add more Indexer stats around funding indices (#861)

dydxprotocol · Dec 8, 2023 · e696ea6 · e696ea6
1 parent 7b14139
commit e696ea6
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Showing 6 changed files with 80 additions and 2 deletions.
diff --git a/indexer/packages/postgres/src/constants.ts b/indexer/packages/postgres/src/constants.ts
@@ -4,6 +4,7 @@ import config from './config';
 import AssetModel from './models/asset-model';
 import AssetPositionModel from './models/asset-position-model';
 import FillModel from './models/fill-model';
+import FundingIndexUpdatesModel from './models/funding-index-updates-model';
 import LiquidityTiersModel from './models/liquidity-tiers-model';
 import MarketModel from './models/market-model';
 import OraclePriceModel from './models/oracle-price-model';
@@ -89,6 +90,7 @@ export const SQL_TO_JSON_DEFINED_MODELS = [
   AssetModel,
   AssetPositionModel,
   FillModel,
+  FundingIndexUpdatesModel,
   LiquidityTiersModel,
   MarketModel,
   OraclePriceModel,

diff --git a/indexer/packages/postgres/src/index.ts b/indexer/packages/postgres/src/index.ts
@@ -6,6 +6,7 @@ export { postgresConfigSchema } from './config';
 export { default as AssetModel } from './models/asset-model';
 export { default as AssetPositionModel } from './models/asset-position-model';
 export { default as FillModel } from './models/fill-model';
+export { default as FundingIndexUpdatesModel } from './models/funding-index-updates-model';
 export { default as LiquidityTiersModel } from './models/liquidity-tiers-model';
 export { default as MarketModel } from './models/market-model';
 export { default as OraclePriceModel } from './models/oracle-price-model';

diff --git a/indexer/packages/postgres/src/models/funding-index-updates-model.ts b/indexer/packages/postgres/src/models/funding-index-updates-model.ts
@@ -66,6 +66,25 @@ export default class FundingIndexUpdatesModel extends Model {
     };
   }
 
+  /**
+   * A mapping from column name to JSON conversion expected.
+   * See getSqlConversionForDydxModelTypes for valid conversions.
+   *
+   * TODO(IND-239): Ensure that jsonSchema() / sqlToJsonConversions() / model fields match.
+   */
+  static get sqlToJsonConversions() {
+    return {
+      id: 'string',
+      perpetualId: 'string',
+      eventId: 'hex-string',
+      rate: 'string',
+      oraclePrice: 'string',
+      fundingIndex: 'string',
+      effectiveAt: 'date-time',
+      effectiveAtHeight: 'string',
+    };
+  }
+
   id!: string;
 
   perpetualId!: string;

diff --git a/indexer/services/ender/__tests__/handlers/funding-handler.test.ts b/indexer/services/ender/__tests__/handlers/funding-handler.test.ts
@@ -1,3 +1,4 @@
+import { stats } from '@dydxprotocol-indexer/base';
 import {
   FundingEventV1,
   FundingEventV1_Type,
@@ -45,6 +46,9 @@ describe('fundingHandler', () => {
   beforeAll(async () => {
     await dbHelpers.migrate();
     await createPostgresFunctions();
+    jest.spyOn(stats, 'increment');
+    jest.spyOn(stats, 'timing');
+    jest.spyOn(stats, 'gauge');
   });
 
   beforeEach(async () => {
@@ -200,6 +204,8 @@ describe('fundingHandler', () => {
       oraclePrice: '10000',
       fundingIndex: '0.1',
     }));
+    expect(stats.gauge).toHaveBeenCalledWith('ender.funding_index_update_event', 0.1, { ticker: 'BTC-USD' });
+    expect(stats.gauge).toHaveBeenCalledWith('ender.funding_index_update', 0.1, { ticker: 'BTC-USD' });
   });
 
   it('successfully processes and clears cache for multiple new funding rates', async () => {
@@ -297,6 +303,10 @@ describe('fundingHandler', () => {
       // 1e2 * 1e-6 * 1e-6 / 1e-18 = 1e8
       fundingIndex: '100000000',
     }));
+    expect(stats.gauge).toHaveBeenCalledWith('ender.funding_index_update_event', 0.1, { ticker: 'BTC-USD' });
+    expect(stats.gauge).toHaveBeenCalledWith('ender.funding_index_update', 0.1, { ticker: 'BTC-USD' });
+    expect(stats.gauge).toHaveBeenCalledWith('ender.funding_index_update_event', 100000000, { ticker: 'ETH-USD' });
+    expect(stats.gauge).toHaveBeenCalledWith('ender.funding_index_update', 100000000, { ticker: 'ETH-USD' });
   });
 });
 

diff --git a/indexer/services/ender/src/handlers/funding-handler.ts b/indexer/services/ender/src/handlers/funding-handler.ts
@@ -1,12 +1,15 @@
-import { logger } from '@dydxprotocol-indexer/base';
+import { logger, stats } from '@dydxprotocol-indexer/base';
 import {
   FundingIndexUpdatesTable,
   PerpetualMarketFromDatabase,
   TendermintEventTable,
   protocolTranslations,
   PerpetualMarketModel,
+  FundingIndexUpdatesFromDatabase,
+  FundingIndexUpdatesModel,
 } from '@dydxprotocol-indexer/postgres';
 import { NextFundingCache } from '@dydxprotocol-indexer/redis';
+import { bytesToBigInt } from '@dydxprotocol-indexer/v4-proto-parser';
 import {
   FundingEventV1_Type,
   FundingUpdateV1,
@@ -15,6 +18,7 @@ import Big from 'big.js';
 import _ from 'lodash';
 import * as pg from 'pg';
 
