feat: fallback to cache for prices and token market values when calling GetWalletToken (#5832)
This change adapts the market manager to cache the token-market-cap, and modifies the existing `GetWalletToken` function to use the token-price and token-market cache data. Additionally, we choose to use the cached price and market data for roughly 60 seconds when calling the `GetWalletToken` function.
This commit is contained in:
parent
f165103f66
commit
385933a60d
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@ -18,17 +18,30 @@ const (
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EventMarketStatusChanged walletevent.EventType = "wallet-market-status-changed"
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)
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const (
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MaxAgeInSecondsForFresh int64 = -1
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MaxAgeInSecondsForBalances int64 = 60
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)
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type DataPoint struct {
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Price float64
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UpdatedAt int64
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}
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type MarketValuesSnapshot struct {
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MarketValues thirdparty.TokenMarketValues
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UpdatedAt int64
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}
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type DataPerTokenAndCurrency = map[string]map[string]DataPoint
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type MarketValuesPerCurrencyAndToken = map[string]map[string]MarketValuesSnapshot
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type TokenMarketCache MarketValuesPerCurrencyAndToken
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type TokenPriceCache DataPerTokenAndCurrency
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type Manager struct {
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feed *event.Feed
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priceCache DataPerTokenAndCurrency
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priceCacheLock sync.RWMutex
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priceCache MarketCache[TokenPriceCache]
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marketCache MarketCache[TokenMarketCache]
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IsConnected bool
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LastCheckedAt int64
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IsConnectedLock sync.RWMutex
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@ -46,7 +59,8 @@ func NewManager(providers []thirdparty.MarketDataProvider, feed *event.Feed) *Ma
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return &Manager{
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feed: feed,
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priceCache: make(DataPerTokenAndCurrency),
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priceCache: *NewCache(make(TokenPriceCache)),
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marketCache: *NewCache(make(TokenMarketCache)),
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IsConnected: true,
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LastCheckedAt: time.Now().Unix(),
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circuitbreaker: cb,
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@ -136,6 +150,81 @@ func (pm *Manager) FetchTokenMarketValues(symbols []string, currency string) (ma
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return marketValues, nil
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}
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func (pm *Manager) updateMarketCache(currency string, marketValues map[string]thirdparty.TokenMarketValues) {
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Write(&pm.marketCache, func(tokenMarketCache TokenMarketCache) TokenMarketCache {
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for token, tokenMarketValues := range marketValues {
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if _, present := tokenMarketCache[currency]; !present {
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tokenMarketCache[currency] = make(map[string]MarketValuesSnapshot)
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}
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tokenMarketCache[currency][token] = MarketValuesSnapshot{
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UpdatedAt: time.Now().Unix(),
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MarketValues: tokenMarketValues,
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}
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}
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return tokenMarketCache
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})
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}
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func (pm *Manager) GetOrFetchTokenMarketValues(symbols []string, currency string, maxAgeInSeconds int64) (map[string]thirdparty.TokenMarketValues, error) {
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// docs: Determine which token market data to fetch based on what's inside the cache and the last time the cache was updated
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symbolsToFetch := Read(&pm.marketCache, func(marketCache TokenMarketCache) []string {
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tokenMarketValuesCache, ok := marketCache[currency]
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if !ok {
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return symbols
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}
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now := time.Now().Unix()
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symbolsToFetchMap := make(map[string]bool)
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symbolsToFetch := make([]string, 0, len(symbols))
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for _, symbol := range symbols {
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marketValueSnapshot, found := tokenMarketValuesCache[symbol]
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if !found {
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if !symbolsToFetchMap[symbol] {
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symbolsToFetchMap[symbol] = true
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symbolsToFetch = append(symbolsToFetch, symbol)
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}
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continue
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}
