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Refactor short_term_order_latency query #19

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Refactor short_term_order_latency query #19

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1eee87c
Refactor short_term_order_latency query
lukabuz Mar 3, 2026
1b3eac9
fix
lukabuz Mar 3, 2026
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54 changes: 23 additions & 31 deletions bigquery_to_datadog.py
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Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,6 @@
with open("config.json", "r") as config_file:
config = json.load(config_file)

START_TIMESTAMP = (datetime.now() - timedelta(days=7)).strftime("%Y-%m-%d %H:%M:%S")
PROJECT_ID = config["bigquery_project_id"]

# Configuration
Expand All @@ -25,11 +24,10 @@
JOIN `{project_id}.full_node_stream.order_places` p
ON p.client_id = CAST(s.client_id AS STRING)
AND p.address = s.address
AND p.received_at > TIMESTAMP("{start_timestamp}")
AND p.received_at > TIMESTAMP(@timestamp)
WHERE s.sent_at > TIMESTAMP("{start_timestamp}")
WHERE s.sent_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND s.address = @maker_address
AND TIMESTAMP_TRUNC(s.sent_at, DAY) > TIMESTAMP(TIMESTAMP_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND p.received_at > TIMESTAMP(@timestamp)
AND p.received_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
UNION ALL
SELECT p.received_at
, TIMESTAMP_DIFF(p.received_at, s.sent_at, millisecond) AS latency
Expand All @@ -38,16 +36,12 @@
JOIN `{project_id}.indexer_stream_new.received_orders_and_cancels` p
ON p.client_id = CAST(s.client_id AS STRING)
AND p.address = s.address
AND p.received_at > TIMESTAMP("{start_timestamp}")
AND p.received_at > TIMESTAMP(@timestamp)
WHERE s.sent_at > TIMESTAMP("{start_timestamp}")
WHERE s.sent_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND s.address = @maker_address
AND TIMESTAMP_TRUNC(s.sent_at, DAY) > TIMESTAMP(TIMESTAMP_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND p.received_at > TIMESTAMP(@timestamp)
AND p.received_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
ORDER BY 1
""".format(
start_timestamp=START_TIMESTAMP,
project_id=PROJECT_ID,
),
""".format(project_id=PROJECT_ID),
"params": {"maker_address": config["maker_address"]},
"metric_name": "bigquery.short_term_order_latency",
},
Expand All @@ -60,30 +54,25 @@
FROM `{project_id}.latency_experiments.long_running_stateful_orders` s
JOIN `{project_id}.full_node_stream.order_places` p
ON p.client_id = CAST(s.client_id AS STRING)
AND p.address = s.address
AND p.received_at > TIMESTAMP("{start_timestamp}")
AND p.received_at > TIMESTAMP(@timestamp)
WHERE s.sent_at > TIMESTAMP("{start_timestamp}")
AND s.address = @stateful_address
AND TIMESTAMP_TRUNC(s.sent_at, DAY) > TIMESTAMP(TIMESTAMP_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND p.address = s.address
WHERE s.sent_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND s.address = @stateful_address
AND p.received_at > TIMESTAMP(@timestamp)
AND p.received_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
UNION ALL
SELECT p.received_at
, TIMESTAMP_DIFF(p.received_at, s.sent_at, millisecond) AS latency
, p.server_address
FROM `{project_id}.latency_experiments.long_running_stateful_orders` s
JOIN `{project_id}.indexer_stream_new.received_orders_and_cancels` p
ON p.client_id = CAST(s.client_id AS STRING)
AND p.address = s.address
AND p.received_at > TIMESTAMP("{start_timestamp}")
AND p.received_at > TIMESTAMP(@timestamp)
WHERE s.sent_at > TIMESTAMP("{start_timestamp}")
AND s.address = @stateful_address
AND TIMESTAMP_TRUNC(s.sent_at, DAY) > TIMESTAMP(TIMESTAMP_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND p.address = s.address
WHERE s.sent_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
AND s.address = @stateful_address
AND p.received_at > TIMESTAMP(@timestamp)
AND p.received_at > TIMESTAMP(DATE_ADD(CURRENT_DATE, INTERVAL -1 DAY))
ORDER BY 1
""".format(
start_timestamp=START_TIMESTAMP,
project_id=PROJECT_ID,
),
""".format(project_id=PROJECT_ID),
"params": {"stateful_address": config["stateful_address"]},
"metric_name": "bigquery.stateful_order_latency",
},
Expand All @@ -106,7 +95,9 @@ def load_last_processed_timestamps():
if os.path.exists(STATE_FILE):
with open(STATE_FILE, "r") as f:
return json.load(f)
return {query["name"]: START_TIMESTAMP for query in QUERIES}
# Default to 1 day ago on first run, aligned with the query window
default = (datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d %H:%M:%S")
return {query["name"]: default for query in QUERIES}


def save_last_processed_timestamps(timestamps):
Expand Down Expand Up @@ -144,7 +135,8 @@ def monitor():
params = query_info["params"]
metric_name = query_info["metric_name"]
last_processed_timestamp = last_processed_timestamps.get(
query_name, START_TIMESTAMP
query_name,
(datetime.now() - timedelta(days=1)).strftime("%Y-%m-%d %H:%M:%S")
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@UnbornAztecKing UnbornAztecKing Mar 4, 2026

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in general, .isoformat()

)
results = run_query(client, query, params, last_processed_timestamp)

Expand Down