Increase orderbook mid price cache duration to 60 seconds (backport #…

…2633) (#2642)

Co-authored-by: Adam Fraser <[email protected]>

indexer/packages/redis/__tests__/caches/orderbook-mid-prices-cache.test.ts

@@ -136,7 +136,7 @@ describe('orderbook-mid-prices-cache', () => {
       expect(result).toEqual({ 'BTC-USD': '50500' });
     });
 
-    it('returns the correct median price after 30 seconds', async () => {
+    it('returns the correct median price after 60 seconds', async () => {
       jest.useFakeTimers();
       // Mock the getOrderBookMidPrice function for the ticker
       const mockPrices: string[] = ['50000', '51000', '49000', '48000', '52000', '53000'];
@@ -154,7 +154,7 @@ describe('orderbook-mid-prices-cache', () => {
       expect(OrderbookLevelsCache.getOrderBookMidPrice).toHaveBeenCalledTimes(2);
 
       // Advance time and fetch more prices
-      jest.advanceTimersByTime(31000); // Advance time by 31 seconds
+      jest.advanceTimersByTime(61000); // Advance time by 61 seconds
       await fetchAndCacheOrderbookMidPrices(
         client,
         [defaultTicker, defaultTicker, defaultTicker, defaultTicker],

indexer/packages/redis/src/scripts/add_orderbook_mid_prices.lua

@@ -7,16 +7,16 @@ local numArgs = #ARGV
 -- Get the timestamp from the last argument
 local timestamp = tonumber(ARGV[numArgs])
 
--- Time window (30 seconds)
-local thirtySeconds = 30
+-- Time window (60 seconds)
+local sixtySeconds = 60
 
 -- Validate the timestamp
 if not timestamp then
   return redis.error_reply("Invalid timestamp")
 end
 
 -- Calculate the cutoff time for removing old prices
-local cutoffTime = timestamp - thirtySeconds
+local cutoffTime = timestamp - sixtySeconds
 
 -- Iterate through each key (market) and corresponding price
 for i = 1, numKeys do
@@ -31,7 +31,7 @@ for i = 1, numKeys do
   -- Add the price to the sorted set with the current timestamp as the score
   redis.call("ZADD", priceCacheKey, timestamp, price)
 
-  -- Remove entries older than the cutoff time (older than 30 seconds)
+  -- Remove entries older than the cutoff time (older than 60 seconds)
   redis.call("ZREMRANGEBYSCORE", priceCacheKey, "-inf", cutoffTime)
 end