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if now-marketValueSnapshot.UpdatedAt > maxAgeInSeconds {
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if !symbolsToFetchMap[symbol] {
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symbolsToFetchMap[symbol] = true
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symbolsToFetch = append(symbolsToFetch, symbol)
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}
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continue
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}
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}
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return symbolsToFetch
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})
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// docs: Fetch and cache the token market data for missing or stale token market data
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if len(symbolsToFetch) > 0 {
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marketValues, err := pm.FetchTokenMarketValues(symbolsToFetch, currency)
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if err != nil {
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return nil, err
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}
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pm.updateMarketCache(currency, marketValues)
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}
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// docs: Extract token market data from populated cache
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tokenMarketValues := Read(&pm.marketCache, func(tokenMarketCache TokenMarketCache) map[string]thirdparty.TokenMarketValues {
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tokenMarketValuesPerSymbol := make(map[string]thirdparty.TokenMarketValues)
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if cachedTokenMarketValues, ok := tokenMarketCache[currency]; ok {
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for _, symbol := range symbols {
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if marketValuesSnapshot, found := cachedTokenMarketValues[symbol]; found {
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tokenMarketValuesPerSymbol[symbol] = marketValuesSnapshot.MarketValues
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}
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}
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}
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return tokenMarketValuesPerSymbol
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})
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return tokenMarketValues, nil
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}
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func (pm *Manager) FetchTokenDetails(symbols []string) (map[string]thirdparty.TokenDetails, error) {
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result, err := pm.makeCall(pm.providers, func(provider thirdparty.MarketDataProvider) (interface{}, error) {
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return provider.FetchTokenDetails(symbols)
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@ -179,52 +268,47 @@ func (pm *Manager) FetchPrices(symbols []string, currencies []string) (map[strin
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}
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func (pm *Manager) getCachedPricesFor(symbols []string, currencies []string) DataPerTokenAndCurrency {
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return Read(&pm.priceCache, func(tokenPriceCache TokenPriceCache) DataPerTokenAndCurrency {
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prices := make(DataPerTokenAndCurrency)
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for _, symbol := range symbols {
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prices[symbol] = make(map[string]DataPoint)
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for _, currency := range currencies {
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prices[symbol][currency] = pm.priceCache[symbol][currency]
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prices[symbol][currency] = tokenPriceCache[symbol][currency]
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}
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}
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return prices
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})
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}
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func (pm *Manager) updatePriceCache(prices map[string]map[string]float64) {
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pm.priceCacheLock.Lock()
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defer pm.priceCacheLock.Unlock()
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Write(&pm.priceCache, func(tokenPriceCache TokenPriceCache) TokenPriceCache {
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for token, pricesPerCurrency := range prices {
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_, present := pm.priceCache[token]
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_, present := tokenPriceCache[token]
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if !present {
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pm.priceCache[token] = make(map[string]DataPoint)
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tokenPriceCache[token] = make(map[string]DataPoint)
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}
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for currency, price := range pricesPerCurrency {
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pm.priceCache[token][currency] = DataPoint{
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tokenPriceCache[token][currency] = DataPoint{
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Price: price,
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UpdatedAt: time.Now().Unix(),
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}
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}
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}
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}
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func (pm *Manager) GetCachedPrices() DataPerTokenAndCurrency {
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pm.priceCacheLock.RLock()
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defer pm.priceCacheLock.RUnlock()
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return pm.priceCache
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return tokenPriceCache
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})
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}
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// Return cached price if present in cache and age is less than maxAgeInSeconds. Fetch otherwise.
