Skip to content

Fix price history query amplification #15

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
NateIsern merged 1 commit into from
Jun 25, 2026
Merged

Fix price history query amplification #15

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
35 changes: 16 additions & 19 deletions server/routes/price.ts
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -157,39 +157,36 @@ const PERIOD_WINDOW_MS: Record<string, number> = {
};

async function fetchBoundedPriceHistory(cutoff: Date, windowEndMs: number): Promise<PriceHistoryDoc[]> {
const firstPage = await PricePoint.find({ timestamp: { $gte: cutoff } })
const docs = await PricePoint.find({ timestamp: { $gte: cutoff } })
.sort({ timestamp: 1 })
.limit(HISTORY_MAX_POINTS + 1)
.lean<PriceHistoryDoc[]>()
.exec();

if (firstPage.length <= HISTORY_MAX_POINTS) {
return firstPage;
if (docs.length <= HISTORY_MAX_POINTS) {
return docs;
}

const cutoffMs = cutoff.getTime();
const stepMs = (windowEndMs - cutoffMs) / HISTORY_MAX_POINTS;
const targetTimes = Array.from({ length: HISTORY_MAX_POINTS - 1 }, (_unused, index) => cutoffMs + index * stepMs);

const sampledDocs = await Promise.all(
targetTimes.map((targetTime) =>
PricePoint.findOne({ timestamp: { $gte: new Date(targetTime) } })
.sort({ timestamp: 1 })
.lean<PriceHistoryDoc>()
.exec(),
),
);
const lastDoc = await PricePoint.findOne({ timestamp: { $gte: cutoff } })
.sort({ timestamp: -1 })
.lean<PriceHistoryDoc>()
.exec();

const docsByTimestamp = new Map<string, PriceHistoryDoc>();
for (const doc of [...sampledDocs, lastDoc]) {
if (doc) {

let docIndex = 0;
for (const targetTime of targetTimes) {
while (docIndex < docs.length && docs[docIndex].timestamp.getTime() < targetTime) {
docIndex += 1;
}

if (docIndex < docs.length) {
const doc = docs[docIndex];
docsByTimestamp.set(doc.timestamp.toISOString(), doc);
}
}
const lastDoc = docs.at(-1);
if (lastDoc) {
docsByTimestamp.set(lastDoc.timestamp.toISOString(), lastDoc);
}

return Array.from(docsByTimestamp.values()).sort((a, b) => a.timestamp.getTime() - b.timestamp.getTime());
}
Expand Down
Loading