fix(trading): fills fees maker discounts (#5406)
This commit is contained in:
m.ray
GitHub
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61471228aa
commit
a59f7dfd29
@ -4,14 +4,8 @@ import { getDateTimeFormat } from '@vegaprotocol/utils';
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import * as Schema from '@vegaprotocol/types';
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import * as Schema from '@vegaprotocol/types';
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import type { PartialDeep } from 'type-fest';
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import type { PartialDeep } from 'type-fest';
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import type { Trade } from './fills-data-provider';
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import type { Trade } from './fills-data-provider';
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import {
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import { FeesDiscountBreakdownTooltip, FillsTable } from './fills-table';
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FeesDiscountBreakdownTooltip,
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FillsTable,
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getFeesBreakdown,
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getTotalFeesDiscounts,
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} from './fills-table';
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import { generateFill } from './test-helpers';
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import { generateFill } from './test-helpers';
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import type { TradeFeeFieldsFragment } from './__generated__/Fills';
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const partyId = 'party-id';
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const partyId = 'party-id';
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const defaultFill: PartialDeep<Trade> = {
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const defaultFill: PartialDeep<Trade> = {
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@ -66,7 +60,7 @@ describe('FillsTable', () => {
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expect(headers.map((h) => h.textContent?.trim())).toEqual(expectedHeaders);
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expect(headers.map((h) => h.textContent?.trim())).toEqual(expectedHeaders);
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});
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});
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it('formats cells correctly for buyer fill', async () => {
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it('formats cells correctly for buyer fill for maker', async () => {
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const buyerFill = generateFill({
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const buyerFill = generateFill({
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...defaultFill,
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...defaultFill,
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buyer: {
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buyer: {
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@ -90,7 +84,7 @@ describe('FillsTable', () => {
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'3.00 BTC',
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'3.00 BTC',
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'Maker',
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'Maker',
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'2.00 BTC',
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'2.00 BTC',
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'0.27 BTC',
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'0.09 BTC',
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getDateTimeFormat().format(new Date(buyerFill.createdAt)),
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getDateTimeFormat().format(new Date(buyerFill.createdAt)),
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'', // action column
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'', // action column
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];
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];
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@ -316,103 +310,4 @@ describe('FillsTable', () => {
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});
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});
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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 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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});
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@ -30,19 +30,11 @@ import type {
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import { forwardRef } from 'react';
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import { forwardRef } from 'react';
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import BigNumber from 'bignumber.js';
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import BigNumber from 'bignumber.js';
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import type { Trade } from './fills-data-provider';
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import type { Trade } from './fills-data-provider';
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import type {
