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Improve speed of last price endpoint #138

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117 changes: 71 additions & 46 deletions webserver/server/app/models/dex/sqlDexLastPrice.queries.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -19,9 +19,17 @@ export interface ISqlDexLastPriceResult {
amount2: string;
asset_name1: Buffer | null;
asset_name2: Buffer | null;
asset1_id: string | null;
asset2_id: string | null;
block_hash: Buffer;
dex: string;
epoch: number;
height: number;
id: string;
policy_id1: Buffer | null;
policy_id2: Buffer | null;
slot: number;
tx_id: string;
}

/** 'SqlDexLastPrice' query type */
Expand All @@ -30,57 +38,74 @@ export interface ISqlDexLastPriceQuery {
result: ISqlDexLastPriceResult;
}

const sqlDexLastPriceIR: any = {"usedParamSet":{"policy_id1":true,"asset_name1":true,"policy_id2":true,"asset_name2":true,"operation1":true,"operation2":true},"params":[{"name":"policy_id1","required":false,"transform":{"type":"scalar"},"locs":[{"a":370,"b":380}]},{"name":"asset_name1","required":false,"transform":{"type":"scalar"},"locs":[{"a":400,"b":411}]},{"name":"policy_id2","required":false,"transform":{"type":"scalar"},"locs":[{"a":431,"b":441}]},{"name":"asset_name2","required":false,"transform":{"type":"scalar"},"locs":[{"a":461,"b":472}]},{"name":"operation1","required":false,"transform":{"type":"scalar"},"locs":[{"a":1248,"b":1258}]},{"name":"operation2","required":false,"transform":{"type":"scalar"},"locs":[{"a":1615,"b":1625}]}],"statement":"WITH \"AssetPairs\" AS (\n SELECT policy_id1, asset_name1, policy_id2, asset_name2\n FROM\n unnest(\n \n (:policy_id1)::bytea[],\n (:asset_name1)::bytea[],\n (:policy_id2)::bytea[],\n (:asset_name2)::bytea[]\n ) x(policy_id1, asset_name1, policy_id2, asset_name2)\n)\nSELECT\n DISTINCT ON(\"Dex\".dex)\n\n \"Asset1\".policy_id AS \"policy_id1?\",\n \"Asset1\".asset_name AS \"asset_name1?\",\n \"Asset2\".policy_id AS \"policy_id2?\",\n \"Asset2\".asset_name AS \"asset_name2?\",\n \"Dex\".amount1,\n \"Dex\".amount2,\n \"Dex\".dex\nFROM \"Dex\"\nLEFT JOIN \"NativeAsset\" as \"Asset1\" ON \"Asset1\".id = \"Dex\".asset1_id\nLEFT JOIN \"NativeAsset\" as \"Asset2\" ON \"Asset2\".id = \"Dex\".asset2_id\nWHERE\n (\n (\n COALESCE(\"Asset1\".policy_id, ''::bytea),\n COALESCE(\"Asset1\".asset_name, ''::bytea),\n COALESCE(\"Asset2\".policy_id, ''::bytea),\n COALESCE(\"Asset2\".asset_name, ''::bytea)\n ) IN (SELECT policy_id1, asset_name1, policy_id2, asset_name2 FROM \"AssetPairs\")\n AND \"Dex\".operation = :operation1\n )\n -- Add swap for another direction\n OR\n (\n (\n COALESCE(\"Asset2\".policy_id, ''::bytea),\n COALESCE(\"Asset2\".asset_name, ''::bytea),\n COALESCE(\"Asset1\".policy_id, ''::bytea),\n COALESCE(\"Asset1\".asset_name, ''::bytea)\n ) IN (SELECT policy_id1, asset_name1, policy_id2, asset_name2 FROM \"AssetPairs\")\n AND \"Dex\".operation = :operation2\n )\nORDER BY \"Dex\".dex, \"Dex\".tx_id DESC, \"Dex\".id DESC"};
