feat(pyth-lazer): coalesce feeds into one bulk subscription#143
Open
jaspersagent wants to merge 2 commits into
Open
feat(pyth-lazer): coalesce feeds into one bulk subscription#143jaspersagent wants to merge 2 commits into
jaspersagent wants to merge 2 commits into
Conversation
Per-feed subscriptions made the upstream send one WS frame per feed per channel tick (~3300 frames/s at production scale), saturating the single event loop and inflating both request latency tails and price staleness. New feeds still get an immediate individual subscription for fast first price, but a periodic compaction pass folds every delivering subscription into one bulk subscription make-before-break and drops idle feeds, cutting the standing frame rate to one frame per tick. Feeds that never deliver are never absorbed, so a single entitlement-failing feed cannot poison the bulk subscription.
Address audit of the bulk-subscription change. The compaction interval and make-before-break overlap move from process env to per-module config (bulkCompactInterval, bulkOverlap) so they validate and tune like the other module knobs. Compaction now unsubscribes an individual subscription that was re-created during the overlap window instead of orphaning it, with a test covering the expire-and-re-request race. The reverse symbol lookup iterates the map directly instead of copying it, and subscription ids carry a SubscriptionId type with consistent individual-subscription naming.
mariocao
reviewed
Jun 16, 2026
| return; | ||
| } | ||
| sendSubscribe(newBulkSubscriptionId, [...newFeedIds]); | ||
| yield* Effect.sleep(config.bulkOverlap); |
Member
There was a problem hiding this comment.
Not sure a sleep is the best approach here.
| // Bulk-subscribe bookkeeping: which subscription ids are individual | ||
| // subscriptions, which feeds the current bulk subscription carries, and | ||
| // which feeds have delivered at least one update. Feeds that never | ||
| // deliver (e.g. entitlement failures) are never absorbed into the bulk |
Member
There was a problem hiding this comment.
What are entitlement failures?
Comment on lines
+328
to
+331
| if ( | ||
| current.value !== newBulkSubscriptionId && | ||
| individualSubscriptionIds.has(current.value) | ||
| ) { |
Member
There was a problem hiding this comment.
Woundn't the first condition here always hold since we never assign newBulkSubscriptionId to the feeds during compaction?
| const carriedOver = new Set<PriceFeedId>(); | ||
| let droppedFromBulk = 0; | ||
| for (const feedId of bulkFeedIds) { | ||
| if (MutableHashMap.has(subscriptions, feedId)) { |
Member
There was a problem hiding this comment.
Technically, this check might not enough because a feed that's been cleaned up due to idleness could be re-subscribed. Under this scenario, we would be carrying over the feed without checking deliveredFeedIds.
Member
There was a problem hiding this comment.
I suppose we could just assume that a feed that has been included in a bulk has been delivered at least once. Or I think we can just add a subscription ID check?
for (const feedId of bulkFeedIds) {
const subId = MutableHashMap.get(subscriptions, feedId);
if (Option.isNone(subId)) {
// Feed has been cleaned up due to idleness
droppedFromBulk++;
} else if (subId.value === bulkSubscriptionId) {
// Carry over
carriedOver.add(feedId);
} else {
// Feed is back on an individual subscription through re-subscribe
// Do not carry over and let it be handled as an absorbable case.
droppedFromBulk++;
}
}
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
3 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Per-feed Pyth Lazer subscriptions make the upstream send one WS frame per feed per channel tick, which saturates the single event loop: request latency tails and price staleness both balloon, and the congestion spills onto unrelated routes that share the proxy process.