Merge pull request #10714 from vegaprotocol/release/v0.74.3

release v0.74.3

CHANGELOG.md

@@ -18,6 +18,16 @@
 
 - [](https://github.com/vegaprotocol/vega/issues/xxx)
 
+## 0.74.3
+
+### 🛠 Improvements
+
+- [10700](https://github.com/vegaprotocol/vega/pull/10700) - Do not use external binaries for the `IPFS` migration in the data node
+
+### 🐛 Fixes
+
+- [10702](https://github.com/vegaprotocol/vega/pull/10700) - Use second precision in `GetMarginIncrease()` so that perpetual product uses second precision everywhere.
+- [10698](https://github.com/vegaprotocol/vega/issues/10698) - Prevent `L2` from making too many `RPC` calls.
 
 ## 0.74.2
 
@@ -28,20 +38,22 @@
 - [10649](https://github.com/vegaprotocol/vega/issues/10649) - Ensure markets do not get stuck in liquidity auction after protocol upgrade.
 - [10641](https://github.com/vegaprotocol/vega/issues/10641) - Fix panic in amend during auction for isolated margin.
 - [10656](https://github.com/vegaprotocol/vega/issues/10656) - Fix funding rates bounds can be null for perpetuals.
-- [10664](https://github.com/vegaprotocol/vega/issues/10664) - Fix isolated margin handling of submit/amend to get rid of trying to restore the state of the order book. 
+- [10664](https://github.com/vegaprotocol/vega/issues/10664) - Fix isolated margin handling of submit/amend to get rid of trying to restore the state of the order book.
 - [10661](https://github.com/vegaprotocol/vega/issues/10661) - Fix isolated margin handling of submit/amend to get rid of trying to restore the state of the order book.
 - [10660](https://github.com/vegaprotocol/vega/issues/10660) - Fix isolated margin handling of submit/amend to get rid of trying to restore the state of the order book.
 - [10601](https://github.com/vegaprotocol/vega/issues/10601) - Fix epoch by block height API is slow.
 - [10299](https://github.com/vegaprotocol/vega/issues/10299) - Fix rewards transfers filter.
 - [10666](https://github.com/vegaprotocol/vega/issues/10666) - Fix game API is slow.
-- [10673](https://github.com/vegaprotocol/vega/issues/10673) - Fix error handling for isolated margin when insufficient funds. 
+- [10673](https://github.com/vegaprotocol/vega/issues/10673) - Fix error handling for isolated margin when insufficient funds.
 - [10677](https://github.com/vegaprotocol/vega/issues/10677) - Fix validation of market proposer bonus to allow specifying/not specifying asset for metric for market proposer.
 - [10669](https://github.com/vegaprotocol/vega/issues/10669) - Fix fees handling for spots in governance auction
 - [10683](https://github.com/vegaprotocol/vega/issues/10683) - Fix GraphQL does not correctly marshal transfers status in filter.
 - [10685](https://github.com/vegaprotocol/vega/issues/10685) - Fix list transfers returns too much data..
 - [10691](https://github.com/vegaprotocol/vega/issues/10691) - Fix team stats include rewards from individual games
 - [10647](https://github.com/vegaprotocol/vega/issues/10647)  Add filter by game ID to transfers API.
 - [10649](https://github.com/vegaprotocol/vega/issues/10649) - Ensure markets do not get stuck in liquidity auction after protocol upgrade.
+- [10696](https://github.com/vegaprotocol/vega/issues/10696) - Fix position updates to undo positions changes on isolated margin failure.
+- [10712](https://github.com/vegaprotocol/vega/issues/10712) - Fix the unit of auction extension and leave check auction early if governance auction has been extended.
 
 
 ## 0.74.1

core/datasource/external/ethcall/engine.go

@@ -23,6 +23,7 @@ import (
 	"reflect"
 	"strconv"
 	"sync"
+	"sync/atomic"
 	"time"
 
 	"code.vegaprotocol.io/vega/core/datasource"
@@ -76,7 +77,8 @@ type Engine struct {
 	poller                *poller
 	mu                    sync.Mutex
 
-	chainID uint64
+	chainID       atomic.Uint64
+	blockInterval atomic.Uint64
 }
 
 func NewEngine(log *logging.Logger, cfg Config, isValidator bool, client EthReaderCaller, forwarder Forwarder) *Engine {
@@ -89,12 +91,22 @@ func NewEngine(log *logging.Logger, cfg Config, isValidator bool, client EthRead
 		calls:       make(map[string]Call),
 		poller:      newPoller(cfg.PollEvery.Get()),
 	}
+
+	// default to 1 block interval
+	e.blockInterval.Store(1)
+
 	return e
 }
 
