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feat: postgres investigations #364

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feat: postgres investigations #364

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@cdummett cdummett commented Mar 21, 2023

Description

PR adds capabilities for logging the size of the data-node postgres database to the parameter experiments. PR also adds experiments and notebooks for analysing the following network parameters:

  • market.margin.scalingFactor
  • network.markPriceUpdateMaximumFrequency

Param: network.markPriceUpdateMaximumFrequency

Increasing the parameter increases database size. Current mainnet value of 5s gives a memory decrease of ~8% whilst the maximum saving is ~13%.

Effect of network parameter on postgres database size (2)

Param: market.margin.scalingFactor

Two sets of values tested for mainnet:

  1. {"search_level": 1.050, "initial_margin": 1.100, "collateral_release": 1.150}
  2. {"search_level": 1.001, "initial_margin": 2.000, "collateral_release": 4.000}

Option 2 gives a ~3% memory saving over Option 1.

margin

Testing

Passing all tests locally.

Breaking Changes

None

Closes

Closes #358

@cdummett cdummett added the enhancement New feature or request label Mar 21, 2023
@cdummett cdummett self-assigned this Mar 21, 2023
@cdummett cdummett marked this pull request as ready for review March 22, 2023 19:26
@cdummett cdummett requested a review from a team as a code owner March 22, 2023 19:26
@cdummett cdummett marked this pull request as draft March 23, 2023 11:38
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