From b481f77b75bc37a5be5f6a77c844a50c3023cea8 Mon Sep 17 00:00:00 2001
From: David Li <h396lidavid@gmail.com>
Date: Wed, 10 Dec 2025 15:46:01 -0500
Subject: [PATCH] [ENG-1509] Fix /v4/fills/parentSubaccount query performance
 (#3279)

(cherry picked from commit c275378bf214efb2fc74e574e213d2b1740a08e1)
---
 .../postgres/src/stores/fill-table.ts         | 11 +++---
 .../postgres/src/stores/subaccount-table.ts   | 34 ++++++++++++++++++-
 2 files changed, 39 insertions(+), 6 deletions(-)

diff --git a/indexer/packages/postgres/src/stores/fill-table.ts b/indexer/packages/postgres/src/stores/fill-table.ts
index 536000ea64..82eed007c4 100644
--- a/indexer/packages/postgres/src/stores/fill-table.ts
+++ b/indexer/packages/postgres/src/stores/fill-table.ts
@@ -11,7 +11,6 @@ import { knexReadReplica } from '../helpers/knex';
 import { setupBaseQuery, verifyAllRequiredFields } from '../helpers/stores-helpers';
 import Transaction from '../helpers/transaction';
 import { getUuid } from '../helpers/uuid';
-import { getSubaccountQueryForParent } from '../lib/parent-subaccount-helpers';
 import FillModel from '../models/fill-model';
 import {
   FillColumns,
@@ -31,6 +30,7 @@ import {
   QueryableField,
   QueryConfig,
 } from '../types';
+import { findIdsForParentSubaccount } from './subaccount-table';
 
 export function uuid(eventId: Buffer, liquidity: Liquidity): string {
   // TODO(IND-483): Fix all uuid string substitutions to use Array.join.
@@ -147,10 +147,11 @@ export async function findAll(
   if (subaccountId !== undefined) {
     baseQuery = baseQuery.whereIn(FillColumns.subaccountId, subaccountId);
   } else if (parentSubaccount !== undefined) {
-    baseQuery = baseQuery.whereIn(
-      FillColumns.subaccountId,
-      getSubaccountQueryForParent(parentSubaccount),
-    );
+    // PERFORMANCE CRITICAL: Resolve subaccountIds to concrete UUIDs before querying.
+    // Using IN (subquery) causes Postgres to misestimate cardinality and scan millions
+    // of rows. With explicit UUIDs, Postgres uses optimal index scans per subaccount.
+    const subaccountIds = await findIdsForParentSubaccount(parentSubaccount);
+    baseQuery = baseQuery.whereIn(FillColumns.subaccountId, subaccountIds);
   }
 
   if (side !== undefined) {
diff --git a/indexer/packages/postgres/src/stores/subaccount-table.ts b/indexer/packages/postgres/src/stores/subaccount-table.ts
index 5c3ea231fd..9f06e166c8 100644
--- a/indexer/packages/postgres/src/stores/subaccount-table.ts
+++ b/indexer/packages/postgres/src/stores/subaccount-table.ts
@@ -2,7 +2,7 @@ import { IndexerSubaccountId } from '@dydxprotocol-indexer/v4-protos';
 import { PartialModelObject, QueryBuilder } from 'objection';
 
 import config from '../config';
-import { BUFFER_ENCODING_UTF_8, DEFAULT_POSTGRES_OPTIONS } from '../constants';
+import { BUFFER_ENCODING_UTF_8, DEFAULT_POSTGRES_OPTIONS, MAX_PARENT_SUBACCOUNTS } from '../constants';
 import {
   verifyAllRequiredFields,
   setupBaseQuery,
@@ -201,3 +201,35 @@ export async function deleteById(
     Transaction.get(options.txId),
   ).deleteById(id);
 }
+
+/**
+ * Retrieves all subaccount IDs associated with a parent subaccount.
+ * A subaccount is considered a child of the parent if it has the same address
+ * and its subaccount number follows the modulo relationship with the parent.
+ *
+ * @param parentSubaccount The parent subaccount object with address and subaccountNumber
+ * @param options Query options including transaction ID
+ * @returns A promise that resolves to an array of subaccount ID strings
+ */
+export async function findIdsForParentSubaccount(
+  parentSubaccount: {
+    address: string,
+    subaccountNumber: number,
+  },
+  options: Options = DEFAULT_POSTGRES_OPTIONS,
+): Promise<string[]> {
+  // Get all subaccounts for the address
+  const subaccounts = await findAll(
+    { address: parentSubaccount.address },
+    [],
+    options,
+  );
+
+  // Filter for subaccounts that match the parent relationship
+  // (subaccountNumber - parentSubaccountNumber) % MAX_PARENT_SUBACCOUNTS = 0
+  return subaccounts
+    .filter((subaccount) => (subaccount.subaccountNumber - parentSubaccount.subaccountNumber) %
+     MAX_PARENT_SUBACCOUNTS === 0,
+    )
+    .map((subaccount) => subaccount.id);
+}