Prune non-success quote lifecycle history
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Proof: Emergency cleanup showed normalized quote lifecycle tables, not raw quotes alone, filled the Postgres PVC. History-writer now prunes old non-success quote rows across raw quotes, normalized demand, decisions, commands, executor results, and outcome attributions while preserving completed quote settlement rows and a 30 minute live window. Targeted retention tests, full npm test, and operator dashboard bundle build pass.

Assumptions: completed quote outcomes and attributed successful quote ids are the durable settlement evidence to retain; short recent live rows may be retained temporarily so in-flight attribution is not erased mid-cycle.

Still fake: venue-native terminal fill ids and fee-complete realized PnL remain unavailable; historical non-success quote analytics pruned during emergency recovery are intentionally no longer readable.
This commit is contained in:
philipp 2026-06-05 17:04:00 +02:00
parent d9e7d570f4
commit 52ab682fab
4 changed files with 186 additions and 1 deletions

View file

@ -26,6 +26,7 @@ import {
insertHistoryEvents,
loadLatestPortfolioMetric,
loadPortfolioMetricInputs,
pruneNonSuccessfulQuoteLifecycleHistory,
pruneRawNearIntentsQuoteHistory,
refreshIntentRequestOutcomes,
refreshQuoteOutcomes,
@ -125,6 +126,10 @@ const rawQuoteHistoryPruneIntervalMs = 60 * 1000;
const rawQuoteHistoryRetainRecentMs = 30 * 60 * 1000;
const rawQuoteHistoryPruneBatchSize = 500_000;
const rawQuoteHistoryPruneMaxBatches = 20;
const quoteLifecycleHistoryPruneIntervalMs = 60 * 1000;
const quoteLifecycleHistoryRetainRecentMs = 30 * 60 * 1000;
const quoteLifecycleHistoryPruneBatchSize = 100_000;
const quoteLifecycleHistoryPruneMaxBatches = 10;
const liveEvidenceTopics = [
config.kafkaTopicNormSwapDemand,
config.kafkaTopicDecisionTradeDecision,
@ -197,6 +202,9 @@ const state = {
last_raw_quote_prune_at: null,
raw_quote_prune_deleted_count: 0,
raw_quote_prune_error: null,
last_quote_lifecycle_prune_at: null,
quote_lifecycle_prune_deleted_count: 0,
quote_lifecycle_prune_error: null,
derived_refresh_skipped_count: 0,
last_derived_refresh_skipped_at: null,
last_derived_refresh_skipped_topic: null,
@ -287,6 +295,7 @@ async function runHistoryConsumer(historyConsumer) {
if (batch.topic === config.kafkaTopicRawNearIntentsQuote) {
await maybePruneRawQuoteHistory();
}
await maybePruneQuoteLifecycleHistory();
if (state.draining) {
setTimeout(() => shutdown(), 0);
@ -335,6 +344,46 @@ async function maybePruneRawQuoteHistory({ force = false } = {}) {
}
}
async function maybePruneQuoteLifecycleHistory({ force = false } = {}) {
const nowMs = Date.now();
const lastPruneMs = state.last_quote_lifecycle_prune_at
? Date.parse(state.last_quote_lifecycle_prune_at)
: 0;
if (
!force
&& Number.isFinite(lastPruneMs)
&& nowMs - lastPruneMs < quoteLifecycleHistoryPruneIntervalMs
) {
return null;
}
try {
const result = await pruneNonSuccessfulQuoteLifecycleHistory(pool, {
now: new Date(nowMs).toISOString(),
retainRecentMs: quoteLifecycleHistoryRetainRecentMs,
batchSize: quoteLifecycleHistoryPruneBatchSize,
maxBatches: quoteLifecycleHistoryPruneMaxBatches,
});
state.last_quote_lifecycle_prune_at = new Date(nowMs).toISOString();
state.quote_lifecycle_prune_deleted_count += result.deletedCount;
state.quote_lifecycle_prune_error = null;
if (result.deletedCount > 0) {
logger.info('non_successful_quote_lifecycle_history_pruned', {
details: result,
});
}
return result;
} catch (error) {
state.quote_lifecycle_prune_error = serializeError(error);
logger.error('non_successful_quote_lifecycle_history_prune_failed', {
details: {
error: state.quote_lifecycle_prune_error,
},
});
return null;
}
}
async function handleWrittenHistoryEvent({
topic,
partition,

