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Increase orderbook mid price cache duration to 60 seconds #2633

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merged 1 commit into from
Dec 10, 2024
Merged

Increase orderbook mid price cache duration to 60 seconds #2633

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4 changes: 2 additions & 2 deletions indexer/packages/redis/__tests__/caches/orderbook-mid-prices-cache.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -136,7 +136,7 @@ describe('orderbook-mid-prices-cache', () => {
expect(result).toEqual({ 'BTC-USD': '50500' });
});

it('returns the correct median price after 30 seconds', async () => {
it('returns the correct median price after 60 seconds', async () => {
jest.useFakeTimers();
// Mock the getOrderBookMidPrice function for the ticker
const mockPrices: string[] = ['50000', '51000', '49000', '48000', '52000', '53000'];
Expand All @@ -154,7 +154,7 @@ describe('orderbook-mid-prices-cache', () => {
expect(OrderbookLevelsCache.getOrderBookMidPrice).toHaveBeenCalledTimes(2);

// Advance time and fetch more prices
jest.advanceTimersByTime(31000); // Advance time by 31 seconds
jest.advanceTimersByTime(61000); // Advance time by 61 seconds
await fetchAndCacheOrderbookMidPrices(
client,
[defaultTicker, defaultTicker, defaultTicker, defaultTicker],
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8 changes: 4 additions & 4 deletions indexer/packages/redis/src/scripts/add_orderbook_mid_prices.lua
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Original file line number Diff line number Diff line change
Expand Up @@ -7,16 +7,16 @@ local numArgs = #ARGV
-- Get the timestamp from the last argument
local timestamp = tonumber(ARGV[numArgs])

-- Time window (30 seconds)
local thirtySeconds = 30
-- Time window (60 seconds)
local sixtySeconds = 60

-- Validate the timestamp
if not timestamp then
return redis.error_reply("Invalid timestamp")
end

-- Calculate the cutoff time for removing old prices
local cutoffTime = timestamp - thirtySeconds
local cutoffTime = timestamp - sixtySeconds

-- Iterate through each key (market) and corresponding price
for i = 1, numKeys do
Expand All @@ -31,7 +31,7 @@ for i = 1, numKeys do
-- Add the price to the sorted set with the current timestamp as the score
redis.call("ZADD", priceCacheKey, timestamp, price)

-- Remove entries older than the cutoff time (older than 30 seconds)
-- Remove entries older than the cutoff time (older than 60 seconds)
redis.call("ZREMRANGEBYSCORE", priceCacheKey, "-inf", cutoffTime)
end

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