fix(trading): fills fees fixes for maker (#5405)
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m.ray
GitHub
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2d926c0ce0
commit
70d748fb15
@ -35,6 +35,7 @@ const defaultFill: PartialDeep<Trade> = {
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},
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createdAt: new Date('2022-02-02T14:00:00').toISOString(),
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};
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describe('FillsTable', () => {
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it('correct columns are rendered', async () => {
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// 7005-FILL-001
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@ -271,96 +272,147 @@ describe('FillsTable', () => {
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.find((c) => c.getAttribute('col-id') === 'size');
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expect(sizeCell).toHaveTextContent('3,000,000,000');
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});
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});
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describe('FeesDiscountBreakdownTooltip', () => {
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it('shows all discounts', () => {
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const data = generateFill({
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...defaultFill,
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buyer: {
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id: partyId,
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},
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describe('FeesDiscountBreakdownTooltip', () => {
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it('shows all discounts', () => {
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const data = generateFill({
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...defaultFill,
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buyer: {
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id: partyId,
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},
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});
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const props = {
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data,
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partyId,
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value: data.market,
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} as Parameters<typeof FeesDiscountBreakdownTooltip>['0'];
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const { container } = render(<FeesDiscountBreakdownTooltip {...props} />);
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const dt = container.querySelectorAll('dt');
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const dd = container.querySelectorAll('dd');
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const expectedDt = [
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'Infrastructure Fee',
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'Referral Discount',
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'Volume Discount',
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'Liquidity Fee',
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'Referral Discount',
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'Volume Discount',
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'Maker Fee',
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'Referral Discount',
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'Volume Discount',
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];
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const expectedDD = [
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'0.05 BTC',
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'0.06 BTC',
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'0.01 BTC',
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'0.02 BTC',
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'0.03 BTC',
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'0.04 BTC',
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];
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expectedDt.forEach((label, i) => {
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expect(dt[i]).toHaveTextContent(label);
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});
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expectedDD.forEach((label, i) => {
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expect(dd[i]).toHaveTextContent(label);
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});
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});
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const props = {
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data,
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partyId,
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value: data.market,
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} as Parameters<typeof FeesDiscountBreakdownTooltip>['0'];
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const { container } = render(<FeesDiscountBreakdownTooltip {...props} />);
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const dt = container.querySelectorAll('dt');
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const dd = container.querySelectorAll('dd');
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const expectedDt = [
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'Infrastructure Fee',
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'Referral Discount',
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'Volume Discount',
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'Liquidity Fee',
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'Referral Discount',
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'Volume Discount',
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'Maker Fee',
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'Referral Discount',
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'Volume Discount',
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];
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const expectedDD = [
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'0.05 BTC',
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'0.06 BTC',
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'0.01 BTC',
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'0.02 BTC',
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'0.03 BTC',
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'0.04 BTC',
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];
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expectedDt.forEach((label, i) => {
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expect(dt[i]).toHaveTextContent(label);
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});
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describe('getFeesBreakdown', () => {
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it('should return correct fees breakdown for a taker', () => {
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const fees = {
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makerFee: '1000',
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infrastructureFee: '2000',
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liquidityFee: '3000',
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};
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const expectedBreakdown = {
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infrastructureFee: '2000',
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liquidityFee: '3000',
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makerFee: '1000',
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totalFee: '6000',
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};
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expect(getFeesBreakdown('Taker', fees)).toEqual(expectedBreakdown);
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});
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expectedDD.forEach((label, i) => {
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expect(dd[i]).toHaveTextContent(label);
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it('should return correct fees breakdown for a maker if market', () => {
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const fees = {
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makerFee: '1000',
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infrastructureFee: '2000',
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liquidityFee: '3000',
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};
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const expectedBreakdown = {
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infrastructureFee: '0',
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liquidityFee: '0',
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makerFee: '-1000',
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totalFee: '-1000',
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};
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expect(getFeesBreakdown('Maker', fees)).toEqual(expectedBreakdown);
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});
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it('should return correct fees breakdown for a maker if market is active', () => {
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const fees = {
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makerFee: '1000',
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infrastructureFee: '2000',
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liquidityFee: '3000',
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};
