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Restructure FNS global cache to be list #2036

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merged 10 commits into from
Aug 7, 2024
Merged

Restructure FNS global cache to be list #2036

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3c7a63b
rm global cache
dydxwill Aug 5, 2024
af79f20
dev5
dydxwill Aug 5, 2024
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dydxwill Aug 5, 2024
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dev2
dydxwill Aug 6, 2024
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lint
dydxwill Aug 6, 2024
e6fcbf5
revert ghwf
dydxwill Aug 6, 2024
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address cmts
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gh wf
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dydxwill Aug 7, 2024
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revert ghwf
dydxwill Aug 7, 2024
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104 changes: 65 additions & 39 deletions protocol/streaming/full_node_streaming_manager.go
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Original file line number Diff line number Diff line change
Expand Up @@ -29,9 +29,12 @@ type FullNodeStreamingManagerImpl struct {
ticker *time.Ticker
done chan bool

// map of clob pair id to stream updates.
streamUpdateCache map[uint32][]clobtypes.StreamUpdate
numUpdatesInCache uint32
// list of stream updates.
streamUpdateCache []clobtypes.StreamUpdate
// list of subscription ids for each stream update.
streamUpdateSubscriptionCache [][]uint32
clobPairIdToSubscriptionIdMapping map[uint32][]uint32
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comment for these 2 new fields?

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done

numUpdatesInCache uint32
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prob no need for this field now that we have a central list, can use len(list)

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removed


maxUpdatesInCache uint32
maxSubscriptionChannelSize uint32
Expand Down Expand Up @@ -66,10 +69,12 @@ func NewFullNodeStreamingManager(
orderbookSubscriptions: make(map[uint32]*OrderbookSubscription),
nextSubscriptionId: 0,

ticker: time.NewTicker(time.Duration(flushIntervalMs) * time.Millisecond),
done: make(chan bool),
streamUpdateCache: make(map[uint32][]clobtypes.StreamUpdate),
numUpdatesInCache: 0,
ticker: time.NewTicker(time.Duration(flushIntervalMs) * time.Millisecond),
done: make(chan bool),
streamUpdateCache: make([]clobtypes.StreamUpdate, 0),
streamUpdateSubscriptionCache: make([][]uint32, 0),
clobPairIdToSubscriptionIdMapping: make(map[uint32][]uint32),
numUpdatesInCache: 0,

maxUpdatesInCache: maxUpdatesInCache,
maxSubscriptionChannelSize: maxSubscriptionChannelSize,
Expand Down Expand Up @@ -134,6 +139,17 @@ func (sm *FullNodeStreamingManagerImpl) Subscribe(
messageSender: messageSender,
updatesChannel: make(chan []clobtypes.StreamUpdate, sm.maxSubscriptionChannelSize),
}
for _, clobPairId := range clobPairIds {
// if clobPairId exists in the map, append the subscription id to the slice
// otherwise, create a new slice with the subscription id
if _, ok := sm.clobPairIdToSubscriptionIdMapping[clobPairId]; !ok {
sm.clobPairIdToSubscriptionIdMapping[clobPairId] = []uint32{}
}
sm.clobPairIdToSubscriptionIdMapping[clobPairId] = append(
sm.clobPairIdToSubscriptionIdMapping[clobPairId],
sm.nextSubscriptionId,
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do we evict stuff from this map when we prune order subscriptions from the fns manager?

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@dydxwill dydxwill Aug 6, 2024 •
edited
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done, thanks for the catch!

)
}

sm.logger.Info(
fmt.Sprintf(
Expand Down Expand Up @@ -295,27 +311,28 @@ func (sm *FullNodeStreamingManagerImpl) SendOrderbookUpdates(
}

// Unmarshal each per-clob pair message to v1 updates.
updatesByClobPairId := make(map[uint32][]clobtypes.StreamUpdate)
updatesByClobPairId := make([]clobtypes.StreamUpdate, 0)
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rename var since this is not a map anymore?

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done

clobPairIds := make([]uint32, 0)
for clobPairId, update := range updates {
v1updates, err := streaming_util.GetOffchainUpdatesV1(update)
if err != nil {
panic(err)
}
updatesByClobPairId[clobPairId] = []clobtypes.StreamUpdate{
{
UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{
OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{
Updates: v1updates,
Snapshot: false,
},
streamUpdate := clobtypes.StreamUpdate{
UpdateMessage: &clobtypes.StreamUpdate_OrderbookUpdate{
OrderbookUpdate: &clobtypes.StreamOrderbookUpdate{
Updates: v1updates,
Snapshot: false,
},
BlockHeight: blockHeight,
ExecMode: uint32(execMode),
},
BlockHeight: blockHeight,
ExecMode: uint32(execMode),
}
updatesByClobPairId = append(updatesByClobPairId, streamUpdate)
clobPairIds = append(clobPairIds, clobPairId)
}

sm.AddUpdatesToCache(updatesByClobPairId, uint32(len(updates)))
sm.AddUpdatesToCache(updatesByClobPairId, clobPairIds, uint32(len(updates)))
}