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FillFieldsFragment,
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TradeFeeFieldsFragment,
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} from './__generated__/Fills';
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import { FillActionsDropdown } from './fill-actions-dropdown';
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import { FillActionsDropdown } from './fill-actions-dropdown';
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import { getAsset } from '@vegaprotocol/markets';
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import { getAsset } from '@vegaprotocol/markets';
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import { MAKER, TAKER, getFeesBreakdown, getRoleAndFees } from './fills-utils';
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const TAKER = 'Taker';
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type Props = (AgGridReactProps | AgReactUiProps) & {
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const MAKER = 'Maker';
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export type Role = typeof TAKER | typeof MAKER | '-';
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export type Props = (AgGridReactProps | AgReactUiProps) & {
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partyId: string;
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partyId: string;
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onMarketClick?: (marketId: string, metaKey?: boolean) => void;
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onMarketClick?: (marketId: string, metaKey?: boolean) => void;
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};
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};
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@ -262,73 +254,13 @@ const formatFeeDiscount = (partyId: string) => {
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}: VegaValueFormatterParams<Trade, 'market'>) => {
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}: VegaValueFormatterParams<Trade, 'market'>) => {
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if (!market || !data) return '-';
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if (!market || !data) return '-';
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const asset = getAsset(market);
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const asset = getAsset(market);
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const { fees } = getRoleAndFees({ data, partyId });
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const { fees: roleFees, role } = getRoleAndFees({ data, partyId });
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if (!fees) return '-';
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if (!roleFees) return '-';
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const { totalFeeDiscount } = getFeesBreakdown(role, roleFees);
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const total = getTotalFeesDiscounts(fees);
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return addDecimalsFormatNumber(totalFeeDiscount, asset.decimals);
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return addDecimalsFormatNumber(total, asset.decimals);
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};
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};
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};
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};
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export const isEmptyFeeObj = (feeObj: Schema.TradeFee) => {
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if (!feeObj) return true;
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return (
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feeObj.liquidityFee === '0' &&
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feeObj.makerFee === '0' &&
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feeObj.infrastructureFee === '0'
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);
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};
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export const getRoleAndFees = ({
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data,
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partyId,
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}: {
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data: Pick<
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FillFieldsFragment,
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'buyerFee' | 'sellerFee' | 'buyer' | 'seller' | 'aggressor'
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>;
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partyId?: string;
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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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fees = data?.buyerFee;
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} else if (data.aggressor === Schema.Side.SIDE_SELL) {
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role = MAKER;
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fees = data?.sellerFee;
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} else {
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role = '-';
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fees = !isEmptyFeeObj(data?.buyerFee) ? data.buyerFee : data.sellerFee;
