From bb9243e898062931e4faed267ca4923abb5cf482 Mon Sep 17 00:00:00 2001
From: Vincent Chau <99756290+vincentwschau@users.noreply.github.com>
Date: Tue, 29 Oct 2024 11:20:47 -0400
Subject: [PATCH] Make pnl ticks computation consistent within a transaction.

---
 .../__tests__/helpers/pnl-ticks-helper.test.ts   | 16 ++++++++++------
 .../roundtable/src/helpers/pnl-ticks-helper.ts   | 10 ++++++++--
 .../roundtable/src/tasks/create-pnl-ticks.ts     |  2 +-
 3 files changed, 19 insertions(+), 9 deletions(-)

diff --git a/indexer/services/roundtable/__tests__/helpers/pnl-ticks-helper.test.ts b/indexer/services/roundtable/__tests__/helpers/pnl-ticks-helper.test.ts
index c60cca50bc..e962c0f077 100644
--- a/indexer/services/roundtable/__tests__/helpers/pnl-ticks-helper.test.ts
+++ b/indexer/services/roundtable/__tests__/helpers/pnl-ticks-helper.test.ts
@@ -477,6 +477,8 @@ describe('pnl-ticks-helper', () => {
 
   it('getNewPnlTicks with prior pnl ticks', async () => {
     config.PNL_TICK_UPDATE_INTERVAL_MS = 3_600_000;
+    const blockHeight: string = '5';
+    const blockTime: IsoString = DateTime.utc(2022, 6, 2, 0, 30).toISO();
     const ticksForSubaccounts: PnlTickForSubaccounts = {
       [testConstants.defaultSubaccountId]: {
         ...testConstants.defaultPnlTick,
@@ -487,8 +489,6 @@ describe('pnl-ticks-helper', () => {
       ticksForSubaccounts,
       redisClient,
     );
-    const blockHeight: string = '5';
-    const blockTime: IsoString = DateTime.utc(2022, 6, 2, 0, 30).toISO();
     await BlockTable.create({
       blockHeight,
       time: blockTime,
@@ -497,7 +497,7 @@ describe('pnl-ticks-helper', () => {
     const txId: number = await Transaction.start();
     jest.spyOn(DateTime, 'utc').mockImplementation(() => dateTime);
     const newTicksToCreate: PnlTicksCreateObject[] = await
-    getPnlTicksCreateObjects(blockHeight, blockTime, txId);
+    getPnlTicksCreateObjects(txId);
     await Transaction.rollback(txId);
     expect(newTicksToCreate.length).toEqual(1);
     expect(newTicksToCreate).toEqual(
@@ -517,12 +517,16 @@ describe('pnl-ticks-helper', () => {
 
   it('getNewPnlTicks without prior pnl ticks', async () => {
     jest.spyOn(DateTime, 'utc').mockImplementation(() => dateTime);
-    await TransferTable.create(testConstants.defaultTransfer);
-    const txId: number = await Transaction.start();
     const blockHeight: string = '5';
     const blockTime: IsoString = DateTime.utc(2022, 6, 2, 0, 30).toISO();
+    await TransferTable.create(testConstants.defaultTransfer);
+    await BlockTable.create({
+      blockHeight,
+      time: blockTime,
+    });
+    const txId: number = await Transaction.start();
     const newTicksToCreate: PnlTicksCreateObject[] = await
-    getPnlTicksCreateObjects(blockHeight, blockTime, txId);
+    getPnlTicksCreateObjects(txId);
     await Transaction.rollback(txId);
     expect(newTicksToCreate.length).toEqual(2);
     expect(newTicksToCreate).toEqual(
diff --git a/indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts b/indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts
index ee0f6d5970..c899082bfc 100644
--- a/indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts
+++ b/indexer/services/roundtable/src/helpers/pnl-ticks-helper.ts
@@ -1,6 +1,8 @@
 import { logger, stats } from '@dydxprotocol-indexer/base';
 import {
   AssetPositionTable,
+  BlockFromDatabase,
+  BlockTable,
   FundingIndexMap,
   FundingIndexUpdatesTable,
   helpers,
@@ -50,11 +52,15 @@ export function normalizeStartTime(
  * @param blockHeight: consider transfers up until this block height.
  */
 export async function getPnlTicksCreateObjects(
-  blockHeight: string,
-  blockTime: IsoString,
   txId: number,
 ): Promise<PnlTicksCreateObject[]> {
   const startGetPnlTicksCreateObjects: number = Date.now();
+  const latestBlock: BlockFromDatabase = await BlockTable.getLatest({
+    readReplica: true,
+    txId,
+  });
+  const blockHeight: string = latestBlock.blockHeight;
+  const blockTime: string = latestBlock.time;
   const pnlTicksToBeCreatedAt: DateTime = DateTime.utc();
   const [
     mostRecentPnlTicks,
diff --git a/indexer/services/roundtable/src/tasks/create-pnl-ticks.ts b/indexer/services/roundtable/src/tasks/create-pnl-ticks.ts
index 36d7f40698..fde4918a18 100644
--- a/indexer/services/roundtable/src/tasks/create-pnl-ticks.ts
+++ b/indexer/services/roundtable/src/tasks/create-pnl-ticks.ts
@@ -55,7 +55,7 @@ export default async function runTask(): Promise<void> {
   let newTicksToCreate: PnlTicksCreateObject[] = [];
   try {
     await perpetualMarketRefresher.updatePerpetualMarkets();
-    newTicksToCreate = await getPnlTicksCreateObjects(latestBlockHeight, latestBlockTime, txId);
+    newTicksToCreate = await getPnlTicksCreateObjects(txId);
   } catch (error) {
     logger.error({
       at: 'create-pnl-ticks#runTask',