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func (pm *Manager) GetOrFetchPrices(symbols []string, currencies []string, maxAgeInSeconds int64) (DataPerTokenAndCurrency, error) {
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symbolsToFetch := Read(&pm.priceCache, func(tokenPriceCache TokenPriceCache) []string {
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symbolsToFetchMap := make(map[string]bool)
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symbolsToFetch := make([]string, 0, len(symbols))
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now := time.Now().Unix()
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for _, symbol := range symbols {
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tokenPriceCache, ok := pm.GetCachedPrices()[symbol]
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tokenPriceCache, ok := tokenPriceCache[symbol]
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if !ok {
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if !symbolsToFetchMap[symbol] {
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symbolsToFetchMap[symbol] = true
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@ -243,6 +327,9 @@ func (pm *Manager) GetOrFetchPrices(symbols []string, currencies []string, maxAg
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}
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}
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return symbolsToFetch
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})
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if len(symbolsToFetch) > 0 {
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_, err := pm.FetchPrices(symbolsToFetch, currencies)
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if err != nil {
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@ -0,0 +1,35 @@
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package market
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import (
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"sync"
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)
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type MarketCache[T any] struct {
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store T
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lock sync.RWMutex
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}
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func NewCache[T any](store T) *MarketCache[T] {
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var cache MarketCache[T]
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cache.store = store
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return &cache
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}
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func Read[T any, R any](cache *MarketCache[T], reader func(store T) R) R {
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cache.lock.RLock()
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defer cache.lock.RUnlock()
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return reader(cache.store)
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}
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func Write[T any](cache *MarketCache[T], writer func(store T) T) *MarketCache[T] {
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cache.lock.Lock()
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defer cache.lock.Unlock()
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cache.store = writer(cache.store)
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return cache
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}
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func (cache *MarketCache[T]) Get() T {
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cache.lock.RLock()
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defer cache.lock.RUnlock()
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return cache.store
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}
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@ -52,7 +52,7 @@ func (mpp *MockPriceProviderWithError) FetchPrices(symbols []string, currencies
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return nil, errors.New("error")
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}
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func setupTestPrice(t *testing.T, providers []thirdparty.MarketDataProvider) *Manager {
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func setupMarketManager(t *testing.T, providers []thirdparty.MarketDataProvider) *Manager {
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return NewManager(providers, &event.Feed{})
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}
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@ -83,10 +83,10 @@ func TestPrice(t *testing.T) {
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priceProvider := NewMockPriceProvider(ctrl)
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priceProvider.setMockPrices(mockPrices)
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manager := setupTestPrice(t, []thirdparty.MarketDataProvider{priceProvider, priceProvider})
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manager := setupMarketManager(t, []thirdparty.MarketDataProvider{priceProvider, priceProvider})
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{
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rst := manager.GetCachedPrices()
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rst := manager.priceCache.Get()
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require.Empty(t, rst)
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}
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@ -114,7 +114,7 @@ func TestPrice(t *testing.T) {
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}
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}
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cache := manager.GetCachedPrices()
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cache := manager.priceCache.Get()
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for symbol, pricePerCurrency := range mockPrices {
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for currency, price := range pricePerCurrency {
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require.Equal(t, price, cache[symbol][currency].Price)
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@ -131,7 +131,7 @@ func TestFetchPriceErrorFirstProvider(t *testing.T) {
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symbols := []string{"BTC", "ETH"}
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currencies := []string{"USD", "EUR"}
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manager := setupTestPrice(t, []thirdparty.MarketDataProvider{priceProviderWithError, priceProvider})
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manager := setupMarketManager(t, []thirdparty.MarketDataProvider{priceProviderWithError, priceProvider})
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rst, err := manager.FetchPrices(symbols, currencies)
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require.NoError(t, err)
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for _, symbol := range symbols {
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@ -141,13 +141,16 @@ func TestFetchPriceErrorFirstProvider(t *testing.T) {
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}
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}
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func TestFetchTokenMarketValues(t *testing.T) {