const sqlDexLastPriceIR: any = {"usedParamSet":{"policy_id1":true,"asset_name1":true,"policy_id2":true,"asset_name2":true,"operation1":true,"operation2":true},"params":[{"name":"policy_id1","required":false,"transform":{"type":"scalar"},"locs":[{"a":408,"b":418}]},{"name":"asset_name1","required":false,"transform":{"type":"scalar"},"locs":[{"a":442,"b":453}]},{"name":"policy_id2","required":false,"transform":{"type":"scalar"},"locs":[{"a":477,"b":487}]},{"name":"asset_name2","required":false,"transform":{"type":"scalar"},"locs":[{"a":511,"b":522}]},{"name":"operation1","required":false,"transform":{"type":"scalar"},"locs":[{"a":1708,"b":1718}]},{"name":"operation2","required":false,"transform":{"type":"scalar"},"locs":[{"a":2031,"b":2041}]}],"statement":"WITH\n \"AssetPairs\" AS (\n SELECT policy_id1, asset_name1, policy_id2, asset_name2\n FROM\n unnest(\n \n (:policy_id1)::bytea[],\n (:asset_name1)::bytea[],\n (:policy_id2)::bytea[],\n (:asset_name2)::bytea[]\n ) x(policy_id1, asset_name1, policy_id2, asset_name2)\n ),\n \"AssetIdPairs\" AS (\n SELECT \"AssetPairs\".*, \"Asset1\".id as \"asset1_id\", \"Asset2\".id as \"asset2_id\"\n FROM \"AssetPairs\"\n LEFT JOIN \"NativeAsset\" as \"Asset1\" ON \"Asset1\".policy_id = \"AssetPairs\".policy_id1 AND \"Asset1\".asset_name = \"AssetPairs\".asset_name1\n LEFT JOIN \"NativeAsset\" as \"Asset2\" ON \"Asset2\".policy_id = \"AssetPairs\".policy_id2 AND \"Asset2\".asset_name = \"AssetPairs\".asset_name2\n ),\n \"DexWithAssets\" AS (\n SELECT\n \"Asset1\".policy_id1 AS \"policy_id1?\",\n \"Asset1\".asset_name1 AS \"asset_name1?\",\n \"Asset2\".policy_id2 AS \"policy_id2?\",\n \"Asset2\".asset_name2 AS \"asset_name2?\",\n \"Dex\".asset1_id,\n \"Dex\".asset2_id,\n \"Dex\".amount1,\n \"Dex\".amount2,\n \"Dex\".dex,\n \"Dex\".id,\n \"Dex\".tx_id\n FROM \"Dex\"\n INNER JOIN \"AssetIdPairs\" as \"Asset1\"\n ON\n COALESCE(\"Dex\".asset1_id, -1) = COALESCE(\"Asset1\".asset1_id, -1) \n AND\n COALESCE(\"Dex\".asset2_id, -1) = COALESCE(\"Asset1\".asset2_id, -1)\n AND\n \"Dex\".operation = :operation1\n -- Add swap for another direction\n INNER JOIN \"AssetIdPairs\" as \"Asset2\"\n ON\n COALESCE(\"Dex\".asset2_id, -1) = COALESCE(\"Asset2\".asset2_id, -1)\n AND\n COALESCE(\"Dex\".asset1_id, -1) = COALESCE(\"Asset2\".asset1_id, -1)\n AND \"Dex\".operation = :operation2\n )\nSELECT\n a.*,\n \"Block\".hash as \"block_hash\",\n \"Block\".height,\n \"Block\".epoch,\n \"Block\".slot\nFROM \"DexWithAssets\" a\nINNER JOIN (\n SELECT\n \"DexWithAssets\".dex, \"DexWithAssets\".asset1_id, \"DexWithAssets\".asset2_id,\n MAX(\"DexWithAssets\".id) as \"id\"\n FROM \"DexWithAssets\"\n GROUP BY \"DexWithAssets\".dex, \"DexWithAssets\".asset1_id, \"DexWithAssets\".asset2_id\n) b ON a.id = b.id\nLEFT JOIN \"Transaction\" ON \"Transaction\".id = a.tx_id\nLEFT JOIN \"Block\" ON \"Block\".id = \"Transaction\".block_id"};

