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reduced CalcTWAP to only one snapshots range #1801

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reduced CalcTWAP to only one snapshots range #1801

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27 changes: 5 additions & 22 deletions x/perp/v2/keeper/twap.go
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Original file line number Diff line number Diff line change
Expand Up @@ -46,37 +46,20 @@ func (k Keeper) CalcTwap(
EndInclusive(ctx.BlockTime()).
Descending(),
)
defer iter.Close()
for ; iter.Valid(); iter.Next() {
s := iter.Value()
snapshots = append(snapshots, s)
if s.TimestampMs <= lowerLimitTimestampMs {
break
}
}
snapshots = iter.Values()
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The direct assignment of values from the iterator to snapshots simplifies the logic for collecting snapshot data. This change should improve readability and potentially performance by eliminating explicit iteration. However, ensure that the iter.Values() method efficiently handles large datasets without significant memory overhead.


if len(snapshots) == 0 {
return sdk.OneDec().Neg(), types.ErrNoValidTWAP
}

// circuit-breaker when there's only one snapshot to process
if len(snapshots) == 1 {
return getPriceWithSnapshot(
snapshots[0],
snapshotPriceOps{
twapCalcOption: twapCalcOption,
direction: direction,
assetAmt: assetAmt,
},
)
}

// else, iterate over all snapshots and calculate TWAP
prevTimestampMs := ctx.BlockTime().UnixMilli()
cumulativePrice := sdk.ZeroDec()
cumulativePeriodMs := int64(0)
count := int64(0)

for _, snapshot := range snapshots {
count++
if snapshot.TimestampMs == prevTimestampMs {
// in some extreme cases, 2 reserves snapshots can have the same timestamp which would cause a divide by zero error
// in this case, we skip the second snapshot
Expand Down Expand Up @@ -112,8 +95,8 @@ func (k Keeper) CalcTwap(
prevTimestampMs = snapshot.TimestampMs
}

if cumulativePeriodMs == 0 {
// Should not be reachable
// circuit-breaker when there's only one snapshot to process
if count == 1 || cumulativePeriodMs == 0 {
return getPriceWithSnapshot(
snapshots[0],
snapshotPriceOps{
Expand Down
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