View file

@ -2190,6 +2190,92 @@ export async function pruneRawNearIntentsQuoteHistory(pool, {
};
}
export async function pruneNonSuccessfulQuoteLifecycleHistory(pool, {
now = new Date().toISOString(),
retainRecentMs = 30 * 60 * 1000,
batchSize = 100_000,
maxBatches = 1,
} = {}) {
const nowMs = Date.parse(now);
if (!Number.isFinite(nowMs)) throw new Error('now must be a valid timestamp');
if (!Number.isInteger(retainRecentMs) || retainRecentMs <= 0) {
throw new Error('retain_recent_ms must be a positive integer');
}
const boundedBatchSize = Math.max(1, Math.min(500_000, Math.floor(Number(batchSize) || 0)));
const boundedMaxBatches = Math.max(1, Math.min(100, Math.floor(Number(maxBatches) || 0)));
const cutoff = new Date(nowMs - retainRecentMs).toISOString();
const tables = [
{ table: 'raw_near_intents_quotes', timestampColumn: 'ingested_at' },
{ table: 'swap_demand_events', timestampColumn: 'ingested_at' },
{ table: 'trade_decisions', timestampColumn: 'ingested_at' },
{ table: 'execute_trade_commands', timestampColumn: 'ingested_at' },
{ table: 'trade_execution_results', timestampColumn: 'ingested_at' },
{ table: 'quote_outcome_attributions', timestampColumn: 'computed_at', selfOutcome: true },
];
const perTable = [];
let deletedCount = 0;
for (const spec of tables) {
let tableDeletedCount = 0;
let batches = 0;
for (let batch = 0; batch < boundedMaxBatches; batch += 1) {
const successPredicate = spec.selfOutcome
? `
(
target.outcome_status = 'completed'
OR target.attribution_status IN ('heuristic_match', 'exact_match', 'attributed')
)
`
: `
EXISTS (
SELECT 1
FROM quote_outcome_attributions outcome
WHERE outcome.quote_id = target.quote_id
AND (
outcome.outcome_status = 'completed'
OR outcome.attribution_status IN ('heuristic_match', 'exact_match', 'attributed')
)
)
`;
const result = await pool.query(
`
WITH stale_rows AS (
SELECT target.ctid
FROM ${spec.table} target
WHERE COALESCE(target.${spec.timestampColumn}, 'epoch'::timestamptz) < $1::timestamptz
AND NOT ${successPredicate}
ORDER BY target.${spec.timestampColumn} ASC NULLS FIRST
LIMIT $2
)
DELETE FROM ${spec.table} target
USING stale_rows
WHERE target.ctid = stale_rows.ctid
`,
[cutoff, boundedBatchSize],
);
const batchDeleted = Number(result.rowCount || 0);
tableDeletedCount += batchDeleted;
deletedCount += batchDeleted;
batches += 1;
if (batchDeleted < boundedBatchSize) break;
}
perTable.push({
table: spec.table,
deletedCount: tableDeletedCount,
batches,
});
}
return {
deletedCount,
cutoff,
retainRecentMs,
batchSize: boundedBatchSize,
maxBatches: boundedMaxBatches,
tables: perTable,
};
}
export async function insertEnvironmentStatusChange(pool, { topic, event, record }) {
const fingerprint = event.payload?.status_fingerprint || null;
const environmentKey = event.payload?.environment_key || record.decision_key || null;