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func setMarketCacheForTesting(t *testing.T, manager *Manager, currency string, marketValues map[string]thirdparty.TokenMarketValues) {
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t.Helper()
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manager.updateMarketCache(currency, marketValues)
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}
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func TestGetOrFetchTokenMarketValues(t *testing.T) {
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ctrl := gomock.NewController(t)
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defer ctrl.Finish()
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symbols := []string{"BTC", "ETH"}
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currency := "EUR"
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expectedMarketValues := map[string]thirdparty.TokenMarketValues{
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initialTokenMarketValues := map[string]thirdparty.TokenMarketValues{
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"BTC": {
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MKTCAP: 1000000000,
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HIGHDAY: 1.23456,
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@ -167,19 +170,109 @@ func TestFetchTokenMarketValues(t *testing.T) {
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CHANGE24HOUR: 0.8,
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},
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}
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updatedTokenMarketValues := map[string]thirdparty.TokenMarketValues{
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"BTC": {
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MKTCAP: 1000000000,
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HIGHDAY: 2.23456,
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LOWDAY: 1.00000,
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CHANGEPCTHOUR: 0.1,
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CHANGEPCTDAY: 0.2,
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CHANGEPCT24HOUR: 0.3,
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CHANGE24HOUR: 0.4,
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},
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"ETH": {
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MKTCAP: 2000000000,
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HIGHDAY: 5.56789,
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LOWDAY: 4.00000,
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CHANGEPCTHOUR: 0.5,
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CHANGEPCTDAY: 0.6,
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CHANGEPCT24HOUR: 0.7,
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CHANGE24HOUR: 0.8,
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},
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}
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requestCurrency := "EUR"
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requestSymbols := []string{"BTC", "ETH"}
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testCases := []struct {
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description string
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requestMaxCachedAgeSeconds int64
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// Can't use fake provider, because the key {receiver, method} will be different, no match
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cachedTokenMarketValues map[string]thirdparty.TokenMarketValues
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fetchTokenMarketValues map[string]thirdparty.TokenMarketValues
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fetchErr error
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wantFetchSymbols []string
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wantValues map[string]thirdparty.TokenMarketValues
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wantErr error
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}{
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{
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description: "fetch errors are propagated",
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requestMaxCachedAgeSeconds: 0,
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cachedTokenMarketValues: nil,
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fetchTokenMarketValues: nil,
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fetchErr: errors.New("explosion"),
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wantFetchSymbols: requestSymbols,
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wantValues: nil,
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wantErr: errors.New("explosion"),
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},
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{
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description: "token values fetched if not cached",
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requestMaxCachedAgeSeconds: 10,
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cachedTokenMarketValues: nil,
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fetchTokenMarketValues: initialTokenMarketValues,
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fetchErr: nil,
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wantFetchSymbols: requestSymbols,
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wantValues: initialTokenMarketValues,
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wantErr: nil,
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},
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{
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description: "token values returned from cache if fresh",
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requestMaxCachedAgeSeconds: 10,
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cachedTokenMarketValues: initialTokenMarketValues,
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fetchTokenMarketValues: nil,
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fetchErr: nil,
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wantFetchSymbols: requestSymbols,
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wantValues: initialTokenMarketValues,
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wantErr: nil,
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},
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{
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description: "token values fetched if fetch forced",
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requestMaxCachedAgeSeconds: MaxAgeInSecondsForFresh, // N.B. Force a fetch
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cachedTokenMarketValues: initialTokenMarketValues,
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fetchTokenMarketValues: updatedTokenMarketValues,
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fetchErr: nil,
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wantFetchSymbols: requestSymbols,
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wantValues: updatedTokenMarketValues,
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wantErr: nil,
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// TODO: Implement more test cases
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// Test Case: There's cache, but we want fresh data, but fetch fails, we should fallback to cache
