feat(trading): show fees paid across whole market (#5154)

Co-authored-by: Matthew Russell <mattrussell36@gmail.com>

apps/trading/components/liquidity-header/liquidity-header.tsx

@@ -10,15 +10,28 @@ import {
   formatNumberPercentage,
 } from '@vegaprotocol/utils';
 import { t } from '@vegaprotocol/i18n';
-import { ExternalLink, Indicator } from '@vegaprotocol/ui-toolkit';
+import {
+  CopyWithTooltip,
+  ExternalLink,
+  Indicator,
+  VegaIcon,
+  VegaIconNames,
+  truncateMiddle,
+} from '@vegaprotocol/ui-toolkit';
 import { DocsLinks } from '@vegaprotocol/environment';
-import { useCheckLiquidityStatus } from '@vegaprotocol/liquidity';
+import {
+  useCheckLiquidityStatus,
+  usePaidFeesQuery,
+} from '@vegaprotocol/liquidity';
 import { useParams } from 'react-router-dom';
 
 export const LiquidityHeader = () => {
   const { marketId } = useParams();
   const { data: market } = useMarket(marketId);
   const { data: marketData } = useStaticMarketData(marketId);
+  const { data: feesPaidRes } = usePaidFeesQuery({
+    variables: { marketId: marketId || '' },
+  });
   const targetStake = marketData?.targetStake;
   const suppliedStake = marketData?.suppliedStake;
 
@@ -36,6 +49,10 @@ export const LiquidityHeader = () => {
     triggeringRatio,
   });
 
+  const feesObject = feesPaidRes?.paidLiquidityFees?.edges?.find(
+    (e) => e?.node.marketId === marketId
+  );
+
   return (
     <Header
       title={
@@ -82,9 +99,40 @@ export const LiquidityHeader = () => {
       <HeaderStat heading={t('Liquidity supplied')} testId="liquidity-supplied">
         <Indicator variant={status} /> {formatNumberPercentage(percentage, 2)}
       </HeaderStat>
-      <HeaderStat heading={t('Market ID')} testId="liquidity-market-id">
-        <div className="break-word">{marketId}</div>
+      <HeaderStat
+        heading={t('Fees paid')}
+        description={t(
+          'The amount of fees paid to liquidity providers across the whole market during the last epoch %s.',
+          feesObject?.node.epoch.toString() || '-'
+        )}
+        testId="fees-paid"
+      >
+        <div>
+          {feesObject?.node.totalFeesPaid
+            ? `${addDecimalsFormatNumber(
+                feesObject?.node.totalFeesPaid,
+                assetDecimalPlaces ?? 0
+              )} ${symbol}`
+            : '-'}
+        </div>
       </HeaderStat>
+      {marketId && (
+        <HeaderStat heading={t('Market ID')} testId="liquidity-market-id">
+          <div className="break-word">
+            <CopyWithTooltip text={marketId}>
+              <button
+                data-testid="copy-eth-oracle-address"
+                className="uppercase text-right"
+              >
+                <span className="flex gap-1">
+                  {truncateMiddle(marketId)}
+                  <VegaIcon name={VegaIconNames.COPY} size={16} />
+                </span>
+              </button>
+            </CopyWithTooltip>
+          </div>
+        </HeaderStat>
+      )}
       <HeaderStat heading={t('Learn more')} testId="liquidity-learn-more">
         {DocsLinks ? (
           <ExternalLink href={DocsLinks.LIQUIDITY}>

libs/deal-ticket/src/components/deal-ticket/deal-ticket-fee-details.tsx

@@ -26,11 +26,7 @@ import {
   EST_TOTAL_MARGIN_TOOLTIP_TEXT,
   MARGIN_ACCOUNT_TOOLTIP_TEXT,
 } from '../../constants';
-import {
-  sumFees,
-  sumFeesDiscounts,
-  useEstimateFees,
-} from '../../hooks/use-estimate-fees';
+import { useEstimateFees } from '../../hooks/use-estimate-fees';
 import { KeyValue } from './key-value';
 import {
   Accordion,
@@ -44,6 +40,7 @@ import {
 import classNames from 'classnames';
 import BigNumber from 'bignumber.js';
 import { FeesBreakdown } from '../fees-breakdown';
+import { getTotalDiscountFactor, getDiscountedFee } from '../discounts';
 
 const emptyValue = '-';
 
@@ -63,48 +60,49 @@ export const DealTicketFeeDetails = ({
   const feeEstimate = useEstimateFees(order, isMarketInAuction);
   const asset = getAsset(market);
   const { decimals: assetDecimals, quantum } = asset;
-  const totalFees = feeEstimate?.fees && sumFees(feeEstimate?.fees);
-  const feesDiscounts =
-    feeEstimate?.fees && sumFeesDiscounts(feeEstimate?.fees);
 