View file

@ -24,9 +24,16 @@ test('history writer replays durable topics but joins the raw quote firehose liv
assert.match(source, /rawQuoteHistoryRetainRecentMs\s*=\s*30 \* 60 \* 1000/);
assert.match(source, /rawQuoteHistoryPruneBatchSize\s*=\s*500_000/);
assert.match(source, /rawQuoteHistoryPruneMaxBatches\s*=\s*20/);
assert.match(source, /quoteLifecycleHistoryPruneIntervalMs\s*=\s*60 \* 1000/);
assert.match(source, /quoteLifecycleHistoryRetainRecentMs\s*=\s*30 \* 60 \* 1000/);
assert.match(source, /quoteLifecycleHistoryPruneBatchSize\s*=\s*100_000/);
assert.match(source, /quoteLifecycleHistoryPruneMaxBatches\s*=\s*10/);
assert.match(source, /pruneRawNearIntentsQuoteHistory/);
assert.match(source, /pruneNonSuccessfulQuoteLifecycleHistory/);
assert.match(source, /maxBatches:\s*rawQuoteHistoryPruneMaxBatches/);
assert.match(source, /maxBatches:\s*quoteLifecycleHistoryPruneMaxBatches/);
assert.match(source, /batch\.topic === config\.kafkaTopicRawNearIntentsQuote/);
assert.match(source, /maybePruneQuoteLifecycleHistory/);
});
test('history writer passes tracked assets into portfolio valuation', () => {

View file

@ -3,7 +3,11 @@ import assert from 'node:assert/strict';
import { buildInventorySnapshot } from '../src/core/inventory.mjs';
import { routeHistoryRecord } from '../src/core/history-records.mjs';
import { insertHistoryEvents, pruneRawNearIntentsQuoteHistory } from '../src/lib/postgres.mjs';
import {
insertHistoryEvents,
pruneNonSuccessfulQuoteLifecycleHistory,
pruneRawNearIntentsQuoteHistory,
} from '../src/lib/postgres.mjs';
test('inventory snapshot keeps pending funding out of spendable balances', () => {
const snapshot = buildInventorySnapshot({
@ -157,6 +161,45 @@ test('raw quote retention drains multiple bounded batches when firehose backlog
}
});
test('quote lifecycle retention preserves completed trades and drains old non-success rows', async () => {
const rowCounts = [100_000, 12, 7, 4, 3, 2, 1];
const queries = [];
const pool = {
async query(sql, params) {
queries.push({ sql, params });
return { rows: [], rowCount: rowCounts.shift() ?? 0 };
},
};
const result = await pruneNonSuccessfulQuoteLifecycleHistory(pool, {
now: '2026-06-05T12:00:00.000Z',
retainRecentMs: 30 * 60 * 1000,
batchSize: 100_000,
maxBatches: 10,
});
assert.equal(result.deletedCount, 100_029);
assert.equal(result.cutoff, '2026-06-05T11:30:00.000Z');
assert.equal(result.batchSize, 100_000);
assert.equal(result.maxBatches, 10);
assert.deepEqual(result.tables.map((entry) => entry.table), [
'raw_near_intents_quotes',
'swap_demand_events',
'trade_decisions',
'execute_trade_commands',
'trade_execution_results',
'quote_outcome_attributions',
]);
assert.equal(queries.length, 7);
for (const query of queries) {
assert.match(query.sql, /DELETE FROM/);
assert.match(query.sql, /outcome_status = 'completed'/);
assert.match(query.sql, /attribution_status IN \('heuristic_match', 'exact_match', 'attributed'\)/);
assert.deepEqual(query.params, ['2026-06-05T11:30:00.000Z', 100_000]);
}
assert.match(queries.at(-1).sql, /DELETE FROM quote_outcome_attributions/);
});
function historyEvent(eventId, payload) {
return {
event_id: eventId,