diff --git a/CHANGELOG.md b/CHANGELOG.md
index eb0837bab3e..1a564ee1364 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -22,7 +22,8 @@
 
 - [11066](https://github.com/vegaprotocol/vega/issues/11066) - Ensure vesting statistics match vesting accounts numbers.
 - [11279](https://github.com/vegaprotocol/vega/issues/11279) - Handle properly the case of multiple transfers for the same game id.
-
+- [11279](https://github.com/vegaprotocol/vega/issues/11279) - Handle properly the case of multiple transfers for the same game id.
+- [11293](https://github.com/vegaprotocol/vega/issues/11293) - Panic in data node with position estimate endpoint.
 
 ## 0.76.1
 
diff --git a/core/datasource/external/ethcall/engine.go b/core/datasource/external/ethcall/engine.go
index 8a633ce28e1..be731d0e70d 100644
--- a/core/datasource/external/ethcall/engine.go
+++ b/core/datasource/external/ethcall/engine.go
@@ -321,7 +321,7 @@ func (e *Engine) Poll(ctx context.Context, wallTime time.Time) {
 			if call.triggered(prevEthBlock, nextEthBlockIsh) {
 				res, err := call.Call(ctx, e.client, nextEthBlock.Number.Uint64())
 				if err != nil {
-					e.log.Error("failed to call contract", logging.Error(err), logging.Uint64("chain-id", e.chainID.Load()))
+					e.log.Error("failed to call contract", logging.Error(err), logging.String("spec-id", specID), logging.Uint64("chain-id", e.chainID.Load()))
 					event := makeErrorChainEvent(err.Error(), specID, nextEthBlockIsh, e.chainID.Load())
 					e.forwarder.ForwardFromSelf(event)
 					e.lastSent = nextEthBlockIsh
diff --git a/datanode/api/trading_data_v2.go b/datanode/api/trading_data_v2.go
index 2792af6edca..0262050ebec 100644
--- a/datanode/api/trading_data_v2.go
+++ b/datanode/api/trading_data_v2.go
@@ -3200,8 +3200,8 @@ func (t *TradingDataServiceV2) scaleFromMarketToAssetPrice(
 	if err != nil {
 		return nil, err
 	}
-
-	return price.Mul(price, priceFactor), nil
+	price, _ = num.UintFromDecimal(price.ToDecimal().Mul(priceFactor))
+	return price, nil
 }
 
 func (t *TradingDataServiceV2) scaleDecimalFromMarketToAssetPrice(
@@ -3219,22 +3219,23 @@ func (t *TradingDataServiceV2) scaleDecimalFromAssetToMarketPrice(
 func (t *TradingDataServiceV2) getMarketPriceFactor(
 	ctx context.Context,
 	mkt entities.Market,
-) (*num.Uint, error) {
+) (num.Decimal, error) {
 	assetID, err := mkt.ToProto().GetAsset()
 	if err != nil {
-		return nil, errors.Wrap(err, "getting asset from market")
+		return num.DecimalZero(), errors.Wrap(err, "getting asset from market")
 	}
 
 	asset, err := t.AssetService.GetByID(ctx, assetID)
 	if err != nil {
-		return nil, errors.Wrapf(ErrAssetServiceGetByID, "assetID: %s", assetID)
+		return num.DecimalZero(), errors.Wrapf(ErrAssetServiceGetByID, "assetID: %s", assetID)
 	}
 
 	// scale the price if needed
 	// price is expected in market decimal
-	priceFactor := num.NewUint(1)
+	priceFactor := num.DecimalOne()
+	// this could be negative, use decimal
 	if exp := asset.Decimals - mkt.DecimalPlaces; exp != 0 {
-		priceFactor.Exp(num.NewUint(10), num.NewUint(uint64(exp)))
+		priceFactor = num.DecimalFromInt64(10).Pow(num.DecimalFromInt64(int64(exp)))
 	}
 	return priceFactor, nil
 }
@@ -3460,7 +3461,7 @@ func (t *TradingDataServiceV2) EstimatePosition(ctx context.Context, req *v2.Est
 		return nil, err
 	}
 
-	dPriceFactor := priceFactor.ToDecimal()
+	dPriceFactor := priceFactor
 
 	buyOrders := make([]*risk.OrderInfo, 0, len(req.Orders))
 	sellOrders := make([]*risk.OrderInfo, 0, len(req.Orders))