 // EnsureChainID tells the engine which chainID it should be related to, and it confirms this against the its client.
-func (e *Engine) EnsureChainID(chainID string, confirmWithClient bool) {
-	e.chainID, _ = strconv.ParseUint(chainID, 10, 64)
+func (e *Engine) EnsureChainID(chainID string, blockInterval uint64, confirmWithClient bool) {
+	chainIDU, _ := strconv.ParseUint(chainID, 10, 64)
+	e.chainID.Store(chainIDU)
+	e.blockInterval.Store(blockInterval)
+	// cover backward compatibility for L2
+	if e.blockInterval.Load() == 0 {
+		e.blockInterval.Store(1)
+	}
 
 	// if the node is a validator, we now check the chainID against the chain the client is connected to.
 	if confirmWithClient {
@@ -103,10 +115,10 @@ func (e *Engine) EnsureChainID(chainID string, confirmWithClient bool) {
 			log.Panic("could not load chain ID", logging.Error(err))
 		}
 
-		if cid.Uint64() != e.chainID {
+		if cid.Uint64() != e.chainID.Load() {
 			log.Panic("chain ID mismatch between ethCall engine and EVM client",
 				logging.Uint64("client-chain-id", cid.Uint64()),
-				logging.Uint64("engine-chain-id", e.chainID),
+				logging.Uint64("engine-chain-id", e.chainID.Load()),
 			)
 		}
 	}
@@ -121,7 +133,7 @@ func (e *Engine) Start() {
 			defer cancelEthereumQueries()
 
 			e.cancelEthereumQueries = cancelEthereumQueries
-			e.log.Info("Starting ethereum contract call polling engine", logging.Uint64("chain-id", e.chainID))
+			e.log.Info("Starting ethereum contract call polling engine", logging.Uint64("chain-id", e.chainID.Load()))
 
 			e.poller.Loop(func() {
 				e.Poll(ctx, time.Now())
@@ -241,7 +253,7 @@ func (e *Engine) OnSpecActivated(ctx context.Context, spec datasource.Spec) erro
 
 		// here ensure we are on the engine with the right network ID
 		// not an error, just return
-		if e.chainID != d.SourceChainID {
+		if e.chainID.Load() != d.SourceChainID {
 			return nil
 		}
 
@@ -274,7 +286,7 @@ func (e *Engine) Poll(ctx context.Context, wallTime time.Time) {
 	}
 
 	e.log.Info("tick",
-		logging.Uint64("chainID", e.chainID),
+		logging.Uint64("chainID", e.chainID.Load()),
 		logging.Time("wallTime", wallTime),
 		logging.BigInt("ethBlock", lastEthBlock.Number),
 		logging.Time("ethTime", time.Unix(int64(lastEthBlock.Time), 0)))
@@ -286,10 +298,16 @@ func (e *Engine) Poll(ctx context.Context, wallTime time.Time) {
 
 	// Go through an eth blocks one at a time until we get to the most recent one
 	for prevEthBlock := e.prevEthBlock; prevEthBlock.NumberU64() < lastEthBlock.Number.Uint64(); prevEthBlock = e.prevEthBlock {
-		nextBlockNum := big.NewInt(0).SetUint64(prevEthBlock.NumberU64() + 1)
+		nextBlockNum := big.NewInt(0).SetUint64(prevEthBlock.NumberU64() + e.blockInterval.Load())
 		nextEthBlock, err := e.client.HeaderByNumber(ctx, nextBlockNum)
 		if err != nil {
-			e.log.Error("failed to get next block header", logging.Error(err))
+			e.log.Error("failed to get next block header",
+				logging.Error(err),
+				logging.Uint64("chain-id", e.chainID.Load()),
+				logging.Uint64("prev-block", prevEthBlock.NumberU64()),
+				logging.Uint64("last-block", lastEthBlock.Number.Uint64()),
+				logging.Uint64("expect-next-block", nextBlockNum.Uint64()),
+			)
 			return
 		}
 
@@ -298,14 +316,14 @@ 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))
-					event := makeErrorChainEvent(err.Error(), specID, nextEthBlockIsh, e.chainID)
+					e.log.Error("failed to call contract", logging.Error(err), logging.Uint64("chain-id", e.chainID.Load()))
+					event := makeErrorChainEvent(err.Error(), specID, nextEthBlockIsh, e.chainID.Load())
 					e.forwarder.ForwardFromSelf(event)
 					continue
 				}
 
 				if res.PassesFilters {
-					event := makeChainEvent(res, specID, nextEthBlockIsh, e.chainID)
+					event := makeChainEvent(res, specID, nextEthBlockIsh, e.chainID.Load())
 					e.forwarder.ForwardFromSelf(event)
 				}
 			}

core/datasource/spec/engine.go

@@ -200,7 +200,7 @@ func (e *Engine) sendNewSpecSubscription(ctx context.Context, update updatedSubs
 	proto.Spec.CreatedAt = update.specActivatedAt.UnixNano()
 	proto.Spec.Status = vegapb.DataSourceSpec_STATUS_ACTIVE
 
