Merge pull request #10277 from vegaprotocol/fix/10276-candles-empty-s…

…tring-instead-of-zero fix: candles where there are no trades should have empty strings for …
vegaprotocol · Dec 20, 2023 · dee8710 · dee8710
2 parents 91057f4 + bc3a10d
commit dee8710
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Showing 62 changed files with 36,083 additions and 36,064 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -86,6 +86,7 @@
 - [10260](https://github.com/vegaprotocol/vega/issues/10260) - `ListCandleData` errors when interval is `block`
 - [9677](https://github.com/vegaprotocol/vega/issues/9677) - Removing snapshots and checkpoints do not fail on missing or corrupt state.
 - [10267](https://github.com/vegaprotocol/vega/issues/10267) - `ListCandleData` errors when market is in opening auction
+- [10276](https://github.com/vegaprotocol/vega/issues/10276) - `ListCandleData` should return empty strings instead of zero for prices when being gap filled.
 - [10278](https://github.com/vegaprotocol/vega/issues/10278) - Transfers connection filtering by `isReward` and party causes error
 
 ## 0.73.0

diff --git a/datanode/entities/candle.go b/datanode/entities/candle.go
@@ -52,13 +52,31 @@ func (c *Candle) ToV1CandleProto(interval vega.Interval) (*vega.Candle, error) {
 }
 
 func (c *Candle) ToV2CandleProto() *v2.Candle {
+	var openPx, highPx, lowPx, closePx string
+
+	if c.Open.GreaterThan(decimal.Zero) {
+		openPx = c.Open.String()
+	}
+
+	if c.High.GreaterThan(decimal.Zero) {
+		highPx = c.High.String()
+	}
+
+	if c.Low.GreaterThan(decimal.Zero) {
+		lowPx = c.Low.String()
+	}
+
+	if c.Close.GreaterThan(decimal.Zero) {
+		closePx = c.Close.String()
+	}
+
 	return &v2.Candle{
 		Start:      c.PeriodStart.UnixNano(),
 		LastUpdate: c.LastUpdateInPeriod.UnixNano(),
-		High:       c.High.String(),
-		Low:        c.Low.String(),
-		Open:       c.Open.String(),
-		Close:      c.Close.String(),
+		High:       highPx,
+		Low:        lowPx,
+		Open:       openPx,
+		Close:      closePx,
 		Volume:     c.Volume,
 		Notional:   c.Notional,
 	}