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}
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} else if (data?.seller.id === partyId) {
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if (data.aggressor === Schema.Side.SIDE_SELL) {
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role = TAKER;
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fees = data?.sellerFee;
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} else if (data.aggressor === Schema.Side.SIDE_BUY) {
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role = MAKER;
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fees = data?.buyerFee;
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} else {
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role = '-';
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fees = !isEmptyFeeObj(data.sellerFee) ? data.sellerFee : data.buyerFee;
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}
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} else {
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return { role: '-', fees: undefined };
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}
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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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const FeesBreakdownTooltip = ({
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data,
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data,
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value: market,
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value: market,
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@ -350,11 +282,13 @@ const FeesBreakdownTooltip = ({
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data-testid="fee-breakdown-tooltip"
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data-testid="fee-breakdown-tooltip"
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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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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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>
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<p className="mb-1 italic">
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{marketState && (
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{t('If the market was %s', [
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<p className="mb-1 italic">
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Schema.MarketStateMapping[marketState].toLowerCase(),
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{t('If the market was %s', [
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])}
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Schema.MarketStateMapping[marketState].toLowerCase(),
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</p>
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])}
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</p>
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)}
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{role === MAKER && (
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{role === MAKER && (
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<>
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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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<p className="mb-1">{t('The maker will receive the maker fee.')}</p>
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@ -425,9 +359,13 @@ export const FeesDiscountBreakdownTooltip = ({
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}
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}
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const asset = getAsset(data.market);
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const asset = getAsset(data.market);
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const { fees } = getRoleAndFees({ data, partyId }) ?? {};
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const {
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if (!fees) return null;
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fees: roleFees,
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marketState,
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role,
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} = getRoleAndFees({ data, partyId }) ?? {};
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if (!roleFees) return null;
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const fees = getFeesBreakdown(role, roleFees, marketState);
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return (
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return (
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<div
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<div
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data-testid="fee-discount-breakdown-tooltip"
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data-testid="fee-discount-breakdown-tooltip"
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@ -477,58 +415,14 @@ export const FeesDiscountBreakdownTooltip = ({
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label={t('Volume Discount')}
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label={t('Volume Discount')}
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asset={asset}
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asset={asset}