-	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 		def := update.spec.GetDefinition()
 		switch def.DataSourceType.(type) {
 		case ethcallcommon.Spec:

core/evtforward/forwarder_test.go

@@ -220,7 +220,7 @@ func getTestChainEvent(txid string) *commandspb.ChainEvent {
 
 func TestMigrationTo74(t *testing.T) {
 	evtFwd := getTestEvtFwd(t)
-	ctx := vgcontext.WithSnapshotInfo(context.Background(), "v0.73.13", true)
+	ctx := vgcontext.WithSnapshotInfo(context.Background(), "v0.73.14", true)
 	evtFwd.top.EXPECT().AllNodeIDs().AnyTimes().Return(testAllPubKeys)
 
 	hashes := []string{

core/evtforward/snapshot.go

@@ -101,7 +101,7 @@ func (f *Forwarder) restore(ctx context.Context, p *types.PayloadEventForwarder)
 	}
 
 	// upgrading from 73.12, we need to load previous snapshot format
-	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 		// add at 0 time, so it's always way in the past.
 		bucket := &ackedEvtBucket{
 			ts:     0,

core/execution/common/interfaces.go

@@ -70,6 +70,7 @@ type TimeService interface {
 type Broker interface {
 	Send(event events.Event)
 	SendBatch(events []events.Event)
+	Stage(event events.Event)
 }
 
 type StateVarEngine interface {

core/execution/engine_snapshot.go

@@ -166,7 +166,7 @@ func (e *Engine) restoreSpotMarket(ctx context.Context, em *types.ExecSpotMarket
 func (e *Engine) restoreMarket(ctx context.Context, em *types.ExecMarket) (*future.Market, error) {
 	marketConfig := em.Market
 	// ensure the default chain ID is set, can be removed after protocol upgrade
-	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 		e.ensureChainIDSet(marketConfig)
 	}
 

core/execution/future/auction.go

@@ -33,7 +33,8 @@ func (m *Market) checkAuction(ctx context.Context, now time.Time, idgen common.I
 
 	if m.mkt.State == types.MarketStateSuspendedViaGovernance {
 		if endTS := m.as.ExpiresAt(); endTS != nil && endTS.Before(now) {
-			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration)})
+			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration.Seconds())})
+			return
 		}
 	}
 

core/execution/future/market.go

@@ -1382,7 +1382,7 @@ func (m *Market) UpdateMarketState(ctx context.Context, changes *types.MarketSta
 		m.mkt.State = types.MarketStateSuspendedViaGovernance
 		m.mkt.TradingMode = types.MarketTradingModeSuspendedViaGovernance
 		if m.as.InAuction() {
-			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration)})
+			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration.Seconds())})
 			evt := m.as.AuctionExtended(ctx, m.timeService.GetTimeNow())
 			if evt != nil {
 				m.broker.Send(evt)
@@ -2316,6 +2316,7 @@ func (m *Market) submitValidatedOrder(ctx context.Context, order *types.Order) (
 				m.log.Debug("Unable to check/add immediate trade margin for party",
 					logging.Order(*order), logging.Error(err))
 			}
+			_ = m.position.UnregisterOrder(ctx, order)
 			return nil, nil, common.ErrMarginCheckFailed
 		}
 	}
@@ -3683,6 +3684,7 @@ func (m *Market) amendOrder(
 			pos, _ := m.position.GetPositionByPartyID(amendedOrder.Party)
 			if err := m.updateIsolatedMarginOnOrder(ctx, pos, amendedOrder); err == risk.ErrInsufficientFundsForMarginInGeneralAccount {
 				m.log.Error("party has insufficient margin to cover the order change, going to cancel all orders for the party")
+				_ = m.position.AmendOrder(ctx, amendedOrder, existingOrder)
 				return nil, nil, common.ErrMarginCheckFailed
 			}
 		}

core/execution/future/market_snapshot.go

@@ -22,6 +22,7 @@ import (
 	"time"
 
