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Tighten candle cache usage for hot ranges

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dirtydishes 2026-01-07 20:28:39 -05:00
parent b9ad182473
commit 5cb4e21f18
1 changed files with 21 additions and 5 deletions
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26
services/api/src/index.ts
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@ -80,7 +80,8 @@ const envSchema = z.object({
CLICKHOUSE_URL: z.string().default("http://localhost:8123"), CLICKHOUSE_URL: z.string().default("http://localhost:8123"),
CLICKHOUSE_DATABASE: z.string().default("default"), CLICKHOUSE_DATABASE: z.string().default("default"),
REDIS_URL: z.string().default("redis://localhost:6379"), REDIS_URL: z.string().default("redis://localhost:6379"),
REST_DEFAULT_LIMIT: z.coerce.number().int().positive().default(200) REST_DEFAULT_LIMIT: z.coerce.number().int().positive().default(200),
CANDLE_CACHE_LIMIT: z.coerce.number().int().nonnegative().default(2000)
}); });
const env = readEnv(envSchema); const env = readEnv(envSchema);
@ -278,10 +279,16 @@ const fetchEquityCandlesFromCache = async (
underlyingId: string, underlyingId: string,
intervalMs: number, intervalMs: number,
startTs: number, startTs: number,
endTs: number endTs: number,
limit: number
): Promise<unknown[]> => { ): Promise<unknown[]> => {
const key = buildCandleCacheKey(underlyingId, intervalMs); const key = buildCandleCacheKey(underlyingId, intervalMs);
const payloads = await client.zRangeByScore(key, startTs, endTs); const payloads = await client.zRangeByScore(key, startTs, endTs, {
LIMIT: {
offset: 0,
count: limit
}
});
const parsed = payloads const parsed = payloads
.map((payload) => { .map((payload) => {
try { try {
@ -303,6 +310,14 @@ const fetchEquityCandlesFromCache = async (
return validated; return validated;
}; };
const isHotCandleRange = (intervalMs: number, startTs: number, endTs: number): boolean => {
if (env.CANDLE_CACHE_LIMIT <= 0) {
return false;
}
const rangeMs = Math.max(0, endTs - startTs);
return rangeMs <= intervalMs * env.CANDLE_CACHE_LIMIT;
};
const run = async () => { const run = async () => {
logger.info("service starting"); logger.info("service starting");
@ -779,13 +794,14 @@ const run = async () => {
try { try {
const { underlyingId, intervalMs, startTs, endTs, limit, useCache } = const { underlyingId, intervalMs, startTs, endTs, limit, useCache } =
parseCandleParams(url); parseCandleParams(url);
if (useCache && redis && redis.isOpen) { if (useCache && redis && redis.isOpen && isHotCandleRange(intervalMs, startTs, endTs)) {
const cached = await fetchEquityCandlesFromCache( const cached = await fetchEquityCandlesFromCache(
redis, redis,
underlyingId, underlyingId,
intervalMs, intervalMs,
startTs, startTs,
endTs endTs,
limit
); );
if (cached.length > 0) { if (cached.length > 0) {
return jsonResponse({ data: cached }); return jsonResponse({ data: cached });