Perps: use same check for theoretical and actual funding payment

.spelling

@@ -86,6 +86,8 @@ mutexes
 nodewallet
 notarising
 OpenRPC
+perp
+perps
 phish
 Prometheus
 proto

CHANGELOG.md

@@ -38,6 +38,8 @@
 - [10050](https://github.com/vegaprotocol/vega/issues/10050) - Cleanup `mempool` cache on commit.
 - [10052](https://github.com/vegaprotocol/vega/issues/10052) - Some recent stats tables should have been `hypertables` with retention periods.
 - [10103](https://github.com/vegaprotocol/vega/issues/10103) - List ledgers `API` returns bad error when filtering by transfer type only.
+- [10120](https://github.com/vegaprotocol/vega/issues/10120) - Assure theoretical and actual funding payment calculations are consistent.
+- [10121](https://github.com/vegaprotocol/vega/issues/10121) - Assure `EstimatePosition` API works correctly with sparse perps data
 
 ## 0.73.0
 

core/products/perpetual.go

@@ -676,7 +676,7 @@ func (p *Perpetual) handleSettlementCue(ctx context.Context, t int64) {
 		return
 	}
 
-	if !p.haveData(t) || t == p.startedAt {
+	if !p.haveDataBeforeGivenTime(t) || t == p.startedAt {
 		// we have no points, or the interval is zero length so we just start a new interval
 		p.broker.Send(events.NewFundingPeriodEvent(ctx, p.id, p.seq, p.startedAt, ptr.From(t), nil, nil, nil, nil))
 		p.startNewFundingPeriod(ctx, t)
@@ -701,7 +701,7 @@ func (p *Perpetual) handleSettlementCue(ctx context.Context, t int64) {
 }
 
 func (p *Perpetual) GetData(t int64) *types.ProductData {
-	if !p.readyForData() {
+	if !p.readyForData() || !p.haveData() {
 		return nil
 	}
 
@@ -777,13 +777,13 @@ func (p *Perpetual) readyForData() bool {
 	return p.startedAt > 0
 }
 
-// haveData returns whether we have any data points before the given time.
-func (p *Perpetual) haveData(endAt int64) bool {
+// haveDataBeforeGivenTime returns whether we have at least one data point from each of the internal and external price series before the given time.
+func (p *Perpetual) haveDataBeforeGivenTime(endAt int64) bool {
 	if !p.readyForData() {
 		return false
 	}
 
-	if len(p.internalTWAP.points) == 0 || len(p.externalTWAP.points) == 0 {
+	if !p.haveData() {
 		return false
 	}
 
@@ -794,6 +794,11 @@ func (p *Perpetual) haveData(endAt int64) bool {
 	return true
 }
 
+// haveData returns whether we have at least one data point from each of the internal and external price series.
+func (p *Perpetual) haveData() bool {
+	return len(p.internalTWAP.points) > 0 && len(p.externalTWAP.points) > 0
+}
+
 // calculateFundingPayment returns the funding payment and funding rate for the interval between when the current funding period
 // started and the given time. Used on settlement-cues and for margin calculations.
 func (p *Perpetual) calculateFundingPayment(t int64) *fundingData {
@@ -876,7 +881,7 @@ func (p *Perpetual) calculateInterestTerm(externalTWAP, internalTWAP *num.Uint,
 // for a party with a position of +1.
 func (p *Perpetual) GetMarginIncrease(t int64) num.Decimal {
 	// if we have no data, or the funding factor is zero, then the margin increase will always be zero
-	if !p.haveData(t) || p.p.MarginFundingFactor.IsZero() {
+	if !p.haveDataBeforeGivenTime(t) || p.p.MarginFundingFactor.IsZero() {
 		return num.DecimalZero()
 	}