search

vegaprotocol / specs

Specs, designs and requirements 🦔
MIT License
7 stars 2 forks source link

More stable funding rate estimates #2066

Open TomMcL opened 11 months ago

TomMcL commented 11 months ago

Currently the funding rate displayed in Console, an estimate derived from core, varies significantly across time as the time moves closer to the funding payment time. This is likely because the funding rate displayed is the funding rate for the period from the last payment until now, rather than extrapolated across the whole window.

Investigate:

  1. Exactly how other exchanges display this, we should do similar to ensure people can compare
  2. How to do that/where changes need to be made
davidsiska-vega commented 7 months ago

I believe that with the L2 more frequent data sourcing and mark price improvements we are ok with funding as-is. Closing for now (happy to re-open if issues re-surface).

davidsiska-vega commented 7 months ago

I believe that with the L2 more frequent data sourcing and mark price improvements we are ok with funding as-is. Closing for now (happy to re-open if issues re-surface).

Actually it's about the estimate so it's just a question of defining behaviour and getting core to produce the right number.