-  const totalPercentageDiscount =
-    feesDiscounts &&
-    totalFees &&
-    feesDiscounts.total !== '0' &&
-    totalFees !== '0' &&
-    new BigNumber(feesDiscounts.total)
-      .dividedBy(BigNumber.sum(totalFees, feesDiscounts.total))
-      .times(100);
+  const totalDiscountFactor = getTotalDiscountFactor(feeEstimate);
+  const totalDiscountedFeeAmount =
+    feeEstimate?.totalFeeAmount &&
+    getDiscountedFee(
+      feeEstimate.totalFeeAmount,
+      feeEstimate.referralDiscountFactor,
+      feeEstimate.volumeDiscountFactor
+    ).discountedFee;
+
   return (
     <KeyValue
       label={t('Fees')}
       value={
-        feeEstimate?.totalFeeAmount &&
-        `~${formatValue(feeEstimate?.totalFeeAmount, assetDecimals)}`
+        totalDiscountedFeeAmount &&
+        `~${formatValue(totalDiscountedFeeAmount, assetDecimals)}`
       }
       formattedValue={
         <>
-          {totalPercentageDiscount && (
+          {totalDiscountFactor && (
             <Pill size="xxs" intent={Intent.Warning} className="mr-1">
-              -{formatNumberPercentage(totalPercentageDiscount, 2)}
+              -
+              {formatNumberPercentage(
+                new BigNumber(totalDiscountFactor).multipliedBy(100),
+                2
+              )}
             </Pill>
           )}
-          {feeEstimate?.totalFeeAmount &&
-            `~${formatValue(
-              feeEstimate?.totalFeeAmount,
-              assetDecimals,
-              quantum
-            )}`}
+          {totalDiscountedFeeAmount &&
+            `~${formatValue(totalDiscountedFeeAmount, assetDecimals, quantum)}`}
         </>
       }
       labelDescription={
         <>
-          <span>
+          <p className="mb-2">
             {t(
               `An estimate of the most you would be expected to pay in fees, in the market's settlement asset ${assetSymbol}. Fees estimated are "taker" fees and will only be payable if the order trades aggressively. Rebate equal to the maker portion will be paid to the trader if the order trades passively.`
             )}
-          </span>
+          </p>
           <FeesBreakdown
+            totalFeeAmount={feeEstimate?.totalFeeAmount}
+            referralDiscountFactor={feeEstimate?.referralDiscountFactor}
+            volumeDiscountFactor={feeEstimate?.volumeDiscountFactor}
             fees={feeEstimate?.fees}
             feeFactors={market.fees.factors}
             symbol={assetSymbol}

libs/deal-ticket/src/components/discounts.spec.ts

@@ -0,0 +1,66 @@
+import { getDiscountedFee, getTotalDiscountFactor } from './discounts';
+
+describe('getDiscountedFee', () => {
+  it('calculates values if volumeDiscount or referralDiscount is undefined', () => {
+    expect(getDiscountedFee('100')).toEqual({
+      discountedFee: '100',
+      volumeDiscount: '0',
+      referralDiscount: '0',
+    });
+    expect(getDiscountedFee('100', undefined, '0.1')).toEqual({
+      discountedFee: '90',
+      volumeDiscount: '10',
+      referralDiscount: '0',
+    });
+    expect(getDiscountedFee('100', '0.1', undefined)).toEqual({
+      discountedFee: '90',
+      volumeDiscount: '0',
+      referralDiscount: '10',
+    });
+  });
+
+  it('calculates values using volumeDiscount or referralDiscount', () => {
+    expect(getDiscountedFee('', '0.1', '0.2')).toEqual({
+      discountedFee: '',
+      volumeDiscount: '0',
+      referralDiscount: '0',
+    });
+  });
+});
+
+describe('getTotalDiscountFactor', () => {
+  it('returns 0 if discounts are 0', () => {
+    expect(
+      getTotalDiscountFactor({
+        volumeDiscountFactor: '0',
+        referralDiscountFactor: '0',
+      })
+    ).toEqual(0);
+  });
+
+  it('returns volumeDiscountFactor if referralDiscountFactor is 0', () => {
+    expect(
+      getTotalDiscountFactor({
+        volumeDiscountFactor: '0.1',
+        referralDiscountFactor: '0',
+      })
+    ).toEqual(0.1);
+  });
+  it('returns referralDiscountFactor if volumeDiscountFactor is 0', () => {
+    expect(
+      getTotalDiscountFactor({
+        volumeDiscountFactor: '0',
+        referralDiscountFactor: '0.1',
+      })
+    ).toEqual(0.1);
+  });
+
+  it('calculates discount using referralDiscountFactor and volumeDiscountFactor', () => {
+    expect(
+      getTotalDiscountFactor({
+        volumeDiscountFactor: '0.2',
+        referralDiscountFactor: '0.1',
+      })
+    ).toBeCloseTo(0.28);
+  });
+});