+import config from '../config';
 import { redisClient } from '../helpers/redis/redis-controller';
 import { indexerTendermintEventToTransactionIndex } from '../lib/helper';
 import { ConsolidatedKafkaEvent, FundingEventMessage } from '../lib/types';
@@ -56,6 +60,17 @@ export class FundingHandler extends Handler<FundingEventMessage> {
         PerpetualMarketModel.fromJson(perpetualMarket as object) as PerpetualMarketFromDatabase,
       );
     }
+    const fundingIndices:
+    Map<string, FundingIndexUpdatesFromDatabase> = new
+    Map<string, FundingIndexUpdatesFromDatabase>();
+    for (const [key, fundingIndex] of Object.entries(resultRow.funding_index_updates)) {
+      fundingIndices.set(
+        key,
+        FundingIndexUpdatesModel.fromJson(
+          fundingIndex as object,
+        ) as FundingIndexUpdatesFromDatabase,
+      );
+    }
 
     const promises: Promise<number>[] = new Array<Promise<number>>(this.event.updates.length);
 
@@ -67,6 +82,7 @@ export class FundingHandler extends Handler<FundingEventMessage> {
           message: resultRow.errors[i],
           update,
         });
+        stats.increment(`${config.SERVICE_NAME}.handle_funding_event.failure`, 1);
         continue;
       }
 
@@ -78,6 +94,7 @@ export class FundingHandler extends Handler<FundingEventMessage> {
           message: 'Received FundingUpdate with unknown perpetualId.',
           update,
         });
+        stats.increment(`${config.SERVICE_NAME}.handle_funding_event.failure`, 1);
         continue;
       }
 
@@ -92,13 +109,37 @@ export class FundingHandler extends Handler<FundingEventMessage> {
         case FundingEventV1_Type.TYPE_FUNDING_RATE_AND_INDEX:
           // clear the cache for the predicted next funding rate
           promises[i] = NextFundingCache.clearFundingSamples(perpetualMarket.ticker, redisClient);
+          stats.gauge(
+            `${config.SERVICE_NAME}.funding_index_update_event`,
+            Number(
+              protocolTranslations.fundingIndexToHumanFixedString(
+                bytesToBigInt(update.fundingIndex).toString(),
+                perpetualMarket,
+              ),
+            ),
+            {
+              ticker: perpetualMarket.ticker,
+            },
+          );
+          // eslint-disable-next-line no-case-declarations
+          const fundingIndexUpdate: FundingIndexUpdatesFromDatabase = fundingIndices.get(
+            update.perpetualId.toString(),
+          )!;
+          stats.gauge(
+            `${config.SERVICE_NAME}.funding_index_update`,
+            Number(fundingIndexUpdate.fundingIndex),
+            {
+              ticker: perpetualMarket.ticker,
+            },
+          );
           break;
         default:
           logger.error({
             at: 'FundingHandler#handle',
             message: 'Received unknown FundingEvent type.',
             event: this.event,
           });
+          stats.increment(`${config.SERVICE_NAME}.handle_funding_event.failure`, 1);
       }
     }
 

diff --git a/indexer/services/ender/src/scripts/handlers/dydx_funding_handler.sql b/indexer/services/ender/src/scripts/handlers/dydx_funding_handler.sql
@@ -30,6 +30,7 @@ DECLARE
 
     funding_update jsonb;
     perpetual_markets_response jsonb = jsonb_build_object();
+    funding_update_response jsonb = jsonb_build_object();
     errors_response jsonb[];
     event_id bytea;
 BEGIN
@@ -77,6 +78,8 @@ BEGIN
                 funding_index_updates_record."effectiveAtHeight" = block_height;
 
                 INSERT INTO funding_index_updates VALUES (funding_index_updates_record.*);
+                funding_update_response = jsonb_set(funding_update_response, ARRAY[(funding_index_updates_record."perpetualId")::text], dydx_to_jsonb(funding_index_updates_record));
+
             ELSE
                 errors_response = array_append(errors_response, 'Received unknown FundingEvent type.');
                 CONTINUE;
@@ -88,8 +91,10 @@ BEGIN
     RETURN jsonb_build_object(
         'perpetual_markets',
         perpetual_markets_response,
+        'funding_index_updates',
+        funding_update_response,
         'errors',
         to_jsonb(errors_response)
     );
 END;
-$$ LANGUAGE plpgsql;
+$$ LANGUAGE plpgsql;