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Use timestamp to check for pending txs #55

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merged 2 commits into from
Oct 31, 2023
Merged

Use timestamp to check for pending txs #55

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83e6127
Use timestamp to check for pending txs
vponline Oct 30, 2023
8273098
Merge branch 'main' into pending-timestamp-check
vponline Oct 31, 2023
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102 changes: 58 additions & 44 deletions src/gas-price/gas-price.test.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -6,10 +6,10 @@ import { getState, setState } from '../state';
import {
getAirseekerRecommendedGasPrice,
multiplyGasPrice,
setLastOnChainDatafeedValues,
setSponsorLastUpdateTimestampMs,
setStoreGasPrices,
updateGasPriceStore,
clearLastOnChainDatafeedValue,
clearSponsorLastUpdateTimestampMs,
clearExpiredStoreGasPrices,
initializeGasStore,
gasPriceCollector,
Expand All @@ -28,6 +28,7 @@ const gasSettings = {
};
const timestampMock = 1_696_930_907_351;
const gasPriceMock = ethers.utils.parseUnits('10', 'gwei');
const sponsorWalletAddress = '0xf39Fd6e51aad88F6F4ce6aB8827279cffFb92266';

describe('gas price', () => {
beforeAll(() => {
Expand Down Expand Up @@ -59,7 +60,7 @@ describe('gas price', () => {
...state.gasPriceStore,
[chainId]: {
...state.gasPriceStore[chainId],
[providerName]: { gasPrices: [], lastOnChainDataFeedValues: {} },
[providerName]: { gasPrices: [], sponsorLastUpdateTimestampMs: {} },
},
},
});
Expand Down Expand Up @@ -109,7 +110,7 @@ describe('gas price', () => {
...state.gasPriceStore,
[chainId]: {
...state.gasPriceStore[chainId],
[providerName]: { gasPrices: [], lastOnChainDataFeedValues: {} },
[providerName]: { gasPrices: [], sponsorLastUpdateTimestampMs: {} },
},
},
});
Expand Down Expand Up @@ -140,7 +141,7 @@ describe('gas price', () => {
...state.gasPriceStore,
[chainId]: {
...state.gasPriceStore[chainId],
[providerName]: { gasPrices: [], lastOnChainDataFeedValues: {} },
[providerName]: { gasPrices: [], sponsorLastUpdateTimestampMs: {} },
},
},
});
Expand Down Expand Up @@ -194,34 +195,26 @@ describe('gas price', () => {
});
});

describe(setLastOnChainDatafeedValues.name, () => {
describe(setSponsorLastUpdateTimestampMs.name, () => {
it('sets last datafeed values details', () => {
const dataFeedId = '0x91be0acf2d58a15c7cf687edabe4e255fdb27fbb77eba2a52f3bb3b46c99ec04';
const dataFeedValue = {
value: ethers.BigNumber.from(1),
timestampMs: 1_697_546_898_352,
};
jest.spyOn(Date, 'now').mockReturnValue(timestampMock);
setLastOnChainDatafeedValues(chainId, providerName, dataFeedId, dataFeedValue);
setSponsorLastUpdateTimestampMs(chainId, providerName, sponsorWalletAddress);

expect(getState().gasPriceStore[chainId]![providerName]!.lastOnChainDataFeedValues[dataFeedId]).toStrictEqual(
dataFeedValue
);
expect(
getState().gasPriceStore[chainId]![providerName]!.sponsorLastUpdateTimestampMs[sponsorWalletAddress]
).toStrictEqual(timestampMock);
});
});

describe(clearLastOnChainDatafeedValue.name, () => {
describe(clearSponsorLastUpdateTimestampMs.name, () => {
it('clears last datafeed value details', () => {
const dataFeedId = '0x91be0acf2d58a15c7cf687edabe4e255fdb27fbb77eba2a52f3bb3b46c99ec04';
const dataFeedValue = {
value: ethers.BigNumber.from(1),
timestampMs: 1_697_546_898_352,
};
jest.spyOn(Date, 'now').mockReturnValue(timestampMock);
setLastOnChainDatafeedValues(chainId, providerName, dataFeedId, dataFeedValue);
clearLastOnChainDatafeedValue(chainId, providerName, dataFeedId);
setSponsorLastUpdateTimestampMs(chainId, providerName, sponsorWalletAddress);
clearSponsorLastUpdateTimestampMs(chainId, providerName, sponsorWalletAddress);

expect(getState().gasPriceStore[chainId]![providerName]!.lastOnChainDataFeedValues[dataFeedId]).toBeUndefined();
expect(
getState().gasPriceStore[chainId]![providerName]!.sponsorLastUpdateTimestampMs[sponsorWalletAddress]
).toBeUndefined();
});
});