libs/deal-ticket/src/components/discounts.ts

@@ -0,0 +1,54 @@
+import BigNumber from 'bignumber.js';
+
+export const getDiscountedFee = (
+  feeAmount: string,
+  referralDiscountFactor?: string,
+  volumeDiscountFactor?: string
+) => {
+  if (
+    ((!referralDiscountFactor || referralDiscountFactor === '0') &&
+      (!volumeDiscountFactor || volumeDiscountFactor === '0')) ||
+    !feeAmount ||
+    feeAmount === '0'
+  ) {
+    return {
+      discountedFee: feeAmount,
+      volumeDiscount: '0',
+      referralDiscount: '0',
+    };
+  }
+  const referralDiscount = new BigNumber(referralDiscountFactor || '0')
+    .multipliedBy(feeAmount)
+    .toFixed(0, BigNumber.ROUND_FLOOR);
+  const volumeDiscount = new BigNumber(volumeDiscountFactor || '0')
+    .multipliedBy((BigInt(feeAmount) - BigInt(referralDiscount)).toString())
+    .toFixed(0, BigNumber.ROUND_FLOOR);
+  const discountedFee = (
+    BigInt(feeAmount || '0') -
+    BigInt(referralDiscount) -
+    BigInt(volumeDiscount)
+  ).toString();
+  return {
+    referralDiscount,
+    volumeDiscount,
+    discountedFee,
+  };
+};
+
+export const getTotalDiscountFactor = (feeEstimate?: {
+  volumeDiscountFactor?: string;
+  referralDiscountFactor?: string;
+}) => {
+  if (!feeEstimate) {
+    return 0;
+  }
+  const volumeFactor = Number(feeEstimate?.volumeDiscountFactor) || 0;
+  const referralFactor = Number(feeEstimate?.referralDiscountFactor) || 0;
+  if (!volumeFactor) {
+    return referralFactor;
+  }
+  if (!referralFactor) {
+    return volumeFactor;
+  }
+  return 1 - (1 - volumeFactor) * (1 - referralFactor);
+};

libs/deal-ticket/src/components/fees-breakdown/fees-breakdown.tsx

@@ -6,7 +6,7 @@ import {
 } from '@vegaprotocol/utils';
 import { t } from '@vegaprotocol/i18n';
 import BigNumber from 'bignumber.js';
-import { sumFees, sumFeesDiscounts } from '../../hooks';
+import { getDiscountedFee } from '../discounts';
 
 const formatValue = (
   value: string | number | null | undefined,
@@ -24,7 +24,7 @@ const FeesBreakdownItem = ({
   decimals,
 }: {
   label: string;
-  factor?: BigNumber;
+  factor?: string;
   value: string;
   symbol?: string;
   decimals: number;
@@ -43,76 +43,86 @@ const FeesBreakdownItem = ({
 );
 
 export const FeesBreakdown = ({
+  totalFeeAmount,
   fees,
   feeFactors,
   symbol,
   decimals,
+  referralDiscountFactor,
+  volumeDiscountFactor,
 }: {
+  totalFeeAmount?: string;
   fees?: TradeFee;
   feeFactors?: FeeFactors;
   symbol?: string;
   decimals: number;
+  referralDiscountFactor?: string;
+  volumeDiscountFactor?: string;
 }) => {
-  if (!fees) return null;
-  const totalFees = sumFees(fees);
-  const {
-    total: totalDiscount,
-    referral: referralDiscount,
-    volume: volumeDiscount,
-  } = sumFeesDiscounts(fees);
-  if (totalFees === '0') return null;
+  if (!fees || !totalFeeAmount || totalFeeAmount === '0') return null;
+
+  const { discountedFee: discountedInfrastructureFee } = getDiscountedFee(
+    fees.infrastructureFee,
+    referralDiscountFactor,
+    volumeDiscountFactor
+  );
+
+  const { discountedFee: discountedLiquidityFee } = getDiscountedFee(
+    fees.liquidityFee,
+    referralDiscountFactor,
+    volumeDiscountFactor
+  );
+
+  const { discountedFee: discountedMakerFee } = getDiscountedFee(
+    fees.makerFee,
+    referralDiscountFactor,
+    volumeDiscountFactor
+  );
+
+  const { volumeDiscount, referralDiscount } = getDiscountedFee(
+    totalFeeAmount,
+    referralDiscountFactor,
+    volumeDiscountFactor
+  );
+
   return (
     <dl className="grid grid-cols-6">
       <FeesBreakdownItem
         label={t('Infrastructure fee')}
-        factor={
-          feeFactors?.infrastructureFee
-            ? new BigNumber(feeFactors?.infrastructureFee)
-            : undefined
-        }
-        value={fees.infrastructureFee}
+        factor={feeFactors?.infrastructureFee}
+        value={discountedInfrastructureFee}
         symbol={symbol}
         decimals={decimals}
       />
 