// SendOrderbookFillUpdates groups fills by their clob pair ids and
Expand All @@ -333,7 +350,8 @@ func (sm *FullNodeStreamingManagerImpl) SendOrderbookFillUpdates(
)

// Group fills by clob pair id.
updatesByClobPairId := make(map[uint32][]clobtypes.StreamUpdate)
updatesByClobPairId := make([]clobtypes.StreamUpdate, 0)
clobPairIds := make([]uint32, 0)
for _, orderbookFill := range orderbookFills {
// If this is a deleveraging fill, fetch the clob pair id from the deleveraged
// perpetual id.
Expand All @@ -346,24 +364,23 @@ func (sm *FullNodeStreamingManagerImpl) SendOrderbookFillUpdates(
} else {
clobPairId = orderbookFill.Orders[0].OrderId.ClobPairId
}
if _, ok := updatesByClobPairId[clobPairId]; !ok {
updatesByClobPairId[clobPairId] = []clobtypes.StreamUpdate{}
}
streamUpdate := clobtypes.StreamUpdate{
UpdateMessage: &clobtypes.StreamUpdate_OrderFill{
OrderFill: &orderbookFill,
},
BlockHeight: blockHeight,
ExecMode: uint32(execMode),
}
updatesByClobPairId[clobPairId] = append(updatesByClobPairId[clobPairId], streamUpdate)
updatesByClobPairId = append(updatesByClobPairId, streamUpdate)
clobPairIds = append(clobPairIds, clobPairId)
}

sm.AddUpdatesToCache(updatesByClobPairId, uint32(len(orderbookFills)))
sm.AddUpdatesToCache(updatesByClobPairId, clobPairIds, uint32(len(orderbookFills)))
}

func (sm *FullNodeStreamingManagerImpl) AddUpdatesToCache(
updatesByClobPairId map[uint32][]clobtypes.StreamUpdate,
updates []clobtypes.StreamUpdate,
clobPairIds []uint32,
numUpdatesToAdd uint32,
) {
sm.Lock()
Expand All @@ -374,8 +391,12 @@ func (sm *FullNodeStreamingManagerImpl) AddUpdatesToCache(
float32(numUpdatesToAdd),
)

for clobPairId, streamUpdates := range updatesByClobPairId {
sm.streamUpdateCache[clobPairId] = append(sm.streamUpdateCache[clobPairId], streamUpdates...)
sm.streamUpdateCache = append(sm.streamUpdateCache, updates...)
for _, clobPairId := range clobPairIds {
sm.streamUpdateSubscriptionCache = append(
sm.streamUpdateSubscriptionCache,
sm.clobPairIdToSubscriptionIdMapping[clobPairId],
)
}
sm.numUpdatesInCache += numUpdatesToAdd

Expand All @@ -398,8 +419,8 @@ func (sm *FullNodeStreamingManagerImpl) FlushStreamUpdates() {
sm.FlushStreamUpdatesWithLock()
}

// FlushStreamUpdatesWithLock takes in a map of clob pair id to stream updates and emits them to subscribers.
// Note this method requires the lock and assumes that the lock has already been
// FlushStreamUpdatesWithLock takes in a list of stream updates and their corresponding subscription IDs,
// and emits them to subscribers. Note this method requires the lock and assumes that the lock has already been
// acquired by the caller.
func (sm *FullNodeStreamingManagerImpl) FlushStreamUpdatesWithLock() {
defer metrics.ModuleMeasureSince(
Expand All @@ -408,31 +429,36 @@ func (sm *FullNodeStreamingManagerImpl) FlushStreamUpdatesWithLock() {
time.Now(),
)

// Non-blocking send updates through subscriber's buffered channel.
// If the buffer is full, drop the subscription.
// Map to collect updates for each subscription.
subscriptionUpdates := make(map[uint32][]clobtypes.StreamUpdate)
idsToRemove := make([]uint32, 0)
for id, subscription := range sm.orderbookSubscriptions {
streamUpdatesForSubscription := make([]clobtypes.StreamUpdate, 0)
for _, clobPairId := range subscription.clobPairIds {
if update, ok := sm.streamUpdateCache[clobPairId]; ok {
streamUpdatesForSubscription = append(streamUpdatesForSubscription, update...)
}

// Collect updates for each subscription.
for i, update := range sm.streamUpdateCache {
subscriptionIds := sm.streamUpdateSubscriptionCache[i]
for _, id := range subscriptionIds {
subscriptionUpdates[id] = append(subscriptionUpdates[id], update)
}
}

if len(streamUpdatesForSubscription) > 0 {
// Non-blocking send updates through subscriber's buffered channel.
// If the buffer is full, drop the subscription.
for id, updates := range subscriptionUpdates {
if subscription, ok := sm.orderbookSubscriptions[id]; ok {
metrics.IncrCounter(
metrics.GrpcAddToSubscriptionChannelCount,
1,
)
select {
case subscription.updatesChannel <- streamUpdatesForSubscription:
case subscription.updatesChannel <- updates:
default:
idsToRemove = append(idsToRemove, id)
}
}
}

clear(sm.streamUpdateCache)
clear(sm.streamUpdateSubscriptionCache)
sm.numUpdatesInCache = 0

for _, id := range idsToRemove {
Expand Down
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