Expand All @@ -236,7 +229,7 @@ describe('gas price', () => {
...state.gasPriceStore,
[chainId]: {
...state.gasPriceStore[chainId],
[providerName]: { gasPrices: [], lastOnChainDataFeedValues: {} },
[providerName]: { gasPrices: [], sponsorLastUpdateTimestampMs: {} },
},
},
});
Expand Down Expand Up @@ -285,7 +278,7 @@ describe('gas price', () => {
...state.gasPriceStore,
[chainId]: {
...state.gasPriceStore[chainId],
[providerName]: { gasPrices: [], lastOnChainDataFeedValues: {} },
[providerName]: { gasPrices: [], sponsorLastUpdateTimestampMs: {} },
},
},
});
Expand All @@ -297,7 +290,13 @@ describe('gas price', () => {
.spyOn(ethers.providers.StaticJsonRpcProvider.prototype, 'getGasPrice')
.mockResolvedValueOnce(ethers.BigNumber.from(gasPriceMock));

const gasPrice = await getAirseekerRecommendedGasPrice(chainId, providerName, rpcUrl, gasSettings);
const gasPrice = await getAirseekerRecommendedGasPrice(
chainId,
providerName,
rpcUrl,
gasSettings,
sponsorWalletAddress
);

expect(gasPrice).toStrictEqual(multiplyGasPrice(gasPriceMock, gasSettings.recommendedGasPriceMultiplier));
expect(getState().gasPriceStore[chainId]![providerName]!.gasPrices).toStrictEqual([
Expand Down Expand Up @@ -329,7 +328,13 @@ describe('gas price', () => {
},
},
});
const gasPrice = await getAirseekerRecommendedGasPrice(chainId, providerName, rpcUrl, gasSettings);
const gasPrice = await getAirseekerRecommendedGasPrice(
chainId,
providerName,
rpcUrl,
gasSettings,
sponsorWalletAddress
);

expect(gasPrice).toStrictEqual(
multiplyGasPrice(ethers.utils.parseUnits('8', 'gwei'), gasSettings.recommendedGasPriceMultiplier)
Expand Down Expand Up @@ -365,7 +370,13 @@ describe('gas price', () => {
},
},
});
const gasPrice = await getAirseekerRecommendedGasPrice(chainId, providerName, rpcUrl, gasSettings);
const gasPrice = await getAirseekerRecommendedGasPrice(
chainId,
providerName,
rpcUrl,
gasSettings,
sponsorWalletAddress
);

expect(gasPrice).toStrictEqual(multiplyGasPrice(gasPriceMock, gasSettings.recommendedGasPriceMultiplier));
expect(getState().gasPriceStore[chainId]![providerName]!.gasPrices).toStrictEqual([
Expand Down Expand Up @@ -399,7 +410,13 @@ describe('gas price', () => {
},
},
});
const gasPrice = await getAirseekerRecommendedGasPrice(chainId, providerName, rpcUrl, gasSettings);
const gasPrice = await getAirseekerRecommendedGasPrice(
chainId,
providerName,
rpcUrl,
gasSettings,
sponsorWalletAddress
);

expect(gasPrice).toStrictEqual(multiplyGasPrice(oldGasPriceValueMock, gasSettings.recommendedGasPriceMultiplier));
expect(getState().gasPriceStore[chainId]![providerName]!.gasPrices).toStrictEqual([
Expand All @@ -408,7 +425,7 @@ describe('gas price', () => {
]);
});

it('applies scaling if past the scaling window and same nonce', async () => {
it('applies scaling if last update timestamp is past the scaling window', async () => {
const oldGasPriceValueMock = ethers.utils.parseUnits('5', 'gwei');
const oldGasPriceMock = {
price: oldGasPriceValueMock,
Expand All @@ -419,12 +436,6 @@ describe('gas price', () => {
.spyOn(ethers.providers.StaticJsonRpcProvider.prototype, 'getGasPrice')
.mockResolvedValueOnce(ethers.BigNumber.from(gasPriceMock));