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/>
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/>
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<dt className="col-span-2">{t('Total Fee Discount')}</dt>
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<FeesDiscountBreakdownTooltipItem
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value={fees.totalFeeDiscount}
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label={''}
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asset={asset}
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/>
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</dl>
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</dl>
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</div>
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</div>
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);
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);
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};
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};
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export const getTotalFeesDiscounts = (fees: TradeFeeFieldsFragment) => {
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return (
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BigInt(fees.infrastructureFeeReferralDiscount || '0') +
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BigInt(fees.infrastructureFeeVolumeDiscount || '0') +
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BigInt(fees.liquidityFeeReferralDiscount || '0') +
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BigInt(fees.liquidityFeeVolumeDiscount || '0') +
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BigInt(fees.makerFeeReferralDiscount || '0') +
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BigInt(fees.makerFeeVolumeDiscount || '0')
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).toString();
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};
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export const getFeesBreakdown = (
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role: Role,
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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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// 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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// 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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makerFee,
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totalFee,
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};
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};
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183
libs/fills/src/lib/fills-utils.spec.ts
Normal file
183
libs/fills/src/lib/fills-utils.spec.ts
Normal file
@ -0,0 +1,183 @@
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import { getFeesBreakdown } from './fills-utils';
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import * as Schema from '@vegaprotocol/types';
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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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totalFeeDiscount: '0',
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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 if market is active', () => {
|
||||||
|
const fees = {
|
||||||
|
makerFee: '1000',
|
||||||
|
infrastructureFee: '2000',
|
||||||
|
liquidityFee: '3000',
|
||||||
|
};
|
||||||
|
const expectedBreakdown = {
|
||||||
|
infrastructureFee: '0',
|
||||||
|
liquidityFee: '0',
|
||||||
|
makerFee: '-1000',
|
||||||
|
totalFee: '-1000',
|
||||||
|
totalFeeDiscount: '0',
|
||||||
|
};
|
||||||
|
expect(
|
||||||
|
getFeesBreakdown('Maker', fees, Schema.MarketState.STATE_ACTIVE)
|
||||||
|
).toEqual(expectedBreakdown);
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct fees breakdown for a maker if the market is suspended', () => {
|
||||||
|
const fees = {
|
||||||
|
infrastructureFee: '2000',
|
||||||
|
liquidityFee: '3000',
|
||||||
|
makerFee: '0',
|
||||||
|
};
|
||||||
|
const expectedBreakdown = {
|
||||||
|
infrastructureFee: '1000',
|
||||||
|
liquidityFee: '1500',
|
||||||
|
makerFee: '0',
|
||||||
|
totalFee: '2500',
|
||||||
|
totalFeeDiscount: '0',
|
||||||
|
};
|
||||||
|
expect(
|
||||||
|
getFeesBreakdown('Maker', fees, Schema.MarketState.STATE_SUSPENDED)
|
||||||
|
).toEqual(expectedBreakdown);
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct fees breakdown for a taker if the market is suspended', () => {
|
||||||
|
const fees = {
|
||||||
|
infrastructureFee: '2000',
|
||||||
|
liquidityFee: '3000',
|
||||||
|
makerFee: '0',
|
||||||
|
};
|
||||||
|
const expectedBreakdown = {
|
||||||
|
infrastructureFee: '1000',
|
||||||
|
liquidityFee: '1500',
|
||||||
|
makerFee: '0',
|
||||||
|
totalFee: '2500',
|
||||||
|
totalFeeDiscount: '0',
|
||||||
|
};
|
||||||
|
expect(
|
||||||
|
getFeesBreakdown('Taker', fees, Schema.MarketState.STATE_SUSPENDED)
|
||||||
|
).toEqual(expectedBreakdown);
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct fees breakdown for a taker if market is active', () => {
|
||||||
|
const fees = {
|
||||||
|
makerFee: '1000',
|
||||||
|
infrastructureFee: '2000',
|
||||||
|
liquidityFee: '3000',
|
||||||
|
};
|
||||||
|
const expectedBreakdown = {
|
||||||
|
infrastructureFee: '2000',
|
||||||