 	"code.vegaprotocol.io/vega/core/assets"
+	"code.vegaprotocol.io/vega/core/events"
 	"code.vegaprotocol.io/vega/core/execution/common"
 	"code.vegaprotocol.io/vega/core/execution/liquidation"
 	"code.vegaprotocol.io/vega/core/execution/stoporders"
@@ -76,6 +77,14 @@ func NewMarketFromSnapshot(
 	}
 
 	assetDecimals := assetDetails.DecimalPlaces()
+
+	// FIXME: this is to ensure the fundingRateFactors for markets are all set to 0
+	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
+		if mkt.TradableInstrument.Instrument.GetPerps() != nil {
+			mkt.TradableInstrument.Instrument.GetPerps().FundingRateScalingFactor = ptr.From(num.MustDecimalFromString("0"))
+		}
+	}
+
 	tradableInstrument, err := markets.NewTradableInstrumentFromSnapshot(ctx, log, mkt.TradableInstrument, em.Market.ID,
 		timeService, oracleEngine, broker, em.Product, uint32(assetDecimals))
 	if err != nil {
@@ -84,7 +93,7 @@ func NewMarketFromSnapshot(
 
 	as := monitor.NewAuctionStateFromSnapshot(mkt, em.AuctionState)
 
-	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 		// protocol upgrade from v0.73.12, lets populate the new liquidity-fee-settings with a default marginal-cost method
 		log.Info("migrating liquidity fee settings for existing market", logging.String("mid", mkt.ID))
 		mkt.Fees.LiquidityFeeSettings = &types.LiquidityFeeSettings{
@@ -292,6 +301,12 @@ func NewMarketFromSnapshot(
 		}
 		stateVarEngine.UnregisterStateVariable(asset, mkt.ID)
 	}
+
+	// FIXME: We need to send the market update to the datanode to me make sure the change to the fundingRateFactor are propagated
+	if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
+		broker.Stage(events.NewMarketUpdatedEvent(ctx, *market.Mkt()))
+	}
+
 	return market, nil
 }
 

core/execution/future/market_snapshot_test.go

@@ -180,7 +180,7 @@ func TestRestoreMarketUpgradeV0_73_2(t *testing.T) {
 	em.Market.Fees.LiquidityFeeSettings = nil
 
 	// and set in the context the information that says we are upgrading
-	ctx := vegacontext.WithSnapshotInfo(context.Background(), "v0.73.13", true)
+	ctx := vegacontext.WithSnapshotInfo(context.Background(), "v0.73.14", true)
 	snap, err := newMarketFromSnapshot(t, ctx, ctrl, em, oracleEngine)
 	require.NoError(t, err)
 	require.NotEmpty(t, snap)
@@ -277,6 +277,7 @@ func newMarketFromSnapshot(t *testing.T, ctx context.Context, ctrl *gomock.Contr
 	epochEngine.NotifyOnEpoch(marketActivityTracker.OnEpochEvent, marketActivityTracker.OnEpochRestore)
 
 	broker := bmocks.NewMockBroker(ctrl)
+	broker.EXPECT().Stage(gomock.Any()).AnyTimes()
 	broker.EXPECT().Send(gomock.Any()).AnyTimes()
 	timeService := mocks.NewMockTimeService(ctrl)
 	timeService.EXPECT().GetTimeNow().AnyTimes()

core/execution/spot/auction.go

@@ -34,7 +34,7 @@ func (m *Market) checkAuction(ctx context.Context, now time.Time, idgen common.I
 
 	if m.mkt.State == types.MarketStateSuspendedViaGovernance {
 		if endTS := m.as.ExpiresAt(); endTS != nil && endTS.Before(now) {
-			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration)})
+			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration.Seconds())})
 		}
 	}
 

core/execution/spot/market.go

@@ -480,7 +480,7 @@ func (m *Market) UpdateMarketState(ctx context.Context, changes *types.MarketSta
 		m.mkt.State = types.MarketStateSuspendedViaGovernance
 		m.mkt.TradingMode = types.MarketTradingModeSuspendedViaGovernance
 		if m.as.InAuction() {
-			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration)})
+			m.as.ExtendAuctionSuspension(types.AuctionDuration{Duration: int64(m.minDuration.Seconds())})
 			evt := m.as.AuctionExtended(ctx, m.timeService.GetTimeNow())
 			if evt != nil {
 				m.broker.Send(evt)

core/governance/snapshot.go

@@ -255,7 +255,7 @@ func (e *Engine) restoreActiveProposals(ctx context.Context, active *types.Gover
 	vevts := []events.Event{}
 	e.log.Debug("restoring active proposals snapshot", logging.Int("nproposals", len(active.Proposals)))
 	for _, p := range active.Proposals {
-		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 			e.ensureChainIDSet(p.Proposal)
 		}
 		pp := &proposal{
@@ -265,7 +265,7 @@ func (e *Engine) restoreActiveProposals(ctx context.Context, active *types.Gover
 			invalidVotes: votesAsMap(p.Invalid),
 		}
 