/**
* Query generated from SQL:
* ```
* WITH "AssetPairs" AS (
* SELECT policy_id1, asset_name1, policy_id2, asset_name2
* FROM
* unnest(
*
* (:policy_id1)::bytea[],
* (:asset_name1)::bytea[],
* (:policy_id2)::bytea[],
* (:asset_name2)::bytea[]
* ) x(policy_id1, asset_name1, policy_id2, asset_name2)
* )
* SELECT
* DISTINCT ON("Dex".dex)
*
* "Asset1".policy_id AS "policy_id1?",
* "Asset1".asset_name AS "asset_name1?",
* "Asset2".policy_id AS "policy_id2?",
* "Asset2".asset_name AS "asset_name2?",
* "Dex".amount1,
* "Dex".amount2,
* "Dex".dex
* FROM "Dex"
* LEFT JOIN "NativeAsset" as "Asset1" ON "Asset1".id = "Dex".asset1_id
* LEFT JOIN "NativeAsset" as "Asset2" ON "Asset2".id = "Dex".asset2_id
* WHERE
* (
* (
* COALESCE("Asset1".policy_id, ''::bytea),
* COALESCE("Asset1".asset_name, ''::bytea),
* COALESCE("Asset2".policy_id, ''::bytea),
* COALESCE("Asset2".asset_name, ''::bytea)
* ) IN (SELECT policy_id1, asset_name1, policy_id2, asset_name2 FROM "AssetPairs")
* AND "Dex".operation = :operation1
* )
* -- Add swap for another direction
* OR
* (
* (
* COALESCE("Asset2".policy_id, ''::bytea),
* COALESCE("Asset2".asset_name, ''::bytea),
* COALESCE("Asset1".policy_id, ''::bytea),
* COALESCE("Asset1".asset_name, ''::bytea)
* ) IN (SELECT policy_id1, asset_name1, policy_id2, asset_name2 FROM "AssetPairs")
* AND "Dex".operation = :operation2
* WITH
* "AssetPairs" AS (
* SELECT policy_id1, asset_name1, policy_id2, asset_name2
* FROM
* unnest(
*
* (:policy_id1)::bytea[],
* (:asset_name1)::bytea[],
* (:policy_id2)::bytea[],
* (:asset_name2)::bytea[]
* ) x(policy_id1, asset_name1, policy_id2, asset_name2)
* ),
* "AssetIdPairs" AS (
* SELECT "AssetPairs".*, "Asset1".id as "asset1_id", "Asset2".id as "asset2_id"
* FROM "AssetPairs"
* LEFT JOIN "NativeAsset" as "Asset1" ON "Asset1".policy_id = "AssetPairs".policy_id1 AND "Asset1".asset_name = "AssetPairs".asset_name1
* LEFT JOIN "NativeAsset" as "Asset2" ON "Asset2".policy_id = "AssetPairs".policy_id2 AND "Asset2".asset_name = "AssetPairs".asset_name2
* ),
* "DexWithAssets" AS (
* SELECT
* "Asset1".policy_id1 AS "policy_id1?",
* "Asset1".asset_name1 AS "asset_name1?",
* "Asset2".policy_id2 AS "policy_id2?",
* "Asset2".asset_name2 AS "asset_name2?",
* "Dex".asset1_id,
* "Dex".asset2_id,
* "Dex".amount1,
* "Dex".amount2,
* "Dex".dex,
* "Dex".id,
* "Dex".tx_id
* FROM "Dex"
* INNER JOIN "AssetIdPairs" as "Asset1"
* ON
* COALESCE("Dex".asset1_id, -1) = COALESCE("Asset1".asset1_id, -1)
* AND
* COALESCE("Dex".asset2_id, -1) = COALESCE("Asset1".asset2_id, -1)
* AND
* "Dex".operation = :operation1
* -- Add swap for another direction
* INNER JOIN "AssetIdPairs" as "Asset2"
* ON
* COALESCE("Dex".asset2_id, -1) = COALESCE("Asset2".asset2_id, -1)
* AND
* COALESCE("Dex".asset1_id, -1) = COALESCE("Asset2".asset1_id, -1)
* AND "Dex".operation = :operation2
* )
* ORDER BY "Dex".dex, "Dex".tx_id DESC, "Dex".id DESC
* SELECT
* a.*,
* "Block".hash as "block_hash",
* "Block".height,
* "Block".epoch,
* "Block".slot
* FROM "DexWithAssets" a
* INNER JOIN (
* SELECT
* "DexWithAssets".dex, "DexWithAssets".asset1_id, "DexWithAssets".asset2_id,
* MAX("DexWithAssets".id) as "id"
* FROM "DexWithAssets"
* GROUP BY "DexWithAssets".dex, "DexWithAssets".asset1_id, "DexWithAssets".asset2_id
* ) b ON a.id = b.id
* LEFT JOIN "Transaction" ON "Transaction".id = a.tx_id
* LEFT JOIN "Block" ON "Block".id = "Transaction".block_id
* ```
*/
export const sqlDexLastPrice = new PreparedQuery<ISqlDexLastPriceParams,ISqlDexLastPriceResult>(sqlDexLastPriceIR);
Expand Down
115 changes: 66 additions & 49 deletions webserver/server/app/models/dex/sqlDexLastPrice.sql
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Open in desktop
Original file line number Diff line number Diff line change
@@ -1,51 +1,68 @@
/* @name sqlDexLastPrice */
WITH "AssetPairs" AS (
SELECT policy_id1, asset_name1, policy_id2, asset_name2
FROM
unnest(
/*
Aparrently, we can't make pgtyped understand that these are actually (bytea | NULL)[].
We will pass in ('', '') instead of (NULL, NULL) for ADA and do the NULL->'' conversion
below when filtering the assets (see the COALESCE).
*/
(:policy_id1)::bytea[],
(:asset_name1)::bytea[],
(:policy_id2)::bytea[],
(:asset_name2)::bytea[]
) x(policy_id1, asset_name1, policy_id2, asset_name2)
)
SELECT
DISTINCT ON("Dex".dex)