|
liquidityFee: '3000',
|
||||||
|
makerFee: '1000',
|
||||||
|
totalFee: '6000',
|
||||||
|
totalFeeDiscount: '0',
|
||||||
|
};
|
||||||
|
expect(
|
||||||
|
getFeesBreakdown('Taker', fees, Schema.MarketState.STATE_ACTIVE)
|
||||||
|
).toEqual(expectedBreakdown);
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct fees breakdown for a maker', () => {
|
||||||
|
const fees = {
|
||||||
|
makerFee: '1000',
|
||||||
|
infrastructureFee: '2000',
|
||||||
|
liquidityFee: '3000',
|
||||||
|
};
|
||||||
|
const expectedBreakdown = {
|
||||||
|
infrastructureFee: '0',
|
||||||
|
liquidityFee: '0',
|
||||||
|
makerFee: '-1000',
|
||||||
|
totalFee: '-1000',
|
||||||
|
totalFeeDiscount: '0',
|
||||||
|
};
|
||||||
|
expect(getFeesBreakdown('Maker', fees)).toEqual(expectedBreakdown);
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct total fees discount value for a taker (if the market is active - default)', () => {
|
||||||
|
const fees = {
|
||||||
|
infrastructureFeeReferralDiscount: '1',
|
||||||
|
infrastructureFeeVolumeDiscount: '2',
|
||||||
|
liquidityFeeReferralDiscount: '3',
|
||||||
|
liquidityFeeVolumeDiscount: '4',
|
||||||
|
makerFeeReferralDiscount: '5',
|
||||||
|
makerFeeVolumeDiscount: '6',
|
||||||
|
infrastructureFee: '1000',
|
||||||
|
liquidityFee: '2000',
|
||||||
|
makerFee: '3000',
|
||||||
|
};
|
||||||
|
const { totalFeeDiscount } = getFeesBreakdown('Taker', fees);
|
||||||
|
expect(totalFeeDiscount).toEqual((1 + 2 + 3 + 4 + 5 + 6).toString());
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct total fees discount value for a maker (if the market is active - default)', () => {
|
||||||
|
const fees = {
|
||||||
|
infrastructureFeeReferralDiscount: '1',
|
||||||
|
infrastructureFeeVolumeDiscount: '2',
|
||||||
|
liquidityFeeReferralDiscount: '3',
|
||||||
|
liquidityFeeVolumeDiscount: '4',
|
||||||
|
makerFeeReferralDiscount: '5',
|
||||||
|
makerFeeVolumeDiscount: '6',
|
||||||
|
infrastructureFee: '1000',
|
||||||
|
liquidityFee: '2000',
|
||||||
|
makerFee: '3000',
|
||||||
|
};
|
||||||
|
const { totalFeeDiscount } = getFeesBreakdown('Maker', fees);
|
||||||
|
// makerFeeReferralDiscount and makerFeeVolumeDiscount are added, infra and liq. fees are zeroed
|
||||||
|
expect(totalFeeDiscount).toEqual((5 + 6).toString());
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct total fees discount value for a maker (if the market is suspended)', () => {
|
||||||
|
const fees = {
|
||||||
|
infrastructureFeeReferralDiscount: '1',
|
||||||
|
infrastructureFeeVolumeDiscount: '2',
|
||||||
|
liquidityFeeReferralDiscount: '3',
|
||||||
|
liquidityFeeVolumeDiscount: '4',
|
||||||
|
makerFeeReferralDiscount: '5',
|
||||||
|
makerFeeVolumeDiscount: '6',
|
||||||
|
infrastructureFee: '1000',
|
||||||
|
liquidityFee: '2000',
|
||||||
|
makerFee: '3000',
|
||||||
|
};
|
||||||
|
const { totalFeeDiscount } = getFeesBreakdown(
|
||||||
|
'Maker',
|
||||||
|
fees,
|
||||||
|
Schema.MarketState.STATE_SUSPENDED
|
||||||
|
);
|
||||||
|
// makerFeeReferralDiscount and makerFeeVolumeDiscount are zeroed, infra and liq. fees are halved
|
||||||
|
expect(totalFeeDiscount).toEqual(((1 + 2 + 3 + 4) / 2).toString());
|
||||||
|
});
|
||||||
|
|
||||||
|
it('should return correct total fees discount value for a taker (if the market is suspended)', () => {
|
||||||
|
const fees = {
|
||||||
|
infrastructureFeeReferralDiscount: '1',
|
||||||
|
infrastructureFeeVolumeDiscount: '2',
|
||||||
|
liquidityFeeReferralDiscount: '3',
|
||||||
|
liquidityFeeVolumeDiscount: '4',
|
||||||
|
makerFeeReferralDiscount: '5',
|
||||||
|
makerFeeVolumeDiscount: '6',
|
||||||
|
infrastructureFee: '1000',
|
||||||
|
liquidityFee: '2000',
|
||||||
|
makerFee: '3000',
|
||||||
|
};
|
||||||
|
const { totalFeeDiscount } = getFeesBreakdown(
|
||||||
|
'Taker',
|
||||||
|
fees,
|
||||||
|
Schema.MarketState.STATE_SUSPENDED
|
||||||
|
);
|
||||||
|
// makerFeeReferralDiscount and makerFeeVolumeDiscount are zeroed, infra and liq. fees are halved
|
||||||
|
expect(totalFeeDiscount).toEqual(((1 + 2 + 3 + 4) / 2).toString());
|
||||||
|
});
|
||||||
|
});
|
||||||
164
libs/fills/src/lib/fills-utils.ts
Normal file
164
libs/fills/src/lib/fills-utils.ts
Normal file
@ -0,0 +1,164 @@
|
|||||||
|
import BigNumber from 'bignumber.js';
|
||||||
|
import type {
|
||||||
|
FillFieldsFragment,
|
||||||
|
TradeFeeFieldsFragment,
|
||||||
|
} from './__generated__/Fills';
|
||||||
|
import * as Schema from '@vegaprotocol/types';
|
||||||
|
|
||||||
|
export const TAKER = 'Taker';
|
||||||
|
export const MAKER = 'Maker';
|
||||||
|
|
||||||
|
export type Role = typeof TAKER | typeof MAKER | '-';
|
||||||
|
|
||||||
|
export const getRoleAndFees = ({
|
||||||
|
data,
|
||||||
|
partyId,
|
||||||
|
}: {
|
||||||
|
data: Pick<
|
||||||
|
FillFieldsFragment,
|
||||||
|
'buyerFee' | 'sellerFee' | 'buyer' | 'seller' | 'aggressor'
|
||||||
|
>;
|
||||||
|
partyId?: string;
|
||||||
|
}): {
|
||||||
|
role: Role;
|
||||||
|
fees?: TradeFeeFieldsFragment;
|
||||||
|
marketState?: Schema.MarketState;
|
||||||
|
} => {
|
||||||
|
let role: Role;
|
||||||
|
let fees;
|
||||||
|
|
||||||
|
if (data?.buyer.id === partyId) {
|
||||||
|
if (data.aggressor === Schema.Side.SIDE_BUY) {
|
||||||
|
role = TAKER;
|
||||||
|
fees = data?.buyerFee;
|
||||||
|
} else if (data.aggressor === Schema.Side.SIDE_SELL) {
|
||||||
|
role = MAKER;
|
||||||
|
fees = data?.sellerFee;
|
||||||
|
} else {
|
||||||
|
role = '-';
|
