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Perps: check both funding payment and rate are non-zero before including pending funding payment in PositionEstimate #10122

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merged 2 commits into from
Nov 17, 2023
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Perps: check both funding payment and rate are non-zero before including pending funding payment in PositionEstimate #10122

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9ea6ae6
refactor: check payment and rate PositionEstimate
witgaw Nov 16, 2023
ff5cc4c
chore: udpate spelling
witgaw Nov 16, 2023
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2 changes: 2 additions & 0 deletions .spelling
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Original file line number Diff line number Diff line change
Expand Up @@ -86,6 +86,8 @@ mutexes
nodewallet
notarising
OpenRPC
perp
perps
phish
Prometheus
proto
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1 change: 1 addition & 0 deletions CHANGELOG.md
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Expand Up @@ -38,6 +38,7 @@
- [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.
- [10121](https://github.com/vegaprotocol/vega/issues/10121) - Assure `EstimatePosition` API works correctly with sparse perps data

## 0.73.0

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6 changes: 5 additions & 1 deletion datanode/api/trading_data_v2.go
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Expand Up @@ -3248,7 +3248,11 @@ func (t *TradingDataServiceV2) EstimatePosition(ctx context.Context, req *v2.Est
if err != nil {
return nil, formatE(fmt.Errorf("can't parse funding payment from perpetual product data: %s", perpData.FundingPayment), err)
}
if !fundingPayment.IsZero() {
fundingRate, err := num.DecimalFromString(perpData.FundingRate)
if err != nil {
return nil, formatE(fmt.Errorf("can't parse funding rate from perpetual product data: %s", perpData.FundingRate), err)
}
if !fundingPayment.IsZero() && !fundingRate.IsZero() {
marginFactorScaledFundingPaymentPerUnitPosition = factor.Mul(fundingPayment)
}
}
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