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fix(perp)!: funding payments #975

Merged
merged 10 commits into from
Oct 3, 2022
Merged

fix(perp)!: funding payments #975

merged 10 commits into from
Oct 3, 2022

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NibiruHeisenberg
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@NibiruHeisenberg NibiruHeisenberg commented Sep 23, 2022 •
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Description

  • rename funding rate to premium fraction
  • update field names in tests, Events, and Position struct
  • fix premium fraction calculation in perp epoch hook

Purpose

See https://www.notion.so/nibiru/Funding-Payments-5032d0f8ed164096808354296d43e1fa for a detailed description of the funding payment calculation fixed by this PR.

BREAKING CHANGE: changes the way premium fractions and positions are stored in state

@NibiruHeisenberg NibiruHeisenberg requested a review from a team as a code owner September 23, 2022 22:08
@NibiruHeisenberg NibiruHeisenberg changed the title fix(perp): funding payments fix(perp)!: funding payments Sep 23, 2022
@NibiruHeisenberg NibiruHeisenberg self-assigned this Sep 23, 2022
@NibiruHeisenberg NibiruHeisenberg added this to the Testnet V1 milestone Sep 23, 2022
@NibiruHeisenberg NibiruHeisenberg linked an issue Sep 23, 2022 that may be closed by this pull request
bug(perp): funding rate payments should be computed as a fraction of open notional #969
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@jgimeno jgimeno enabled auto-merge (squash) September 28, 2022 16:35
@jgimeno
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jgimeno commented Sep 29, 2022 •
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@NibiruHeisenberg there are conflicts

@jgimeno jgimeno merged commit f6db99a into master Oct 3, 2022
@jgimeno jgimeno deleted the fix/funding-rate branch October 3, 2022 01:56
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@matthiasmatt matthiasmatt matthiasmatt approved these changes

@AgentSmithMatrix AgentSmithMatrix AgentSmithMatrix approved these changes

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@NibiruHeisenberg NibiruHeisenberg

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bug(perp): funding rate payments should be computed as a fraction of open notional
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@NibiruHeisenberg @jgimeno @matthiasmatt @AgentSmithMatrix