fix: add asset price to trade events

CHANGELOG.md

@@ -18,6 +18,7 @@
 
 - [9941](https://github.com/vegaprotocol/vega/issues/9941) - Add data node mapping for `WasEligible` field in referral set.
 - [9940](https://github.com/vegaprotocol/vega/issues/9940) - Truncate fee stats in quantum down to the 6 decimal.
+- [9952](https://github.com/vegaprotocol/vega/issues/9952) - `PnL` flickering fix.
 
 
 ## 0.73.0

core/events/trade.go

@@ -31,6 +31,7 @@ type Trade struct {
 func NewTradeEvent(ctx context.Context, t types.Trade) *Trade {
 	p := t.IntoProto()
 	p.Price = t.MarketPrice.String()
+	p.AssetPrice = t.Price.String()
 	return &Trade{
 		Base: newBase(ctx, TradeEvent),
 		t:    *p,

datanode/entities/position.go

@@ -113,7 +113,7 @@ func (p *Position) UpdateWithTrade(trade vega.Trade, seller bool, pf num.Decimal
 	if seller {
 		size *= -1
 	}
-	marketPrice, _ := num.DecimalFromString(trade.Price) // this is market price
+	marketPrice, _ := num.DecimalFromString(trade.AssetPrice) // this is market price
 	// Scale the trade to the correct size
 	opened, closed := CalculateOpenClosedVolume(p.PendingOpenVolume, size)
 	realisedPnlDelta := marketPrice.Sub(p.PendingAverageEntryPrice).Mul(num.DecimalFromInt64(closed)).Div(pf)

datanode/entities/position_test.go

@@ -166,17 +166,19 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 
 	// first update with trades
 	trade := vega.Trade{
-		Id:       "t1",
-		MarketId: market,
-		Price:    "1000",
-		Size:     2,
-		Buyer:    party,
-		Seller:   "seller",
+		Id:         "t1",
+		MarketId:   market,
+		Price:      "1000",
+		Size:       2,
+		Buyer:      party,
+		Seller:     "seller",
+		AssetPrice: "1000",
 	}
 	position.UpdateWithTrade(trade, false, dp)
 	trade.Id = "t2"
 	trade.Size = 3
 	trade.Price = "1200"
+	trade.AssetPrice = "1200"
 	position.UpdateWithTrade(trade, false, dp)
 	pp := position.ToProto()
 	assert.Equal(t, "0", pp.RealisedPnl)
@@ -200,12 +202,13 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 
 	// let's make it look like this party is trading, buyer in this case
 	trade = vega.Trade{
-		Id:       "t3",
-		MarketId: market,
-		Price:    "1150",
-		Size:     1,
-		Buyer:    party,
-		Seller:   "seller",
+		Id:         "t3",
+		MarketId:   market,
+		Price:      "1150",
+		Size:       1,
+		Buyer:      party,
+		Seller:     "seller",
+		AssetPrice: "1150",
 	}
 	// position.UpdateWithTrade(trade, false, num.DecimalFromFloat(1))
 	position.UpdateWithTrade(trade, false, dp)
@@ -227,12 +230,13 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 	assert.EqualValues(t, 6, pp.OpenVolume)
 	// now close a position to see some realised PnL
 	trade = vega.Trade{
-		Id:       "t4",
-		MarketId: market,
-		Price:    "1250",
-		Size:     1,
-		Buyer:    "buyer",
-		Seller:   party,
+		Id:         "t4",
+		MarketId:   market,
+		Price:      "1250",
+		Size:       1,
+		Buyer:      "buyer",
+		Seller:     party,
+		AssetPrice: "1250",
 	}
 	position.UpdateWithTrade(trade, true, dp)
 	pp = position.ToProto()
@@ -252,12 +256,13 @@ func TestPnLWithPositionDecimals(t *testing.T) {
 	assert.EqualValues(t, 5, pp.OpenVolume)
 	// now close the position
 	trade = vega.Trade{
-		Id:       "t5",
-		MarketId: market,
-		Price:    "1300",
-		Size:     5,
-		Buyer:    "buyer",
-		Seller:   party,
+		Id:         "t5",
+		MarketId:   market,
+		Price:      "1300",
+		Size:       5,
+		Buyer:      "buyer",
+		Seller:     party,
+		AssetPrice: "1300",
 	}
 	position.UpdateWithTrade(trade, true, dp)
 	pp = position.ToProto()
@@ -307,12 +312,13 @@ func TestPnLWithTradeDecimals(t *testing.T) {
 	assert.Equal(t, "-200", pp.UnrealisedPnl)
 	// let's make it look like this party is trading, buyer in this case
 	trade := vega.Trade{
-		Id:       "t1",
-		MarketId: market,
-		Price:    "1150",
-		Size:     1,
-		Buyer:    party,
-		Seller:   "seller",
+		Id:         "t1",
+		MarketId:   market,
+		Price:      "1150",
+		Size:       1,
+		Buyer:      party,
+		Seller:     "seller",
+		AssetPrice: "1150",
 	}
 	// position.UpdateWithTrade(trade, false, num.DecimalFromFloat(1))
 	position.UpdateWithTrade(trade, false, dp)
@@ -386,8 +392,9 @@ func (t tradeStub) ToVega(dp num.Decimal) vega.Trade {
 		size = uint64(-t.size)
 	}
 	return vega.Trade{
-		Size:  size,
-		Price: t.price.String(),
+		Size:       size,
+		Price:      t.price.String(),
+		AssetPrice: t.price.String(),
 	}
 }
 