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},
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}
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for _, tc := range testCases {
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provider := mock_thirdparty.NewMockMarketDataProvider(ctrl)
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provider.EXPECT().ID().Return("MockPriceProvider").AnyTimes()
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provider.EXPECT().FetchTokenMarketValues(symbols, currency).Return(expectedMarketValues, nil)
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manager := setupTestPrice(t, []thirdparty.MarketDataProvider{provider})
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marketValues, err := manager.FetchTokenMarketValues(symbols, currency)
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require.NoError(t, err)
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require.Equal(t, expectedMarketValues, marketValues)
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provider.EXPECT().ID().Return("MockMarketProvider").AnyTimes()
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manager := setupMarketManager(t, []thirdparty.MarketDataProvider{provider})
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t.Run(tc.description, func(t *testing.T) {
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if tc.cachedTokenMarketValues != nil {
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setMarketCacheForTesting(t, manager, requestCurrency, tc.cachedTokenMarketValues)
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}
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// Test error
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provider.EXPECT().FetchTokenMarketValues(symbols, currency).Return(nil, errors.New("error"))
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marketValues, err = manager.FetchTokenMarketValues(symbols, currency)
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require.Error(t, err)
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require.Nil(t, marketValues)
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if tc.fetchTokenMarketValues != nil || tc.fetchErr != nil {
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provider.EXPECT().FetchTokenMarketValues(tc.wantFetchSymbols, requestCurrency).Return(tc.fetchTokenMarketValues, tc.fetchErr)
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}
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gotValues, gotErr := manager.GetOrFetchTokenMarketValues(requestSymbols, requestCurrency, tc.requestMaxCachedAgeSeconds)
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if tc.wantErr != nil {
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require.ErrorContains(t, gotErr, tc.wantErr.Error())
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} else {
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require.NoError(t, gotErr)
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}
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require.Equal(t, tc.wantValues, gotValues)
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})
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}
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}
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@ -479,15 +479,15 @@ func (r *Reader) GetWalletToken(ctx context.Context, clients map[uint64]chain.Cl
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var (
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group = async.NewAtomicGroup(ctx)
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prices = map[string]map[string]float64{}
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prices = map[string]map[string]market.DataPoint{}
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tokenDetails = map[string]thirdparty.TokenDetails{}
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tokenMarketValues = map[string]thirdparty.TokenMarketValues{}
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)
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group.Add(func(parent context.Context) error {
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prices, err = r.marketManager.FetchPrices(tokenSymbols, currencies)
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prices, err = r.marketManager.GetOrFetchPrices(tokenSymbols, currencies, market.MaxAgeInSecondsForBalances)
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if err != nil {
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log.Info("marketManager.FetchPrices err", err)
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log.Info("marketManager.GetOrFetchPrices err", err)
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}
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return nil
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})
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@ -501,9 +501,9 @@ func (r *Reader) GetWalletToken(ctx context.Context, clients map[uint64]chain.Cl
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})
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group.Add(func(parent context.Context) error {
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tokenMarketValues, err = r.marketManager.FetchTokenMarketValues(tokenSymbols, currency)
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tokenMarketValues, err = r.marketManager.GetOrFetchTokenMarketValues(tokenSymbols, currency, market.MaxAgeInSecondsForBalances)
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if err != nil {
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log.Info("marketManager.FetchTokenMarketValues err", err)
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log.Info("marketManager.GetOrFetchTokenMarketValues err", err)
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}
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return nil
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})
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@ -533,7 +533,7 @@ func (r *Reader) GetWalletToken(ctx context.Context, clients map[uint64]chain.Cl
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ChangePctDay: tokenMarketValues[tok.Symbol].CHANGEPCTDAY,
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ChangePct24hour: tokenMarketValues[tok.Symbol].CHANGEPCT24HOUR,
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Change24hour: tokenMarketValues[tok.Symbol].CHANGE24HOUR,
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Price: prices[tok.Symbol][currency],
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Price: prices[tok.Symbol][currency].Price,
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HasError: !r.marketManager.IsConnected,
|
||||
}
|
||||
}
|
||||
|
|
|
@ -49,13 +49,14 @@ func (s SendType) FetchPrices(marketManager *market.Manager, tokenIDs []string)
|
|||
symbols = []string{"ETH"}
|
||||
}
|
||||
|
||||
pricesMap, err := marketManager.FetchPrices(symbols, []string{"USD"})
|
||||
pricesMap, err := marketManager.GetOrFetchPrices(symbols, []string{"USD"}, market.MaxAgeInSecondsForFresh)
|
||||
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
prices := make(map[string]float64, 0)
|
||||
for symbol, pricePerCurrency := range pricesMap {
|
||||
prices[symbol] = pricePerCurrency["USD"]
|
||||
prices[symbol] = pricePerCurrency["USD"].Price
|
||||
}
|
||||
if s.IsCollectiblesTransfer() {
|
||||
for _, tokenID := range tokenIDs {
|
||||
|
|
Loading…
Reference in New Issue