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const expectedBreakdown = {
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infrastructureFee: '0',
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liquidityFee: '0',
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makerFee: '-1000',
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totalFee: '-1000',
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};
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expect(
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getFeesBreakdown('Maker', fees, Schema.MarketState.STATE_ACTIVE)
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).toEqual(expectedBreakdown);
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});
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it('should return correct fees breakdown for a maker if the market is suspended', () => {
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const fees = {
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infrastructureFee: '2000',
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liquidityFee: '3000',
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makerFee: '0',
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};
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const expectedBreakdown = {
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infrastructureFee: '1000',
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liquidityFee: '1500',
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makerFee: '0',
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totalFee: '2500',
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};
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expect(
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getFeesBreakdown('Maker', fees, Schema.MarketState.STATE_SUSPENDED)
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).toEqual(expectedBreakdown);
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});
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it('should return correct fees breakdown for a taker if the market is suspended', () => {
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const fees = {
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infrastructureFee: '2000',
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liquidityFee: '3000',
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makerFee: '0',
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};
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const expectedBreakdown = {
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infrastructureFee: '1000',
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liquidityFee: '1500',
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makerFee: '0',
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totalFee: '2500',
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};
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expect(
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getFeesBreakdown('Taker', fees, Schema.MarketState.STATE_SUSPENDED)
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).toEqual(expectedBreakdown);
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});
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});
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describe('getTotalFeesDiscounts', () => {
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it('should return correct total value', () => {
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const fees = {
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infrastructureFeeReferralDiscount: '1',
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infrastructureFeeVolumeDiscount: '2',
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liquidityFeeReferralDiscount: '3',
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liquidityFeeVolumeDiscount: '4',
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makerFeeReferralDiscount: '5',
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makerFeeVolumeDiscount: '6',
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};
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expect(getTotalFeesDiscounts(fees as TradeFeeFieldsFragment)).toEqual(
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(1 + 2 + 3 + 4 + 5 + 6).toString()
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);
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});
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});
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});
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describe('getFeesBreakdown', () => {
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it('should return correct fees breakdown for a taker', () => {
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const fees = {
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makerFee: '1000',
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infrastructureFee: '2000',
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liquidityFee: '3000',
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};
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const expectedBreakdown = {
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infrastructureFee: '2000',
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liquidityFee: '3000',
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makerFee: '1000',
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totalFee: '6000',
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};
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expect(getFeesBreakdown('Taker', fees)).toEqual(expectedBreakdown);
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});
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it('should return correct fees breakdown for a maker', () => {
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const fees = {
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makerFee: '1000',
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infrastructureFee: '2000',
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liquidityFee: '3000',
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};
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const expectedBreakdown = {
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infrastructureFee: '2000',
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liquidityFee: '3000',
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makerFee: '-1000',
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totalFee: '4000',
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};
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expect(getFeesBreakdown('Maker', fees)).toEqual(expectedBreakdown);
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});
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});
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describe('getTotalFeesDiscounts', () => {
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it('should return correct total value', () => {
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const fees = {
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infrastructureFeeReferralDiscount: '1',
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infrastructureFeeVolumeDiscount: '2',
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liquidityFeeReferralDiscount: '3',
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liquidityFeeVolumeDiscount: '4',
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makerFeeReferralDiscount: '5',
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makerFeeVolumeDiscount: '6',
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};
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expect(getTotalFeesDiscounts(fees as TradeFeeFieldsFragment)).toEqual(
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(1 + 2 + 3 + 4 + 5 + 6).toString()
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);
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});
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});
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@ -1,10 +1,11 @@
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import { useMemo } from 'react';
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import type {
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AgGridReact,
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AgGridReactProps,
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AgReactUiProps,
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import {
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type AgGridReact,
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type AgGridReactProps,
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type AgReactUiProps,
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} from 'ag-grid-react';
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import type { ITooltipParams, ColDef } from 'ag-grid-community';
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import type { ColDef } from 'ag-grid-community';
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import type { ITooltipParams } from 'ag-grid-community';
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import {
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addDecimal,
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addDecimalsFormatNumber,
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@ -290,6 +291,7 @@ export const getRoleAndFees = ({
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}) => {
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let role: Role;
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let fees;
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if (data?.buyer.id === partyId) {
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if (data.aggressor === Schema.Side.SIDE_BUY) {
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role = TAKER;