const dataFeedId = '0x91be0acf2d58a15c7cf687edabe4e255fdb27fbb77eba2a52f3bb3b46c99ec04';
const dataFeedValue = {
value: ethers.BigNumber.from(1),
// This sets the timestamp to be 1ms past the scalingWindow
timestampMs: timestampMock - gasSettings.scalingWindow * 60 * 1000 - 1,
};
const state = getState();
setState({
...state,
Expand All @@ -435,18 +446,21 @@ describe('gas price', () => {
[providerName]: {
...state.gasPriceStore[chainId]![providerName]!,
gasPrices: [oldGasPriceMock, ...state.gasPriceStore[chainId]![providerName]!.gasPrices],
lastOnChainDataFeedValues: {
...state.gasPriceStore[chainId]![providerName]!.lastOnChainDataFeedValues,
[dataFeedId]: dataFeedValue,
sponsorLastUpdateTimestampMs: {
...state.gasPriceStore[chainId]![providerName]!.sponsorLastUpdateTimestampMs,
[sponsorWalletAddress]: timestampMock - gasSettings.scalingWindow * 60 * 1000 - 1,
},
},
},
},
});
const gasPrice = await getAirseekerRecommendedGasPrice(chainId, providerName, rpcUrl, gasSettings, {
dataFeedId,
newDataFeedValue: dataFeedValue,
});
const gasPrice = await getAirseekerRecommendedGasPrice(
chainId,
providerName,
rpcUrl,
gasSettings,
sponsorWalletAddress
);

expect(gasPrice).toStrictEqual(multiplyGasPrice(gasPriceMock, gasSettings.maxScalingMultiplier));
expect(getState().gasPriceStore[chainId]![providerName]!.gasPrices).toStrictEqual([
Expand Down
59 changes: 27 additions & 32 deletions src/gas-price/gas-price.ts
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Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
import { ethers } from 'ethers';

import type { GasSettings } from '../config/schema';
import { getState, setState, type DataFeedValue } from '../state';
import { getState, setState } from '../state';

export const initializeGasStore = (chainId: string, providerName: string) => {
const state = getState();
Expand All @@ -23,7 +23,7 @@ export const initializeGasStore = (chainId: string, providerName: string) => {
...state.gasPriceStore,
[chainId]: {
...state.gasPriceStore[chainId],
[providerName]: { gasPrices: [], lastOnChainDataFeedValues: {} },
[providerName]: { gasPrices: [], sponsorLastUpdateTimestampMs: {} },
},
},
});
Expand Down Expand Up @@ -87,16 +87,15 @@ export const clearExpiredStoreGasPrices = (
};

/**
* Saves last transaction details into the store.
* Saves a sponsor wallet's last update timestamp into the store.
* @param chainId
* @param providerName
* @param nonce
* @param sponsorWalletAddress
*/
export const setLastOnChainDatafeedValues = (
export const setSponsorLastUpdateTimestampMs = (
chainId: string,
providerName: string,
dataFeedId: string,
dataFeedValues: { value: ethers.BigNumber; timestampMs: number }
sponsorWalletAddress: string
) => {
initializeGasStore(chainId, providerName);
const state = getState();
Expand All @@ -108,9 +107,9 @@ export const setLastOnChainDatafeedValues = (
...state.gasPriceStore[chainId],
[providerName]: {
...state.gasPriceStore[chainId]![providerName]!,
lastOnChainDataFeedValues: {
...state.gasPriceStore[chainId]![providerName]!.lastOnChainDataFeedValues,
[dataFeedId]: dataFeedValues,
sponsorLastUpdateTimestampMs: {
...state.gasPriceStore[chainId]![providerName]!.sponsorLastUpdateTimestampMs,
[sponsorWalletAddress]: Date.now(),
},
},
},
Expand All @@ -119,17 +118,21 @@ export const setLastOnChainDatafeedValues = (
};