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, "QmQGrPqM72evPWmpaCduiEzcndEwzsVM8PrWe7w9gqPtv4", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2000].HistorySegmentID, "QmQKVcMmo9D9Bx8MFHg7q2hkmDksi5zmYhanvzXmpNk7kx", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2500].HistorySegmentID, "QmVAP6NsCAC3qTN2VnVxyBY6A8s4tVLqppUhWL8ArkVePg", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[3000].HistorySegmentID, "QmUXg7sLvDd53NmykEptcKUyzkb6RUvNXGR9StjjyUiE2K", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[4000].HistorySegmentID, "QmUCbCaewhdYsEPHpC7f2uynSJjcnMXY5GEw4UKUWuJLCu", snapshots)
-		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[5000].HistorySegmentID, "QmcGBEV4XiM98idDU9evmAArP7pZwmFe9DSP2aYsnfTg9w", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[1000].HistorySegmentID, "QmYfDKQr1vkcEs1jMTKWwuqp3MKJ8extLt5w2ceJ7FTcUS", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2000].HistorySegmentID, "QmTfyL9eTsQaNXs22R3HyLGfMtz4U7sxsTwoqGqUx6TCUr", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[2500].HistorySegmentID, "QmZRrCLaEuNwwYmr79gavFuBpjNAjoKQ49PAiAHCE5vzmS", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[3000].HistorySegmentID, "QmPAcAwfY6UTz9Q45kVLp3Q6Ug1VY6P2z63Bo4X11KvAuy", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[4000].HistorySegmentID, "QmTRugRgf6PDS97u87uQw1PfsrcSwJMwQdSb6CCWPrGHfS", snapshots)
+		panicIfHistorySegmentIdsNotEqual(goldenSourceHistorySegment[5000].HistorySegmentID, "QmdkNBXr3LVUd4aeSHbksKKxCoo7Nx4zRyKUpMz3SN7gUg", snapshots)
 	}, postgresRuntimePath, sqlFs)
 
 	if exitCode != 0 {

protos/sources/vega/vega.proto

@@ -526,6 +526,9 @@ message Trade {
   uint64 buyer_auction_batch = 14;
   // Auction batch number that the sell side order was placed in.
   uint64 seller_auction_batch = 15;
+  // Price for the trade using asset decimals, as opposed to market decimals used
+  // in the price field. This is only used in trade events for position updates.
+  string asset_price = 16;
 }
 
 // Represents any fees paid by a party, resulting from a trade