Get funding index maps for vault positions in chunks.

[vincentwschau]

Changelist

Chunk the funding index maps to get for each vault subaccount to reduce the amount of rows scanned. Heights to get funding index maps for will be separated into chunks that cover 250k blocks each (number of blocks per chunk can be configured).
Updated funding index map query to limit searches to both a min and max block height.

Additional fixes:

• updated function to get vault subaccounts to filter out vaults for non-existent clob pairs

Test Plan

Existing 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

  • Introduced a new configuration parameter for vault settings, enhancing customization options.
  • Added a method for retrieving funding index maps in a chunked manner to optimize database load.

• Improvements

  • Enhanced logging capabilities for vault operations, improving error tracking and observability.
  • Implemented performance measurements to monitor the duration of key operations.
  • Refined filtering criteria for funding index updates to ensure more accurate data retrieval.
  • Added a new variable to improve SQL query filtering for funding index updates.

[coderabbitai]

Walkthrough

The changes in this pull request involve modifications to several files, primarily focusing on enhancing the functionality and performance of the funding index updates retrieval process. Key updates include the addition of a maximum height variable in the SQL query logic, a new configuration parameter for vault settings, improved logging and performance measurement in the vault controller, and the introduction of methods for efficient data retrieval. These changes collectively refine the data handling and observability of the vault-related operations.

Changes

File Path	Change Summary
indexer/packages/postgres/src/stores/funding-index-updates-table.ts	Added variable maxheight in findFundingIndexMaps to limit effectiveAtHeight in SQL query.
indexer/services/comlink/src/config.ts	Introduced new config parameter VAULT_FETCH_FUNDING_INDEX_BLOCK_WINDOWS with default value 250,000.
indexer/services/comlink/src/controllers/api/v4/vault-controller.ts	Added logging and timing for operations, introduced getFundingIndexMapsChunked, and added getHeightWindows.

Possibly related PRs

• Improve vault endpoint performance. #2475: Enhances the performance of the vault endpoint by modifying how funding index update maps are fetched, directly related to findFundingIndexMaps.
• Filter out to single tick per interval. #2403: Introduces a filtering function for PnL ticks and modifies the handling of resolution parameters, which connects to the changes made in the findFundingIndexMaps function regarding how data is processed and retrieved.
• Use vault table rather than placeholder config flags to fetch vaults. #2364: The transition from using placeholder configuration flags to fetching vaults directly from the database in this PR relates to the overall improvements in data handling and retrieval logic seen in the main PR.
• Include getting main subaccount equity / pnl for megavault PnL query. #2376: Enhancements to the functionality related to the main subaccount's PnL calculations in this PR align with the changes made to the findFundingIndexMaps function, as both involve refining how data is processed and utilized.
• Get latest hourly tick to compute final tick for megavault PnL. #2454: The addition of a function to retrieve the latest hourly PnL tick in this PR complements the changes in the main PR, which also focuses on refining data retrieval and processing logic.
• Fix bug with PnL aggregation. #2446: This PR addresses issues with PnL aggregation, which is relevant to the changes made in the main PR regarding the logic for determining which records to include in results.
• Fix test flakiness due to using inconsistent time. #2485: Fixing test flakiness due to inconsistent time usage in this PR relates to ensuring the reliability of the data being processed in the main PR, particularly in how the findFundingIndexMaps function operates.

Suggested labels

backport/indexer/v7.x

Suggested reviewers

• shrenujb
• tqin7

Poem

In the fields where numbers play,
A max height leads the way.
Configs grow, and logs will sing,
Fetching funds, a joyful thing!
With each update, we refine,
Hopping forward, all align! 🐇✨

---

📜 Recent review details

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Review profile: CHILL

📥 Commits

Files that changed from the base of the PR and between 72c423a and 60639d9.

📒 Files selected for processing (1)

• indexer/services/comlink/src/controllers/api/v4/vault-controller.ts (7 hunks)

🚧 Files skipped from review as they are similar to previous changes (1)

• indexer/services/comlink/src/controllers/api/v4/vault-controller.ts

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[coderabbitai]

Actionable comments posted: 5

🧹 Outside diff range and nitpick comments (2)

indexer/services/comlink/src/config.ts (1)

66-66: LGTM. Consider adding a comment for clarity.

The addition of VAULT_FETCH_FUNDING_INDEX_BLOCK_WINDOWS aligns with the PR objective of chunking data retrieval for vault positions. The implementation is consistent with the existing code style.

Consider adding a brief comment explaining the purpose and impact of this configuration parameter. For example:

// Defines the block window size for chunked retrieval of funding index data for vaults
VAULT_FETCH_FUNDING_INDEX_BLOCK_WINDOWS: parseInteger({default: 250_000 }),

indexer/packages/postgres/src/stores/funding-index-updates-table.ts (1)

245-245: LGTM! Consider a minor optimization.

The introduction of maxheight and its use in the SQL query is a good optimization that aligns with the PR's objective of chunking data retrieval. This should improve query performance by limiting the range of data fetched.

