Merge pull request #9780 from vegaprotocol/9770-pnl-bug

fix: PnL flicker

CHANGELOG.md

@@ -158,6 +158,7 @@
 - [9541](https://github.com/vegaprotocol/vega/issues/9731) - Add filtering for party to the referral fees API.
 - [9541](https://github.com/vegaprotocol/vega/issues/9731) - Add X day aggregate totals for referral set referees.
 - [2985](https://github.com/vegaprotocol/system-tests/issues/2985) - Coverage for insurance pool transfers, fix deadlock when terminating pending market through governance.
+- [9770](https://github.com/vegaprotocol/vega/issues/9770) - Fix `PnL` flickering bug.
 
 ### 🐛 Fixes
 

datanode/entities/position.go

@@ -115,18 +115,16 @@ func (p *Position) UpdateWithTrade(trade vega.Trade, seller bool, pf num.Decimal
 	}
 	marketPrice, _ := num.DecimalFromString(trade.Price) // this is market price
 	// Scale the trade to the correct size
-	positionPrice := marketPrice.Mul(pf)
 	opened, closed := CalculateOpenClosedVolume(p.PendingOpenVolume, size)
-	realisedPnlDelta := positionPrice.Sub(p.PendingAverageEntryPrice).Mul(num.DecimalFromInt64(closed)).Div(pf)
+	realisedPnlDelta := marketPrice.Sub(p.PendingAverageEntryPrice).Mul(num.DecimalFromInt64(closed)).Div(pf)
 	p.PendingRealisedPnl = p.PendingRealisedPnl.Add(realisedPnlDelta)
 	p.PendingOpenVolume -= closed
 
-	positionPriceUint, _ := num.UintFromDecimal(positionPrice)
 	marketPriceUint, _ := num.UintFromDecimal(marketPrice)
-	p.PendingAverageEntryPrice = updateVWAP(p.PendingAverageEntryPrice, p.PendingOpenVolume, opened, positionPriceUint)
+	p.PendingAverageEntryPrice = updateVWAP(p.PendingAverageEntryPrice, p.PendingOpenVolume, opened, marketPriceUint)
 	p.PendingAverageEntryMarketPrice = updateVWAP(p.PendingAverageEntryMarketPrice, p.PendingOpenVolume, opened, marketPriceUint)
 	p.PendingOpenVolume += opened
-	p.pendingMTM(positionPrice, pf)
+	p.pendingMTM(marketPrice, pf)
 }
 
 func (p *Position) ApplyFundingPayment(amount *num.Int) {

datanode/entities/position_test.go

@@ -180,7 +180,7 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 	position.UpdateWithTrade(trade, false, dp)
 	pp := position.ToProto()
 	assert.Equal(t, "0", pp.RealisedPnl)
-	assert.Equal(t, "400", pp.UnrealisedPnl)
+	assert.Equal(t, "0", pp.UnrealisedPnl)
 	// now MTM settlement event, contains the same trades, mark price is 1k
 	ps := events.NewSettlePositionEvent(ctx, party, market, num.NewUint(1000), []events.TradeSettlement{
 		tradeStub{
@@ -211,7 +211,7 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 	position.UpdateWithTrade(trade, false, dp)
 	pp = position.ToProto()
 	assert.Equal(t, "0", pp.RealisedPnl)
-	assert.Equal(t, "5744", pp.UnrealisedPnl)
+	assert.Equal(t, "0", pp.UnrealisedPnl)
 	assert.EqualValues(t, 6, pp.OpenVolume)
 	// now assume this last trade was the only trade that occurred before MTM
 	ps = events.NewSettlePositionEvent(ctx, party, market, num.NewUint(1150), []events.TradeSettlement{
@@ -236,8 +236,8 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 	}
 	position.UpdateWithTrade(trade, true, dp)
 	pp = position.ToProto()
-	assert.Equal(t, "1249", pp.RealisedPnl)
-	assert.Equal(t, "6244", pp.UnrealisedPnl)
+	assert.Equal(t, "0", pp.RealisedPnl)
+	assert.Equal(t, "1", pp.UnrealisedPnl)
 	assert.EqualValues(t, 5, pp.OpenVolume)
 	ps = events.NewSettlePositionEvent(ctx, party, market, num.NewUint(1250), []events.TradeSettlement{
 		tradeStub{
@@ -261,7 +261,7 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 	}
 	position.UpdateWithTrade(trade, true, dp)
 	pp = position.ToProto()
-	assert.Equal(t, "6495", pp.RealisedPnl)
+	assert.Equal(t, "1", pp.RealisedPnl)
 	assert.Equal(t, "0", pp.UnrealisedPnl)
 	assert.EqualValues(t, 0, pp.OpenVolume)
 	ps = events.NewSettlePositionEvent(ctx, party, market, num.NewUint(1250), []events.TradeSettlement{
@@ -318,7 +318,7 @@ func TestPnLWithTradeDecimals(t *testing.T) {
 	position.UpdateWithTrade(trade, false, dp)
 	pp = position.ToProto()
 	assert.Equal(t, "-300", pp.RealisedPnl)
-	assert.Equal(t, "3883", pp.UnrealisedPnl)
+	assert.Equal(t, "50", pp.UnrealisedPnl)
 }
 
 type tradeStub struct {

datanode/networkhistory/service_test.go

@@ -378,12 +378,12 @@ func TestMain(t *testing.M) {
 		log.Infof("%s", goldenSourceHistorySegment[4000].HistorySegmentID)
 		log.Infof("%s", goldenSourceHistorySegment[5000].HistorySegmentID)
 
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[1000].HistorySegmentID, "QmQYY51bDtR745ZhiiU2SMfYtnnGMVgXVXVCez5jacftto", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2000].HistorySegmentID, "QmcPW35HdsBUgbQNiJZms56E5TUYvKyeWY8hGbFAqADn7r", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2500].HistorySegmentID, "QmYxNwnS7CgzLwBTJXCjvYeFFQWQtUzEERgUSfr74stsen", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[3000].HistorySegmentID, "QmZ1BDgrU3qHgT1fnfZoaJCnSmghcerZg2rMp6xw8G2TcR", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[4000].HistorySegmentID, "QmTHvtzTVCRbMvNFpX68SAy2sQBgfccwnwy3Hu1jycy9T6", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[5000].HistorySegmentID, "QmW83by4cR7WULEVirZqPgbKA9xZbGsEEMhsYMEKf3BPnq", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[1000].HistorySegmentID, "QmadLDsehNEvYzhdBrGKQf3Y4nPXTvKTEEuvEnWVvt9m9x", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2000].HistorySegmentID, "QmVwvKA843CyqjT63JFMJhT5QamRjL6q4qzFayRQNYWVbb", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2500].HistorySegmentID, "QmVEWvqdAUQ8xmAdBKKYtyGoqd3T3hmFGikhEUzed6HRSF", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[3000].HistorySegmentID, "QmZ88jdbhYatm9wKD4gEUkqsd5Wnjnw1PLBWbLFWDMGkGt", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[4000].HistorySegmentID, "QmVy9nvUAXAjFazm4wpCcQJVudzmdwLipHuu4RTnS4i1kR", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[5000].HistorySegmentID, "QmTKSv5ofDsVLnzgy4FCRLHABdknskVo3kinadeYqXBwWj", snapshots)
 	}, postgresRuntimePath, sqlFs)
 
 	if exitCode != 0 {