Merge pull request #9591 from vegaprotocol/fix-mat

chore: migration support for positions in market activity tracker

CHANGELOG.md

@@ -114,6 +114,7 @@
 - [9564](https://github.com/vegaprotocol/vega/issues/9564) - Fix error message for too many staking tiers.
 - [8421](https://github.com/vegaprotocol/vega/issues/8421) - Markets that spend too long in opening auction should be cancelled.
 - [9575](https://github.com/vegaprotocol/vega/issues/9575) - Expand SLA statistics by required liquidity and notional volumes.
+- [9590](https://github.com/vegaprotocol/vega/issues/9590) - Restore positions for market activity tracker on migration from old version. 
 
 ### 🐛 Fixes
 

core/execution/common/market_activity_tracker.go

@@ -124,6 +124,16 @@ func (mat *MarketActivityTracker) OnMinEpochsInTeamForRewardEligibilityUpdated(_
 	return nil
 }
 
+// NeedsInitialisation is a heuristc migration - if there is no time weighted position data when restoring from snapshot, we will restore
+// positions from the market. This will only happen on the one time migration from a version preceding the new metrics. If we're already on a
+// new version, either there are no timeweighted positions and no positions or there are time weighted positions and they will not be restored.
+func (mat *MarketActivityTracker) NeedsInitialisation(asset, market string) bool {
+	if tracker, ok := mat.getMarketTracker(asset, market); ok {
+		return len(tracker.twPosition) == 0
+	}
+	return false
+}
+
 // GetProposer returns the proposer of the market or empty string if the market doesn't exist.
 func (mat *MarketActivityTracker) GetProposer(market string) string {
 	for _, markets := range mat.assetToMarketTrackers {
@@ -451,6 +461,11 @@ func (mat *MarketActivityTracker) getMarketTracker(asset, market string) (*marke
 	return tracker, true
 }
 
+// RestorePosition restores a position as if it were acquired at the beginning of the epoch. This is purely for migration from an old version.
+func (mat *MarketActivityTracker) RestorePosition(asset, party, market string, pos int64, price *num.Uint, positionFactor num.Decimal) {
+	mat.RecordPosition(asset, party, market, pos, price, positionFactor, mat.epochStartTime)
+}
+
 // RecordPosition passes the position of the party in the asset/market to the market tracker to be recorded.
 func (mat *MarketActivityTracker) RecordPosition(asset, party, market string, pos int64, price *num.Uint, positionFactor num.Decimal, time time.Time) {
 	if tracker, ok := mat.getMarketTracker(asset, market); ok {

core/execution/future/market.go

@@ -834,6 +834,15 @@ func (m *Market) PostRestore(ctx context.Context) error {
 		m.log.Panic("failed to get bonus distribution account", logging.Error(err))
 	}
 
+	// if loading from an old snapshot we're restoring positions using the position engine
+	if m.marketActivityTracker.NeedsInitialisation(m.settlementAsset, m.mkt.ID) {
+		for _, mp := range m.position.Positions() {
+			if mp.Size() != 0 {
+				m.marketActivityTracker.RestorePosition(m.settlementAsset, mp.Party(), m.mkt.ID, mp.Size(), mp.Price(), m.positionFactor)
+			}
+		}
+	}
+
 	return nil
 }