Consider using Math.max() for clarity:

const maxheight: number = Math.max(...heightNumbers);

This change would make the intent more explicit and potentially more performant for larger arrays.

Also applies to: 259-259

📜 Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

📥 Commits

Files that changed from the base of the PR and between 0eff57c and afeb453.

📒 Files selected for processing (3)

• indexer/packages/postgres/src/stores/funding-index-updates-table.ts (2 hunks)
• indexer/services/comlink/src/config.ts (1 hunks)
• indexer/services/comlink/src/controllers/api/v4/vault-controller.ts (7 hunks)

🧰 Additional context used

🔇 Additional comments (2)

indexer/packages/postgres/src/stores/funding-index-updates-table.ts (1)

Line range hint 1-300: Overall assessment: Changes are well-implemented and align with PR objectives.

The modifications to the findFundingIndexMaps function effectively implement the chunking strategy for funding index map retrieval. The changes are focused and don't introduce any apparent risks to other parts of the codebase. This implementation should contribute to reducing the number of rows scanned during queries, as intended in the PR objectives.

To ensure there are no unintended side effects, please run the existing unit tests for this file and confirm that all tests pass.

indexer/services/comlink/src/controllers/api/v4/vault-controller.ts (1)

1-1: Approved: Correctly importing logger and stats

The import statement correctly brings in logger and stats from @dydxprotocol-indexer/base, which are used for logging and performance measurement.

[coderabbitai]

Actionable comments posted: 1

📜 Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

📥 Commits

Files that changed from the base of the PR and between afeb453 and 41fe266.

📒 Files selected for processing (2)

• indexer/services/comlink/src/config.ts (1 hunks)
• indexer/services/comlink/src/controllers/api/v4/vault-controller.ts (7 hunks)

🚧 Files skipped from review as they are similar to previous changes (1)

• indexer/services/comlink/src/config.ts

🧰 Additional context used

🔇 Additional comments (7)

indexer/services/comlink/src/controllers/api/v4/vault-controller.ts (7)

1-1: New import added for logging.

The logger import from '@dydxprotocol-indexer/base' has been added. This is a good practice for improving the observability of the application.

---

74-79: Performance timing added for fetching vaults.

The addition of stats.timing is a good practice for monitoring the performance of the getVaultMapping function. This will help in identifying potential bottlenecks.

---

Line range hint 81-107: Performance timing added for fetching ticks, positions, and equity.

Similar to the previous comment, performance timing has been added for fetching ticks, positions, and equity. This is a good practice for monitoring the performance of these operations.

---

Line range hint 338-392: Performance timing added for fetching subaccount positions.

Performance timing has been added for fetching subaccount positions. This is consistent with the previous additions and will help in monitoring the performance of this operation.

---

Line range hint 394-413: New function call and performance timing for funding index maps.

A new function getFundingIndexMapsChunked has been introduced to fetch funding index maps. Performance timing has also been added for this operation. This change appears to be aimed at improving efficiency in retrieving funding index maps.

---

579-603: New function getFundingIndexMapsChunked introduced.

This function retrieves funding index maps in chunks to reduce database load. It uses the getHeightWindows function to process updated heights in batches. This is a good optimization for handling large datasets.

---

605-631: New helper function getHeightWindows introduced.

This function separates an array of heights into chunks based on a window size. It's used by getFundingIndexMapsChunked to optimize database queries. The implementation looks correct and efficient.

[coderabbitai]

Actionable comments posted: 2

📜 Review details

Configuration used: CodeRabbit UI
Review profile: CHILL

📥 Commits

Files that changed from the base of the PR and between 41fe266 and c3cd754.

📒 Files selected for processing (1)

• indexer/services/comlink/src/controllers/api/v4/vault-controller.ts (7 hunks)

🧰 Additional context used

🔇 Additional comments (4)

indexer/services/comlink/src/controllers/api/v4/vault-controller.ts (4)

74-79: Ensure stats.timing is called even if an error occurs

If getVaultMapping() throws an error, the stats.timing call will be skipped, and the timing metric won't be recorded. Wrap the code in a try...finally block to ensure that timing is always recorded.

---

104-107: Ensure timing metrics are recorded on errors

The stats.timing call will be skipped if an error occurs before it's reached. Enclose the preceding code in a try...finally block to guarantee timing metrics are captured even when exceptions are thrown.

---

389-392: Record timing metrics even if fetching positions fails

If an error occurs during the fetching of positions, the stats.timing call won't execute. To ensure timing is always recorded, use a try...finally block around the fetching logic.

---

409-413: Ensure funding fetch timing is recorded on errors

The timing metric for fetching funding will not be recorded if an error occurs before stats.timing is called. Wrap the fetching code in a try...finally block to ensure the timing is always captured.

[vincentwschau]

@Mergifyio backport release/indexer/v7.x

[mergify]

backport release/indexer/v7.x

✅ Backports have been created

• #2527 Get funding index maps for vault positions in chunks. (backport #2525) has been created for branch release/indexer/v7.x