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[ENG-1509] Fix /v4/fills/parentSubaccount query performance (backport #3279) #3281

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Merged
davidli1997 merged 1 commit into from
Dec 10, 2025
Merged

[ENG-1509] Fix /v4/fills/parentSubaccount query performance (backport #3279) #3281

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11 changes: 6 additions & 5 deletions indexer/packages/postgres/src/stores/fill-table.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -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,
Expand All @@ -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.
Expand Down Expand Up @@ -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) {
Expand Down
34 changes: 33 additions & 1 deletion indexer/packages/postgres/src/stores/subaccount-table.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -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,
Expand Down Expand Up @@ -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);
}
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