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feat(funding): Add defaultFunding8hrPpm field to Perpetual Create/Update indexer events (backport #2674) #2700

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@mergify mergify bot commented Jan 23, 2025

CT-1340

Changelist

  • Database migration to add DefaultFundingRate1H
  • In PerpetualMarketCreateEvent and UpdatePerpetualEvent, add DefaultFunding8hrPpm. In handlers, convert these ppm into 1hr funding rate and store in DB.

Test Plan

[Describe how this PR was tested (if applicable)]

Author/Reviewer Checklist

  • If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
  • If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
  • If this PR isn't state-breaking but has changes that modify behavior in PrepareProposal or ProcessProposal, manually add the label proposal-breaking.
  • If this PR is one of many that implement a specific feature, manually label them all feature:[feature-name].
  • If you wish to for mergify-bot to automatically create a PR to backport your change to a release branch, manually add the label backport/[branch-name].
  • Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

Release Notes: Perpetual Market Funding Rate Enhancement

New Features

  • Added a new defaultFundingRate1H property to perpetual market data structures.
  • Introduced version 3 of Perpetual Market and Update Perpetual events with enhanced funding rate information.
  • Expanded event and database schemas to support 1-hour and 8-hour funding rate calculations.

Changes

  • Updated multiple system components to support new funding rate parameters.
  • Modified event handling and validation processes across indexer and protocol services.
  • Enhanced test coverage to validate new event structures and parameters.
  • Updated API documentation and response objects to include new funding rate fields.

Compatibility

  • Previous event versions (V1 and V2) are now deprecated.
  • New event versions (V3) include additional DefaultFunding8HrPpm parameter.

Impact

  • Provides more granular funding rate tracking for perpetual markets.
  • Enables more precise funding rate calculations and reporting.

This is an automatic backport of pull request #2674 done by [Mergify](https://mergify.com).

…pdate indexer events (#2674)

(cherry picked from commit 518a769)
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@teddyding teddyding merged commit 7fbb9c6 into release/protocol/v8.x Jan 23, 2025
41 checks passed
@teddyding teddyding deleted the mergify/bp/release/protocol/v8.x/pr-2674 branch January 23, 2025 22:45
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