/**
* Removes last transaction details from the store.
* Removes a sponsor wallet's last update timestamp from the store.
* @param chainId
* @param providerName
* @param nonce
* @param sponsorWalletAddress
*/
export const clearLastOnChainDatafeedValue = (chainId: string, providerName: string, dataFeedId: string) => {
export const clearSponsorLastUpdateTimestampMs = (
chainId: string,
providerName: string,
sponsorWalletAddress: string
) => {
const state = getState();

if (state.gasPriceStore[chainId]![providerName]!.lastOnChainDataFeedValues[dataFeedId]) {
const { [dataFeedId]: _value, ...lastOnChainDataFeedValues } =
state.gasPriceStore[chainId]![providerName]!.lastOnChainDataFeedValues;
if (state.gasPriceStore[chainId]![providerName]!.sponsorLastUpdateTimestampMs[sponsorWalletAddress]) {
const { [sponsorWalletAddress]: _value, ...sponsorLastUpdateTimestampMs } =
state.gasPriceStore[chainId]![providerName]!.sponsorLastUpdateTimestampMs;

setState({
...state,
Expand All @@ -139,7 +142,7 @@ export const clearLastOnChainDatafeedValue = (chainId: string, providerName: str
...state.gasPriceStore[chainId],
[providerName]: {
...state.gasPriceStore[chainId]![providerName]!,
lastOnChainDataFeedValues,
sponsorLastUpdateTimestampMs,
},
},
},
Expand Down Expand Up @@ -221,18 +224,15 @@ export const gasPriceCollector = async (
* @param providerName
* @param rpcUrl
* @param gasSettings
* @param nonce
* @param sponsorWalletAddress
* @returns {ethers.BigNumber}
*/
export const getAirseekerRecommendedGasPrice = async (
chainId: string,
providerName: string,
rpcUrl: string,
gasSettings: GasSettings,
newDataFeedUpdateOnChainValues?: {
dataFeedId: string;
newDataFeedValue: DataFeedValue;
}
sponsorWalletAddress: string
): Promise<ethers.BigNumber> => {
const {
recommendedGasPriceMultiplier,
Expand All @@ -242,7 +242,7 @@ export const getAirseekerRecommendedGasPrice = async (
maxScalingMultiplier,
} = gasSettings;
const state = getState();
const { gasPrices, lastOnChainDataFeedValues } = state.gasPriceStore[chainId]![providerName]!;
const { gasPrices, sponsorLastUpdateTimestampMs } = state.gasPriceStore[chainId]![providerName]!;

// Get the configured percentile of historical gas prices before adding the new price
const percentileGasPrice = getPercentile(
Expand All @@ -252,19 +252,14 @@ export const getAirseekerRecommendedGasPrice = async (

const gasPrice = await updateGasPriceStore(chainId, providerName, rpcUrl);

const lastDataFeedValue =
newDataFeedUpdateOnChainValues && lastOnChainDataFeedValues[newDataFeedUpdateOnChainValues.dataFeedId];
const lastUpdateTimestampMs = sponsorLastUpdateTimestampMs[sponsorWalletAddress];

// Check if the next update is a retry of a pending transaction and if it has been pending longer than scalingWindow
if (
lastDataFeedValue &&
newDataFeedUpdateOnChainValues &&
lastDataFeedValue?.value === newDataFeedUpdateOnChainValues.newDataFeedValue.value &&
lastDataFeedValue?.timestampMs < Date.now() - scalingWindow * 60 * 1000
) {
if (lastUpdateTimestampMs && lastUpdateTimestampMs < Date.now() - scalingWindow * 60 * 1000) {
const multiplier = calculateScalingMultiplier(
recommendedGasPriceMultiplier,
maxScalingMultiplier,
(Date.now() - lastDataFeedValue.timestampMs) / (60 * 1000),
(Date.now() - lastUpdateTimestampMs) / (60 * 1000),
scalingWindow
);

Expand Down
6 changes: 1 addition & 5 deletions src/state/state.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -2,13 +2,9 @@ import type { BigNumber } from 'ethers';

import type { Config } from '../config/schema';

export interface DataFeedValue {
value: BigNumber;
timestampMs: number;
}
interface GasState {
gasPrices: { price: BigNumber; timestampMs: number }[];
lastOnChainDataFeedValues: Record<string, DataFeedValue>;
sponsorLastUpdateTimestampMs: Record<string, number>;
}

export interface State {
Expand Down
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