-		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 			if nm := pp.Proposal.Terms.GetNewMarket(); nm != nil {
 				e.log.Info("migrating liquidity fee settings for new market proposal", logging.String("pid", pp.ID))
 				nm.Changes.LiquidityFeeSettings = &types.LiquidityFeeSettings{
@@ -279,7 +279,7 @@ func (e *Engine) restoreActiveProposals(ctx context.Context, active *types.Gover
 				}
 			}
 		}
-		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 			if pp.Terms.IsNewMarket() {
 				pp.Terms.GetNewMarket().Changes.MarkPriceConfiguration = defaultMarkPriceConfig.DeepClone()
 			}
@@ -324,7 +324,7 @@ func (e *Engine) restoreBatchActiveProposals(ctx context.Context, active *types.
 	e.log.Debug("restoring active proposals snapshot", logging.Int("nproposals", len(active.BatchProposals)))
 	for _, bpp := range active.BatchProposals {
 		bpt := types.BatchProposalFromSnapshotProto(bpp.BatchProposal.Proposal, bpp.Proposals)
-		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 			e.ensureChainIDSet(bpt.Proposals...)
 		}
 		bp := &batchProposal{
@@ -336,7 +336,7 @@ func (e *Engine) restoreBatchActiveProposals(ctx context.Context, active *types.
 
 		evts = append(evts, events.NewProposalEventFromProto(ctx, bp.BatchProposal.ToProto()))
 		for _, p := range bp.BatchProposal.Proposals {
-			if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+			if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 				if p.Terms.IsNewMarket() {
 					p.Terms.GetNewMarket().Changes.MarkPriceConfiguration = defaultMarkPriceConfig.DeepClone()
 				}
@@ -380,7 +380,7 @@ func (e *Engine) restoreEnactedProposals(ctx context.Context, enacted *types.Gov
 	vevts := []events.Event{}
 	e.log.Debug("restoring enacted proposals snapshot", logging.Int("nproposals", len(enacted.Proposals)))
 	for _, p := range enacted.Proposals {
-		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.13") {
+		if vgcontext.InProgressUpgradeFrom(ctx, "v0.73.14") {
 			e.ensureChainIDSet(p.Proposal)
 		}
 		pp := &proposal{

core/netparams/defaults.go

@@ -239,7 +239,7 @@ func defaultNetParams() map[string]value {
 			MustUpdate("{\"network_id\": \"XXX\", \"chain_id\": \"XXX\", \"collateral_bridge_contract\": { \"address\": \"0xXXX\" }, \"confirmations\": 3, \"staking_bridge_contract\": { \"address\": \"0xXXX\", \"deployment_block_height\": 0}, \"token_vesting_contract\": { \"address\": \"0xXXX\", \"deployment_block_height\": 0 }, \"multisig_control_contract\": { \"address\": \"0xXXX\", \"deployment_block_height\": 0 }}"),
 		BlockchainsEthereumL2Configs: NewJSON(&proto.EthereumL2Configs{}, types.CheckUntypedEthereumL2Configs).Mutable(true).
 			MustUpdate(
-				`{"configs":[{"network_id":"100","chain_id":"100","confirmations":3,"name":"Gnosis Chain"}, {"network_id":"42161","chain_id":"42161","confirmations":3,"name":"Arbitrum One"}]}`,
+				`{"configs":[{"network_id":"100","chain_id":"100","confirmations":3,"name":"Gnosis Chain", "block_interval": 3}, {"network_id":"42161","chain_id":"42161","confirmations":3,"name":"Arbitrum One", "block_interval": 50}]}`,
 			),
 
 		ValidatorsEpochLength: NewDuration(gte1s, lte255h).Mutable(true).MustUpdate("24h0m0s"),

core/products/perpetual.go

@@ -941,6 +941,8 @@ func (p *Perpetual) calculateInterestTerm(externalTWAP, internalTWAP *num.Uint,
 // GetMarginIncrease returns the estimated extra margin required to account for the next funding payment
 // for a party with a position of +1.
 func (p *Perpetual) GetMarginIncrease(t int64) num.Decimal {
+	t = time.Unix(0, t).Truncate(time.Second).UnixNano()
+
 	// if we have no data, or the funding factor is zero, then the margin increase will always be zero
 	if !p.haveDataBeforeGivenTime(t) || p.p.MarginFundingFactor.IsZero() {
 		return num.DecimalZero()