diff --git a/datanode/integration/testdata/golden/TestAccounts_AssetFeeAccounts b/datanode/integration/testdata/golden/TestAccounts_AssetFeeAccounts
@@ -72,5 +72,5 @@
 			]
 		}
 	},
-	"Duration": 2163432
+	"Duration": 1964792
 }
diff --git a/datanode/integration/testdata/golden/TestAccounts_AssetRewardAccounts b/datanode/integration/testdata/golden/TestAccounts_AssetRewardAccounts
@@ -72,5 +72,5 @@
 			]
 		}
 	},
-	"Duration": 1546725
+	"Duration": 1712871
 }
diff --git a/datanode/integration/testdata/golden/TestAccounts_MarketAccounts b/datanode/integration/testdata/golden/TestAccounts_MarketAccounts
@@ -106,5 +106,5 @@
 			]
 		}
 	},
-	"Duration": 3713090
+	"Duration": 3914986
 }
diff --git a/datanode/integration/testdata/golden/TestAccounts_PartyAccounts b/datanode/integration/testdata/golden/TestAccounts_PartyAccounts
@@ -1184,5 +1184,5 @@
 			]
 		}
 	},
-	"Duration": 48098361
+	"Duration": 58085241
 }
diff --git a/datanode/integration/testdata/golden/TestBalances_Positions b/datanode/integration/testdata/golden/TestBalances_Positions
@@ -1184,5 +1184,5 @@
 			]
 		}
 	},
-	"Duration": 4935888
+	"Duration": 4376640
 }
diff --git a/datanode/integration/testdata/golden/TestERC20WithdrawalApproval_ERC20WithdrawalApproval b/datanode/integration/testdata/golden/TestERC20WithdrawalApproval_ERC20WithdrawalApproval
@@ -10,5 +10,5 @@
 			"targetAddress": "0x0b755ae366FE0368F5b0D1879002B06e9Af40f26"
 		}
 	},
-	"Duration": 1855847
+	"Duration": 1984137
 }
diff --git a/datanode/integration/testdata/golden/TestEpochs_CurrentEpoch b/datanode/integration/testdata/golden/TestEpochs_CurrentEpoch
@@ -13,5 +13,5 @@
 			}
 		}
 	},
-	"Duration": 2972972
+	"Duration": 4654750
 }
diff --git a/datanode/integration/testdata/golden/TestEpochs_EpochByBlock b/datanode/integration/testdata/golden/TestEpochs_EpochByBlock
@@ -13,5 +13,5 @@
 			}
 		}
 	},
-	"Duration": 5540371
+	"Duration": 2582263
 }
diff --git a/datanode/integration/testdata/golden/TestEpochs_EpochDelegations b/datanode/integration/testdata/golden/TestEpochs_EpochDelegations
@@ -31,5 +31,5 @@
 			}
 		}
 	},
-	"Duration": 6504054
+	"Duration": 6316078
 }
diff --git a/datanode/integration/testdata/golden/TestEpochs_SpecificEpoch b/datanode/integration/testdata/golden/TestEpochs_SpecificEpoch
@@ -13,5 +13,5 @@
 			}
 		}
 	},
-	"Duration": 2920870
+	"Duration": 2782709
 }
diff --git a/datanode/integration/testdata/golden/TestGovernance_ProposalNewMarket b/datanode/integration/testdata/golden/TestGovernance_ProposalNewMarket
@@ -161,5 +161,5 @@
 			]
 		}
 	},
-	"Duration": 2862761
+	"Duration": 3396689
 }
diff --git a/datanode/integration/testdata/golden/TestGovernance_ProposalVoteDetails b/datanode/integration/testdata/golden/TestGovernance_ProposalVoteDetails
@@ -227,5 +227,5 @@
 			]
 		}
 	},
-	"Duration": 4310381
+	"Duration": 4705386
 }
diff --git a/datanode/integration/testdata/golden/TestGovernance_ProposalVoteSummary b/datanode/integration/testdata/golden/TestGovernance_ProposalVoteSummary
@@ -139,5 +139,5 @@
 			]
 		}
 	},
-	"Duration": 4198982
+	"Duration": 4132543
 }
diff --git a/datanode/integration/testdata/golden/TestGovernance_Proposals b/datanode/integration/testdata/golden/TestGovernance_Proposals
@@ -150,5 +150,5 @@
 			]
 		}
 	},
-	"Duration": 3327352
+	"Duration": 3310644
 }
diff --git a/datanode/integration/testdata/golden/TestMarkets b/datanode/integration/testdata/golden/TestMarkets
@@ -258,5 +258,5 @@
 			]
 		}
 	},
-	"Duration": 3321136
+	"Duration": 3080166
 }
diff --git a/datanode/integration/testdata/golden/TestMarkets_Accounts b/datanode/integration/testdata/golden/TestMarkets_Accounts
@@ -106,5 +106,5 @@
 			]
 		}
 	},
-	"Duration": 1732086
+	"Duration": 1639398
 }
diff --git a/datanode/integration/testdata/golden/TestMarkets_Basic b/datanode/integration/testdata/golden/TestMarkets_Basic
@@ -31,5 +31,5 @@
 			]
 		}
 	},
-	"Duration": 444126
+	"Duration": 498671
 }
-Original file line number
+Diff line change
@@ Expand Up / @@ -72,5 +72,5 @@ @@
     			]
     		}
     	},
-    	"Duration": 2163432
+    	"Duration": 1964792
     }