW;
+  }
+  const result: {
+    rows: PnlTicksFromDatabase[],
+  } = await knexReadReplica.getConnection().raw(
+    `
+    SELECT
+      "id",
+      "subaccountId",
+      "equity",
+      "totalPnl",
+      "netTransfers",
+      "createdAt",
+      "blockHeight",
+      "blockTime"
+    FROM ${viewName}
+    WHERE
+      "blockTime" >= '${earliestDate.toUTC().toISO()}'::timestamp AND
+      "blockTime" > NOW() - INTERVAL '${timeWindowSeconds} second'
+    ORDER BY "subaccountId", "blockTime";
+    `,
+  ) as unknown as {
+    rows: PnlTicksFromDatabase[],
+  };
+
+  return result.rows;
+}