"Asset1".policy_id AS "policy_id1?",
"Asset1".asset_name AS "asset_name1?",
"Asset2".policy_id AS "policy_id2?",
"Asset2".asset_name AS "asset_name2?",
"Dex".amount1,
"Dex".amount2,
"Dex".dex
FROM "Dex"
LEFT JOIN "NativeAsset" as "Asset1" ON "Asset1".id = "Dex".asset1_id
LEFT JOIN "NativeAsset" as "Asset2" ON "Asset2".id = "Dex".asset2_id
WHERE
(
(
COALESCE("Asset1".policy_id, ''::bytea),
COALESCE("Asset1".asset_name, ''::bytea),
COALESCE("Asset2".policy_id, ''::bytea),
COALESCE("Asset2".asset_name, ''::bytea)
) IN (SELECT policy_id1, asset_name1, policy_id2, asset_name2 FROM "AssetPairs")
AND "Dex".operation = :operation1
)
-- Add swap for another direction
OR
(
(
COALESCE("Asset2".policy_id, ''::bytea),
COALESCE("Asset2".asset_name, ''::bytea),
COALESCE("Asset1".policy_id, ''::bytea),
COALESCE("Asset1".asset_name, ''::bytea)
) IN (SELECT policy_id1, asset_name1, policy_id2, asset_name2 FROM "AssetPairs")
AND "Dex".operation = :operation2
WITH
"AssetPairs" AS (
SELECT policy_id1, asset_name1, policy_id2, asset_name2
FROM
unnest(
/*
Aparrently, we can't make pgtyped understand that these are actually (bytea | NULL)[].
We will pass in ('', '') instead of (NULL, NULL) for ADA and do the NULL->'' conversion
below when filtering the assets (see the COALESCE).
*/
(:policy_id1)::bytea[],
(:asset_name1)::bytea[],
(:policy_id2)::bytea[],
(:asset_name2)::bytea[]
) x(policy_id1, asset_name1, policy_id2, asset_name2)
),
"AssetIdPairs" AS (
SELECT "AssetPairs".*, "Asset1".id as "asset1_id", "Asset2".id as "asset2_id"
FROM "AssetPairs"
LEFT JOIN "NativeAsset" as "Asset1" ON "Asset1".policy_id = "AssetPairs".policy_id1 AND "Asset1".asset_name = "AssetPairs".asset_name1
LEFT JOIN "NativeAsset" as "Asset2" ON "Asset2".policy_id = "AssetPairs".policy_id2 AND "Asset2".asset_name = "AssetPairs".asset_name2
),
"DexWithAssets" AS (
SELECT
"Asset1".policy_id1 AS "policy_id1?",
"Asset1".asset_name1 AS "asset_name1?",
"Asset2".policy_id2 AS "policy_id2?",
"Asset2".asset_name2 AS "asset_name2?",
"Dex".asset1_id,
"Dex".asset2_id,
"Dex".amount1,
"Dex".amount2,
"Dex".dex,
"Dex".id,
"Dex".tx_id
FROM "Dex"
INNER JOIN "AssetIdPairs" as "Asset1"
ON
COALESCE("Dex".asset1_id, -1) = COALESCE("Asset1".asset1_id, -1)
AND
COALESCE("Dex".asset2_id, -1) = COALESCE("Asset1".asset2_id, -1)
AND
"Dex".operation = :operation1
-- Add swap for another direction
INNER JOIN "AssetIdPairs" as "Asset2"
ON
COALESCE("Dex".asset2_id, -1) = COALESCE("Asset2".asset2_id, -1)
AND
COALESCE("Dex".asset1_id, -1) = COALESCE("Asset2".asset1_id, -1)
AND "Dex".operation = :operation2
)
ORDER BY "Dex".dex, "Dex".tx_id DESC, "Dex".id DESC;
SELECT
a.*,
"Block".hash as "block_hash",
"Block".height,
"Block".epoch,
"Block".slot
FROM "DexWithAssets" a
INNER JOIN (
SELECT
"DexWithAssets".dex, "DexWithAssets".asset1_id, "DexWithAssets".asset2_id,
MAX("DexWithAssets".id) as "id"
FROM "DexWithAssets"
GROUP BY "DexWithAssets".dex, "DexWithAssets".asset1_id, "DexWithAssets".asset2_id
) b ON a.id = b.id
LEFT JOIN "Transaction" ON "Transaction".id = a.tx_id
LEFT JOIN "Block" ON "Block".id = "Transaction".block_id;
79 changes: 45 additions & 34 deletions webserver/server/app/services/DexLastPrice.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -5,48 +5,53 @@ import { PriceType } from '../../../shared/models/DexLastPrice';
import { sqlDexLastPrice } from '../models/dex/sqlDexLastPrice.queries';
import { parseAssetItem, serializeAsset, valueToDex } from './utils';


