[Bug]: rebate program - rebates not received in first epoch after program enactment

[cdummett]

Problem encountered

Summary

PR #11598 adds a scenario outline to test behaviour when parties generate maker volume at some point BEFORE a rebate program is enacted.

Generally it is expected, once a proposal is enacted, in the following epoch, rebate factors would be set accordingly....

...but instead, in the following epoch after a proposal is enacted no party ever receives any rebate.

Test cases

Tests are setup to check behaviour in derivative and spot markets in the cases where:

• window is set to one, volume done in current epoch, therefore expect rebates in following epoch
• window is set to one, volume done before current epoch, therefore expect no rebates in following epoch
• window is set greater than one, volume done inside window, therefore expect rebates in following epoch
• window is set greater than one, volume done outside window, therefore expect no rebates in following epoch

For example, following command should pass but examples which expect rebates fail...

go test -v ./core/integration/... --godog.format=pretty $(pwd)/core/integration/features/volume-rebate/0095-HVMR.feature:80

Observed behaviour

• a party generates maker volume in epoch 0
• a rebate program is enacted, during epoch 0
• in epoch 1, the party will receive no rebates :red

Expected behaviour

• a party generates maker volume in epoch 0
• a rebate program is enacted, during epoch 0
• in epoch 1, the party should receive rebates :green

Steps to reproduce

git checkout feat/more-hvmr-acs
go test -v ./core/integration/... --godog.format=pretty $(pwd)/core/integration/features/volume-rebate/0095-HVMR.feature:80

Software version

00c822a

Failing test

core/integration/features/volume-rebate/0095-HVMR.feature:80

Jenkins run

No response

Configuration used

No response

Relevant log output

No response

[cdummett]

Issue identified as

• program updated at start of epoch
• factors re calculated at end of epoch

Issue is across referral, volume-discount, and rebate programs. Therefore temporarily closing with aim to investigate for later release.