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fix(perpetual): estimated pnl formula fix #842

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merged 5 commits into from
Oct 7, 2024

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cosmic-vagabond
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Description

What has Changed?

Fix estimated pnl formula


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codecov bot commented Oct 4, 2024

Codecov Report

Attention: Patch coverage is 57.89474% with 16 lines in your changes missing coverage. Please review.

Project coverage is 42.94%. Comparing base (36eb585) to head (50b6d22).
Report is 1 commits behind head on main.

Additional details and impacted files
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@amityadav0
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We also have PnL calc here, should this be updated too ?

@cosmic-vagabond
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We also have PnL calc here, should this be updated too ?

I added a new test case to test PnL value for existing long position with same parameters as the one used for the open estimation query, and the PnL value is off, you can see the pnl value here 6f7c289#diff-900fe1ffcaee5eacf8f1ed5ddf3d46cfe3ae39e2af85450636aa29d2f7026c16R807

that means something’s wrong with the GetPnL function that I will further review to align with the same pnl calculation formulas we use for open estimation pnl and ultimately merge those functions together to have a single source of calculation for the PnL calculation.

cc @amityadav0 @Wgil

@cosmic-vagabond
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We also have PnL calc here, should this be updated too ?

I added a new test case to test PnL value for existing long position with same parameters as the one used for the open estimation query, and the PnL value is off, you can see the pnl value here 6f7c289#diff-900fe1ffcaee5eacf8f1ed5ddf3d46cfe3ae39e2af85450636aa29d2f7026c16R807

that means something’s wrong with the GetPnL function that I will further review to align with the same pnl calculation formulas we use for open estimation pnl and ultimately merge those functions together to have a single source of calculation for the PnL calculation.

cc @amityadav0 @Wgil

@amityadav0 please review changes in 50b6d22 as it fixes the GetPnL function thanks

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LGTM

@cosmic-vagabond cosmic-vagabond merged commit a5da181 into main Oct 7, 2024
75 checks passed
@cosmic-vagabond cosmic-vagabond deleted the fix/estimated-pnl-calc branch October 7, 2024 17:52
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