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@ -315,7 +317,16 @@ export const getRoleAndFees = ({
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} else {
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return { role: '-', fees: undefined };
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}
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return { role, fees };
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// We make the assumption that the market state is active if the maker fee is zero on both sides
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// This needs to be updated when we have a way to get the correct market state when that fill happened from the API
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// because the maker fee factor can be set to 0 via governance
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const marketState =
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data?.buyerFee.makerFee === data.sellerFee.makerFee &&
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new BigNumber(data?.buyerFee.makerFee).isZero()
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? Schema.MarketState.STATE_SUSPENDED
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: Schema.MarketState.STATE_ACTIVE;
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return { role, fees, marketState };
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};
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const FeesBreakdownTooltip = ({
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@ -329,16 +340,21 @@ const FeesBreakdownTooltip = ({
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const asset = getAsset(market);
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const { role, fees } = getRoleAndFees({ data, partyId }) ?? {};
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const { role, fees, marketState } = getRoleAndFees({ data, partyId }) ?? {};
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if (!fees) return null;
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const { infrastructureFee, liquidityFee, makerFee, totalFee } =
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getFeesBreakdown(role, fees);
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getFeesBreakdown(role, fees, marketState);
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return (
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<div
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data-testid="fee-breakdown-tooltip"
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className="z-20 max-w-sm px-4 py-2 text-sm text-black border rounded bg-vega-light-100 dark:bg-vega-dark-100 border-vega-light-200 dark:border-vega-dark-200 break-word dark:text-white"
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className="z-20 max-w-sm px-4 py-2 text-xs text-black border rounded bg-vega-light-100 dark:bg-vega-dark-100 border-vega-light-200 dark:border-vega-dark-200 break-word dark:text-white"
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>
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<p className="mb-1 italic">
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{t('If the market was %s', [
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Schema.MarketStateMapping[marketState].toLowerCase(),
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])}
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</p>
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{role === MAKER && (
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<>
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<p className="mb-1">{t('The maker will receive the maker fee.')}</p>
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@ -352,7 +368,7 @@ const FeesBreakdownTooltip = ({
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{role === TAKER && (
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<p className="mb-1">{t('Fees to be paid by the taker.')}</p>
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)}
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{role === '-' && (
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{(role === '-' || marketState === Schema.MarketState.STATE_SUSPENDED) && (
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<p className="mb-1">
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{t(
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'If the market is in monitoring auction, half of the infrastructure and liquidity fees will be paid.'
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@ -393,8 +409,8 @@ const FeesDiscountBreakdownTooltipItem = ({
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}) =>
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value && value !== '0' ? (
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<>
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<dt className="col-span-1">{label}</dt>
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<dd className="text-right col-span-1">
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<dt className="col-span-2">{label}</dt>
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<dd className="text-right col-span-2">
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{addDecimalsFormatNumber(value, asset.decimals)} {asset.symbol}
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</dd>
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</>
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@ -417,7 +433,7 @@ export const FeesDiscountBreakdownTooltip = ({
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data-testid="fee-discount-breakdown-tooltip"
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className="max-w-sm bg-vega-light-100 dark:bg-vega-dark-100 border border-vega-light-200 dark:border-vega-dark-200 px-4 py-2 z-20 rounded text-sm break-word text-black dark:text-white"
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>
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<dl className="grid grid-cols-2 gap-x-1">
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<dl className="grid grid-cols-6 gap-x-1 text-xs">
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{(fees.infrastructureFeeReferralDiscount || '0') !== '0' ||
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(fees.infrastructureFeeVolumeDiscount || '0') !== '0' ? (
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<dt className="col-span-2">{t('Infrastructure Fee')}</dt>
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@ -479,20 +495,36 @@ export const getTotalFeesDiscounts = (fees: TradeFeeFieldsFragment) => {
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export const getFeesBreakdown = (
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role: Role,
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feesObj: TradeFeeFieldsFragment
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feesObj: TradeFeeFieldsFragment,
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marketState: Schema.MarketState = Schema.MarketState.STATE_ACTIVE
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) => {
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const makerFee =
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role === MAKER
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? new BigNumber(feesObj.makerFee).times(-1).toString()
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: feesObj.makerFee;
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// If market is in auction we assume maker fee is zero
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const isMarketActive = marketState === Schema.MarketState.STATE_ACTIVE;
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const infrastructureFee = feesObj.infrastructureFee;
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const liquidityFee = feesObj.liquidityFee;
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// If role is taker, then these are the fees to be paid
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let { makerFee, infrastructureFee, liquidityFee } = feesObj;
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if (isMarketActive) {
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if (role === MAKER) {
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makerFee = new BigNumber(feesObj.makerFee).times(-1).toString();
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infrastructureFee = '0';
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liquidityFee = '0';
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}
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} else {
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// If market is suspended (in monitoring auction), then half of the fees are paid
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infrastructureFee = new BigNumber(infrastructureFee)
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.dividedBy(2)
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.toString();
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liquidityFee = new BigNumber(liquidityFee).dividedBy(2).toString();
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// maker fee is already zero
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makerFee = '0';
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}
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const totalFee = new BigNumber(infrastructureFee)
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.plus(makerFee)
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.plus(liquidityFee)
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.toString();
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return {
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infrastructureFee,
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liquidityFee,
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