Inconsistent `createdAt` Timestamps in Historical PnL Equity API Across Different Addresses

[EG-easy]

Description

The historicalPnl endpoint exhibits two distinct issues:

1. Inconsistent Timestamps: The createdAt timestamps for hourly snapshots are not synchronized across different user addresses, making accurate time-aligned comparisons impossible.
2. Incorrect limit Behavior: The limit query parameter does not function as expected, often returning fewer records than requested even when more data is available.

Evidence / Analysis

1. Timestamp Inconsistency

Comparing API responses for two addresses reveals significant time drift in what should be aligned hourly snapshots.

AddressA: https://indexer.dydx.trade/v4/historical-pnl/parentSubaccountNumber?address=dydx1rpy5xpyu6d5gsemhvkcht8lpenvcpgxzyamd7j&parentSubaccountNumber=0&limit=10

• Address A (dydx1rpy...): Snapshot for the 03:00 hour is at ...T03:00:28.931Z.

{"historicalPnl":[{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-11T03:00:28.931Z","blockHeight":"49741564","blockTime":"2025-07-11T03:00:26.947Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-11T02:01:17.314Z","blockHeight":"49737902","blockTime":"2025-07-11T02:01:16.087Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-11T01:01:17.509Z","blockHeight":"49734196","blockTime":"2025-07-11T01:01:15.303Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-11T00:00:34.509Z","blockHeight":"49730563","blockTime":"2025-07-11T00:00:32.824Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-10T23:01:22.938Z","blockHeight":"49726893","blockTime":"2025-07-10T23:01:21.798Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-10T22:00:29.869Z","blockHeight":"49723136","blockTime":"2025-07-10T22:00:27.880Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-10T21:00:32.923Z","blockHeight":"49719535","blockTime":"2025-07-10T21:00:30.541Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-10T20:01:29.067Z","blockHeight":"49715816","blockTime":"2025-07-10T20:01:27.135Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-10T19:01:04.641Z","blockHeight":"49712032","blockTime":"2025-07-10T19:01:02.975Z"},{"equity":"184.651541","totalPnl":"-337.682642","netTransfers":"0.000000","createdAt":"2025-07-10T18:01:29.955Z","blockHeight":"49708447","blockTime":"2025-07-10T18:01:28.123Z"}]}    

Address B: https://indexer.dydx.trade/v4/historical-pnl/parentSubaccountNumber?address=dydx1pjyrn3yw3phq7xf3p99rv52z2yfuwzfjq43n4x&parentSubaccountNumber=0&limit=30

• Address B (dydx1pjy...): Snapshot for the same 03:00 hour is at ...T03:10:14.878Z.

{"historicalPnl":[{"equity":"3246.211214","totalPnl":"-457.71615599999996","netTransfers":"0","createdAt":"2025-07-11T03:10:14.878Z","blockHeight":"49742164","blockTime":"2025-07-11T03:10:13.845Z"},{"equity":"3171.190217","totalPnl":"-532.737153","netTransfers":"0","createdAt":"2025-07-11T02:15:21.404Z","blockHeight":"49738762","blockTime":"2025-07-11T02:15:19.489Z"},{"equity":"3064.33825","totalPnl":"-639.5891200000001","netTransfers":"0","createdAt":"2025-07-11T01:14:39.369Z","blockHeight":"49735020","blockTime":"2025-07-11T01:14:37.653Z"},{"equity":"3083.518468","totalPnl":"-620.4089019999999","netTransfers":"0","createdAt":"2025-07-11T00:16:11.254Z","blockHeight":"49731527","blockTime":"2025-07-11T00:16:09.550Z"},{"equity":"3198.342149","totalPnl":"-505.58522100000005","netTransfers":"0","createdAt":"2025-07-10T23:15:28.116Z","blockHeight":"49727768","blockTime":"2025-07-10T23:15:25.992Z"},{"equity":"3248.128391","totalPnl":"-455.7989789999999","netTransfers":"0","createdAt":"2025-07-10T22:10:12.549Z","blockHeight":"49723728","blockTime":"2025-07-10T22:10:10.350Z"},{"equity":"2901.842498","totalPnl":"-802.0848719999999","netTransfers":"0","createdAt":"2025-07-10T21:13:51.729Z","blockHeight":"49720355","blockTime":"2025-07-10T21:13:50.121Z"},{"equity":"2866.318527","totalPnl":"-837.608843","netTransfers":"0","createdAt":"2025-07-10T20:16:55.686Z","blockHeight":"49716793","blockTime":"2025-07-10T20:16:51.626Z"},{"equity":"2867.179359","totalPnl":"-836.748011","netTransfers":"0","createdAt":"2025-07-10T19:17:52.501Z","blockHeight":"49713083","blockTime":"2025-07-10T19:17:50.408Z"},{"equity":"2883.145263","totalPnl":"-820.782107","netTransfers":"0","createdAt":"2025-07-10T18:18:56.508Z","blockHeight":"49709473","blockTime":"2025-07-10T18:18:55.169Z"}]}    

This shows a ~10-minute gap between snapshots that should be aligned.

2. Incorrect limit Behavior

An API call for Address B with limit=30 only returned 10 records, despite more historical data being available.

• Request URL:
  https://indexer.dydx.trade/v4/historical-pnl/0?address=dydx1pjyrn3yw3phq7xf3p99rv52z2yfuwzfjq43n4x&limit=30
• Result: The response contained only 10 historicalPnl objects.

Expected Behavior

1. createdAt timestamps should be standardized across all accounts (e.g., YYYY-MM-DDTHH:00:00.000Z).
2. The limit parameter should return the specified number of records up to the maximum allowed, if available.

Impact

• Prevents reliable cross-account performance analysis and comparison.
• Reduces the API's reliability and predictability for data consumers.
• Forces consumers to implement complex workarounds for data alignment and pagination.

Recommendation

• Investigate the snapshotting process to ensure timestamps are synchronized.
• Fix the limit parameter handling to respect the requested value.

[linear]

GH-142 Inconsistent `createdAt` Timestamps in Historical PnL Equity API Across Different Addresses

[UnbornAztecKing]

PnL calculation has become unreliable due to excessive memory usage and slow transactions resulting from an inefficient calculation model.

The current scheduling of PnL calculations does not result in prompt calculation of PnL on the hour. We are working on a redesign now and will finalize the design within the week. The scope of this effort covers both deploying the new system and backfilling historical data to the correct sample times.

To attempt to mitigate this issue in the meantime, we will investigate today and attempt to deploy a tactical fix.

[UnbornAztecKing]

We're testing a mitigation for excessive heap usage of the PnL process now, which will prevent prevent gaps in PnL, but does not fix the alignment issue.

We will be kicking off a project on Monday to replace the calculation.