fix(trading): fix adjusted fees calculation

This commit is contained in:
asiaznik
2023-11-08 15:45:45 +01:00
parent 955427c2ed
commit cf66ba40ef
2 changed files with 12 additions and 6 deletions
@@ -21,7 +21,7 @@ describe('getAdjustedFee', () => {
new BigNumber(referralDiscount),
];
// 1 - 0.5 - 0.5
// 1 - 0.5 = 0.5
const v = new BigNumber(1).minus(new BigNumber(volumeDiscount));
// 1 - 0.5 = 0.5
@@ -34,13 +34,15 @@ describe('getAdjustedFee', () => {
// 0.1 + 0.1 + 0.1 = 0.3
const totalFees = fees.reduce((sum, x) => sum.plus(x), new BigNumber(0));
// 0.3 * 0.75 = 0.225
const expected = new BigNumber(totalFees).times(factor).toNumber();
// (1 - 0.3) * 0.75 = 0.525
const expected = new BigNumber(totalFees)
.times(new BigNumber(1).minus(factor))
.toNumber();
expect(getAdjustedFee(fees, discounts)).toBe(expected);
});
it('combines discount factors multiplicativly', () => {
it('combines discount factors multiplicatively', () => {
const volumeDiscount = 0.4;
const referralDiscount = 0.1;
@@ -67,7 +69,9 @@ describe('getAdjustedFee', () => {
// summed fees
const totalFees = fees.reduce((sum, x) => sum.plus(x), new BigNumber(0));
const expected = new BigNumber(totalFees).times(factor).toNumber();
const expected = new BigNumber(totalFees)
.times(new BigNumber(1).minus(factor))
.toNumber();
expect(getAdjustedFee(fees, discounts)).toBe(expected);
});
@@ -103,5 +103,7 @@ export const getAdjustedFee = (fees: BigNumber[], discounts: BigNumber[]) => {
const totalFactor = new BigNumber(1).minus(combinedFactors);
return totalFee.times(BigNumber.max(0, totalFactor)).toNumber();
return totalFee
.times(new BigNumber(1).minus(BigNumber.max(0, totalFactor)))
.toNumber();
};