From 5a6ddd4a35dead6608518d81f35446590663a5ac Mon Sep 17 00:00:00 2001
From: Adam Fraser <adamfraser0@gmail.com>
Date: Tue, 24 Sep 2024 13:22:59 -0400
Subject: [PATCH] Return values from redis without division, perform division
 in javascript

---
 .../caches/orderbook-mid-prices-cache.test.ts | 38 +++++++++++++++++--
 .../src/caches/orderbook-mid-prices-cache.ts  | 30 ++++++++++++---
 .../src/scripts/get_market_median_price.lua   |  7 ++--
 3 files changed, 62 insertions(+), 13 deletions(-)

diff --git a/indexer/packages/redis/__tests__/caches/orderbook-mid-prices-cache.test.ts b/indexer/packages/redis/__tests__/caches/orderbook-mid-prices-cache.test.ts
index 70ed134e67..5dfd662f68 100644
--- a/indexer/packages/redis/__tests__/caches/orderbook-mid-prices-cache.test.ts
+++ b/indexer/packages/redis/__tests__/caches/orderbook-mid-prices-cache.test.ts
@@ -13,10 +13,6 @@ describe('orderbook-mid-prices-cache', () => {
     await deleteAllAsync(client);
   });
 
-  afterEach(async () => {
-    await deleteAllAsync(client);
-  });
-
   describe('setPrice', () => {
     it('sets a price for a ticker', async () => {
       await setPrice(client, ticker, '50000');
@@ -102,5 +98,39 @@ describe('orderbook-mid-prices-cache', () => {
 
       jest.useRealTimers();
     });
+
+    it('returns the correct median price for small numbers with even number of prices', async () => {
+      await Promise.all([
+        setPrice(client, ticker, '0.00000000002345'),
+        setPrice(client, ticker, '0.00000000002346'),
+      ]);
+
+      const midPrice1 = await getMedianPrice(client, ticker);
+      expect(midPrice1).toEqual('0.000000000023455');
+    });
+
+    it('returns the correct median price for small numbers with odd number of prices', async () => {
+      await Promise.all([
+        setPrice(client, ticker, '0.00000000001'),
+        setPrice(client, ticker, '0.00000000002'),
+        setPrice(client, ticker, '0.00000000003'),
+        setPrice(client, ticker, '0.00000000004'),
+        setPrice(client, ticker, '0.00000000005'),
+      ]);
+
+      const midPrice1 = await getMedianPrice(client, ticker);
+      expect(midPrice1).toEqual('0.00000000003');
+
+      await deleteAllAsync(client);
+
+      await Promise.all([
+        setPrice(client, ticker, '0.00000847007'),
+        setPrice(client, ticker, '0.00000847006'),
+        setPrice(client, ticker, '0.00000847008'),
+      ]);
+
+      const midPrice2 = await getMedianPrice(client, ticker);
+      expect(midPrice2).toEqual('0.00000847007');
+    });
   });
 });
diff --git a/indexer/packages/redis/src/caches/orderbook-mid-prices-cache.ts b/indexer/packages/redis/src/caches/orderbook-mid-prices-cache.ts
index f2857b70e9..ece95a3ca2 100644
--- a/indexer/packages/redis/src/caches/orderbook-mid-prices-cache.ts
+++ b/indexer/packages/redis/src/caches/orderbook-mid-prices-cache.ts
@@ -1,3 +1,4 @@
+import Big from 'big.js';
 import { Callback, RedisClient } from 'redis';
 
 import {
@@ -69,7 +70,9 @@ export async function setPrice(
 
 /**
  * Retrieves the median price for a given ticker from the cache.
- * Uses a Lua script to calculate the median price from the sorted set in Redis.
+ * Uses a Lua script to fetch either the middle element (for odd number of prices)
+ * or the two middle elements (for even number of prices) from a sorted set in Redis.
+ * If two middle elements are returned, their average is calculated in JavaScript.
  * @param client The Redis client
  * @param ticker The ticker symbol
  * @returns A promise that resolves with the median price as a string, or null if not found
@@ -77,13 +80,13 @@ export async function setPrice(
 export async function getMedianPrice(client: RedisClient, ticker: string): Promise<string | null> {
   let evalAsync: (
     marketCacheKey: string,
-  ) => Promise<string> = (
+  ) => Promise<string[]> = (
     marketCacheKey,
   ) => {
     return new Promise((resolve, reject) => {
-      const callback: Callback<string> = (
+      const callback: Callback<string[]> = (
         err: Error | null,
-        results: string,
+        results: string[],
       ) => {
         if (err) {
           return reject(err);
@@ -101,7 +104,24 @@ export async function getMedianPrice(client: RedisClient, ticker: string): Promi
   };
   evalAsync = evalAsync.bind(client);
 
-  return evalAsync(
+  const prices = await evalAsync(
     getOrderbookMidPriceCacheKey(ticker),
   );
+
+  if (!prices || prices.length === 0) {
+    return null;
+  }
+
+  if (prices.length === 1) {
+    return Big(prices[0]).toFixed();
+  }
+
+  if (prices.length === 2) {
+    const [price1, price2] = prices.map((price) => {
+      return Big(price);
+    });
+    return price1.plus(price2).div(2).toFixed();
+  }
+
+  return null;
 }
diff --git a/indexer/packages/redis/src/scripts/get_market_median_price.lua b/indexer/packages/redis/src/scripts/get_market_median_price.lua
index 281da9bed8..a318296f20 100644
--- a/indexer/packages/redis/src/scripts/get_market_median_price.lua
+++ b/indexer/packages/redis/src/scripts/get_market_median_price.lua
@@ -14,10 +14,9 @@ local middle = math.floor(#prices / 2)
 
 -- Calculate median
 if #prices % 2 == 0 then
-  -- If even, return the average of the two middle elements
-  local median = (tonumber(prices[middle]) + tonumber(prices[middle + 1])) / 2
-  return tostring(median)
+  -- If even, return both prices, division will be handled in Javascript
+  return {prices[middle], prices[middle + 1]}
 else
   -- If odd, return the middle element
-  return prices[middle + 1]
+  return {prices[middle + 1]}
 end