[Driver] Allow stale liquidity for quote requests #1924
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Added some changes in #1926 - sorry didn't see this PR when I started working on it. |
nlordell
approved these changes
Oct 8, 2023
# Description This PR was my take on recent liquidity fetching for the driver. Unfortunately, I did not see #1924 when I started working on it, but I believe some of my proposed changes are worthwhile including, so I rebased it onto the aforementioned PR. In particular, this PR (just like the one its based on) uses recent instead of latest liquidity for quoting. This improves latency of quotes. # Changes - [x] Introduce a `liquidity::When` enum to specify when to fetch liquidity for (latest vs recent) instead of using a `bool` flag. - [x] Add an E2E test to verify this. Note that this kind of E2E test is imperfect (since it involves timings, which is never great), but it is capturing the expected behavior of quotes (and because the cache update loop is long enough, it doesn't fail the many times I ran it). ## How to test E2E test that verifies liquidity cache is not being updated for the `/quote` request.
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Description
When giving production traffic to the colocated setup, we noticed a lot of price estimators (even fast ones like baseline) getting rate limited frequently. This is due to the driver requesting liquidity for the most recent block and blocking on fetching it if it's not available. For the legacy setup, there was a code path specifically for quotes, allowing to use a "recent" instead of the latest block for fetching liquidity.
This PR recreates this path for the co-located setup
Changes
How to test
Run this benchmark script against before and after:
observe http://localhost:11088/metrics in both cases and look for liquidity cache hits:
Before:
After
Note that we now only have 1 cache miss (140 pools) on cold start vs 1 cache miss on each new block and higher overall throughput
Related issues
#1672