||||||
|
fees = !isEmptyFeeObj(data?.buyerFee) ? data.buyerFee : data.sellerFee;
|
||||||
|
}
|
||||||
|
} else if (data?.seller.id === partyId) {
|
||||||
|
if (data.aggressor === Schema.Side.SIDE_SELL) {
|
||||||
|
role = TAKER;
|
||||||
|
fees = data?.sellerFee;
|
||||||
|
} else if (data.aggressor === Schema.Side.SIDE_BUY) {
|
||||||
|
role = MAKER;
|
||||||
|
fees = data?.buyerFee;
|
||||||
|
} else {
|
||||||
|
role = '-';
|
||||||
|
fees = !isEmptyFeeObj(data.sellerFee) ? data.sellerFee : data.buyerFee;
|
||||||
|
}
|
||||||
|
} else {
|
||||||
|
return { role: '-', fees: undefined };
|
||||||
|
}
|
||||||
|
|
||||||
|
// We make the assumption that the market state is active if the maker fee is zero on both sides
|
||||||
|
// This needs to be updated when we have a way to get the correct market state when that fill happened from the API
|
||||||
|
// because the maker fee factor can be set to 0 via governance
|
||||||
|
const marketState =
|
||||||
|
data?.buyerFee.makerFee === data.sellerFee.makerFee &&
|
||||||
|
new BigNumber(data?.buyerFee.makerFee).isZero()
|
||||||
|
? Schema.MarketState.STATE_SUSPENDED
|
||||||
|
: Schema.MarketState.STATE_ACTIVE;
|
||||||
|
return { role, fees, marketState };
|
||||||
|
};
|
||||||
|
|
||||||
|
export const getFeesBreakdown = (
|
||||||
|
role: Role,
|
||||||
|
fees: TradeFeeFieldsFragment,
|
||||||
|
marketState: Schema.MarketState = Schema.MarketState.STATE_ACTIVE
|
||||||
|
) => {
|
||||||
|
// If market is in auction we assume maker fee is zero
|
||||||
|
const isMarketActive = marketState === Schema.MarketState.STATE_ACTIVE;
|
||||||
|
|
||||||
|
// If role is taker, then these are the fees to be paid
|
||||||
|
let { makerFee, infrastructureFee, liquidityFee } = fees;
|
||||||
|
// If role is taker, then these are the fees discounts to be applied
|
||||||
|
let {
|
||||||
|
makerFeeVolumeDiscount,
|
||||||
|
makerFeeReferralDiscount,
|
||||||
|
infrastructureFeeVolumeDiscount,
|
||||||
|
infrastructureFeeReferralDiscount,
|
||||||
|
liquidityFeeVolumeDiscount,
|
||||||
|
liquidityFeeReferralDiscount,
|
||||||
|
} = fees;
|
||||||
|
|
||||||
|
if (isMarketActive) {
|
||||||
|
if (role === MAKER) {
|
||||||
|
makerFee = new BigNumber(fees.makerFee).times(-1).toString();
|
||||||
|
infrastructureFee = '0';
|
||||||
|
liquidityFee = '0';
|
||||||
|
|
||||||
|
// discounts are also zero or we can leave them undefined
|
||||||
|
infrastructureFeeReferralDiscount =
|
||||||
|
infrastructureFeeReferralDiscount && '0';
|
||||||
|
infrastructureFeeVolumeDiscount = infrastructureFeeVolumeDiscount && '0';
|
||||||
|
liquidityFeeReferralDiscount = liquidityFeeReferralDiscount && '0';
|
||||||
|
liquidityFeeVolumeDiscount = liquidityFeeVolumeDiscount && '0';
|
||||||
|
|
||||||
|
// we leave maker discount fees as they are defined
|
||||||
|
}
|
||||||
|
} else {
|
||||||
|
// If market is suspended (in monitoring auction), then half of the fees are paid
|
||||||
|
infrastructureFee = new BigNumber(infrastructureFee)
|
||||||
|
.dividedBy(2)
|
||||||
|
.toString();
|
||||||
|
liquidityFee = new BigNumber(liquidityFee).dividedBy(2).toString();
|
||||||
|
// maker fee is already zero
|
||||||
|
makerFee = '0';
|
||||||
|
|
||||||
|
// discounts are also halved
|
||||||
|
infrastructureFeeReferralDiscount =
|
||||||
|
infrastructureFeeReferralDiscount &&
|
||||||
|
new BigNumber(infrastructureFeeReferralDiscount).dividedBy(2).toString();
|
||||||
|
infrastructureFeeVolumeDiscount =
|
||||||
|
infrastructureFeeVolumeDiscount &&
|
||||||
|
new BigNumber(infrastructureFeeVolumeDiscount).dividedBy(2).toString();
|
||||||
|
liquidityFeeReferralDiscount =
|
||||||
|
liquidityFeeReferralDiscount &&
|
||||||
|
new BigNumber(liquidityFeeReferralDiscount).dividedBy(2).toString();
|
||||||
|
liquidityFeeVolumeDiscount =
|
||||||
|
liquidityFeeVolumeDiscount &&
|
||||||
|
new BigNumber(liquidityFeeVolumeDiscount).dividedBy(2).toString();
|
||||||
|
// maker discount fees should already be zero
|
||||||
|
makerFeeReferralDiscount = makerFeeReferralDiscount && '0';
|
||||||
|
makerFeeVolumeDiscount = makerFeeVolumeDiscount && '0';
|
||||||
|
}
|
||||||
|
|
||||||
|
const totalFee = new BigNumber(infrastructureFee)
|
||||||
|
.plus(makerFee)
|
||||||
|
.plus(liquidityFee)
|
||||||
|
.toString();
|
||||||
|
|
||||||
|
const totalFeeDiscount = new BigNumber(makerFeeVolumeDiscount || '0')
|
||||||
|
.plus(makerFeeReferralDiscount || '0')
|
||||||
|
.plus(infrastructureFeeReferralDiscount || '0')
|
||||||
|
.plus(infrastructureFeeVolumeDiscount || '0')
|
||||||
|
.plus(liquidityFeeReferralDiscount || '0')
|
||||||
|
.plus(liquidityFeeVolumeDiscount || '0')
|
||||||
|
.toString();
|
||||||
|
|
||||||
|
return {
|
||||||
|
infrastructureFee,
|
||||||
|
infrastructureFeeReferralDiscount,
|
||||||
|
infrastructureFeeVolumeDiscount,
|
||||||
|
liquidityFee,
|
||||||
|
liquidityFeeReferralDiscount,
|
||||||
|
liquidityFeeVolumeDiscount,
|
||||||
|
makerFee,
|
||||||
|
makerFeeReferralDiscount,
|
||||||
|
makerFeeVolumeDiscount,
|
||||||
|
totalFee,
|
||||||
|
totalFeeDiscount,
|
||||||
|
};
|
||||||
|
};
|
||||||
|
|
||||||
|
export const isEmptyFeeObj = (feeObj: Schema.TradeFee) => {
|
||||||
|
if (!feeObj) return true;
|
||||||
|
return (
|
||||||
|
feeObj.liquidityFee === '0' &&
|
||||||
|
feeObj.makerFee === '0' &&
|
||||||
|
feeObj.infrastructureFee === '0'
|
||||||
|
);
|
||||||
|
};
|
||||||
Loading…
Reference in New Issue
Block a user