export async function dexLastPrice(
request: {
dbTx: PoolClient;
assetPairs: { asset1: Asset, asset2: Asset }[];
type: PriceType;
}
): Promise<DexLastPriceResponse> {
export async function dexLastPrice(request: {
dbTx: PoolClient;
assetPairs: { asset1: Asset; asset2: Asset }[];
type: PriceType;
}): Promise<DexLastPriceResponse> {
if (request.assetPairs.length === 0) return { lastPrice: [] };


const lastPrice = await (async () => {
switch (request.type) {
case PriceType.Mean:
return await sqlDexLastPrice.run({
policy_id1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.policyId)),
asset_name1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.assetName)),
policy_id2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.policyId)),
asset_name2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.assetName)),
operation1: '2',
operation2: '2'
}, request.dbTx);
return await sqlDexLastPrice.run(
{
policy_id1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.policyId)),
asset_name1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.assetName)),
policy_id2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.policyId)),
asset_name2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.assetName)),
operation1: '2',
operation2: '2',
},
request.dbTx
);

case PriceType.Sell:
return await sqlDexLastPrice.run({
policy_id1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.policyId)),
asset_name1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.assetName)),
policy_id2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.policyId)),
asset_name2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.assetName)),
operation1: '0',
operation2: '1'
}, request.dbTx);
return await sqlDexLastPrice.run(
{
policy_id1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.policyId)),
asset_name1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.assetName)),
policy_id2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.policyId)),
asset_name2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.assetName)),
operation1: '0',
operation2: '1',
},
request.dbTx
);

case PriceType.Buy:
return await sqlDexLastPrice.run({
policy_id1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.policyId)),
asset_name1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.assetName)),
policy_id2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.policyId)),
asset_name2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.assetName)),
operation1: '1',
operation2: '0'
}, request.dbTx);
return await sqlDexLastPrice.run(
{
policy_id1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.policyId)),
asset_name1: request.assetPairs.map(pair => parseAssetItem(pair.asset1?.assetName)),
policy_id2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.policyId)),
asset_name2: request.assetPairs.map(pair => parseAssetItem(pair.asset2?.assetName)),
operation1: '1',
operation2: '0',
},
request.dbTx
);
}
})();

Expand All @@ -56,7 +61,13 @@ export async function dexLastPrice(
asset2: serializeAsset(result.policy_id2, result.asset_name2),
amount1: result.amount1,
amount2: result.amount2,
dex: valueToDex(result.dex)
dex: valueToDex(result.dex),
block: {
hash: result.block_hash.toString('hex'),
height: result.height,
epoch: result.epoch,
slot: result.slot,
},
})),
};
}
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