       <FeesBreakdownItem
         label={t('Liquidity fee')}
-        factor={
-          feeFactors?.liquidityFee
-            ? new BigNumber(feeFactors?.liquidityFee)
-            : undefined
-        }
-        value={fees.liquidityFee}
+        factor={feeFactors?.liquidityFee}
+        value={discountedLiquidityFee}
         symbol={symbol}
         decimals={decimals}
       />
 
       <FeesBreakdownItem
         label={t('Maker fee')}
-        factor={
-          feeFactors?.makerFee ? new BigNumber(feeFactors?.makerFee) : undefined
-        }
-        value={fees.makerFee}
+        factor={feeFactors?.makerFee}
+        value={discountedMakerFee}
         symbol={symbol}
         decimals={decimals}
       />
-      {volumeDiscount && volumeDiscount !== '0' && (
+      {volumeDiscountFactor && volumeDiscount !== '0' && (
         <FeesBreakdownItem
           label={t('Volume discount')}
-          factor={new BigNumber(volumeDiscount).dividedBy(
-            BigNumber.sum(totalFees, totalDiscount)
-          )}
+          factor={volumeDiscountFactor}
           value={volumeDiscount}
           symbol={symbol}
           decimals={decimals}
         />
       )}
-      {referralDiscount && referralDiscount !== '0' && (
+      {referralDiscountFactor && referralDiscount !== '0' && (
         <FeesBreakdownItem
           label={t('Referral discount')}
-          factor={new BigNumber(referralDiscount).dividedBy(
-            BigNumber.sum(totalFees, totalDiscount)
-          )}
+          factor={referralDiscountFactor}
           value={referralDiscount}
           symbol={symbol}
           decimals={decimals}
@@ -120,8 +130,8 @@ export const FeesBreakdown = ({
       )}
       <FeesBreakdownItem
         label={t('Total fees')}
-        factor={feeFactors ? sumFeesFactors(feeFactors) : undefined}
-        value={totalFees}
+        factor={feeFactors ? sumFeesFactors(feeFactors)?.toString() : undefined}
+        value={totalFeeAmount}
         symbol={symbol}
         decimals={decimals}
       />

libs/deal-ticket/src/hooks/EstimateOrder.graphql

@@ -31,4 +31,25 @@ query EstimateFees(
     }
     totalFeeAmount
   }
+  epoch {
+    id
+  }
+  volumeDiscountStats(partyId: $partyId, pagination: { last: 1 }) {
+    edges {
+      node {
+        atEpoch
+        discountFactor
+        runningVolume
+      }
+    }
+  }
+  referralSetStats(partyId: $partyId, pagination: { last: 1 }) {
+    edges {
+      node {
+        atEpoch
+        discountFactor
+        referralSetRunningNotionalTakerVolume
+      }
+    }
+  }
 }

libs/deal-ticket/src/hooks/__generated__/EstimateOrder.ts

@@ -15,7 +15,7 @@ export type EstimateFeesQueryVariables = Types.Exact<{
 }>;
 
 
-export type EstimateFeesQuery = { __typename?: 'Query', estimateFees: { __typename?: 'FeeEstimate', totalFeeAmount: string, fees: { __typename?: 'TradeFee', makerFee: string, infrastructureFee: string, liquidityFee: string, makerFeeReferralDiscount?: string | null, makerFeeVolumeDiscount?: string | null, infrastructureFeeReferralDiscount?: string | null, infrastructureFeeVolumeDiscount?: string | null, liquidityFeeReferralDiscount?: string | null, liquidityFeeVolumeDiscount?: string | null } } };
+export type EstimateFeesQuery = { __typename?: 'Query', estimateFees: { __typename?: 'FeeEstimate', totalFeeAmount: string, fees: { __typename?: 'TradeFee', makerFee: string, infrastructureFee: string, liquidityFee: string, makerFeeReferralDiscount?: string | null, makerFeeVolumeDiscount?: string | null, infrastructureFeeReferralDiscount?: string | null, infrastructureFeeVolumeDiscount?: string | null, liquidityFeeReferralDiscount?: string | null, liquidityFeeVolumeDiscount?: string | null } }, epoch: { __typename?: 'Epoch', id: string }, volumeDiscountStats: { __typename?: 'VolumeDiscountStatsConnection', edges: Array<{ __typename?: 'VolumeDiscountStatsEdge', node: { __typename?: 'VolumeDiscountStats', atEpoch: number, discountFactor: string, runningVolume: string } } | null> }, referralSetStats: { __typename?: 'ReferralSetStatsConnection', edges: Array<{ __typename?: 'ReferralSetStatsEdge', node: { __typename?: 'ReferralSetStats', atEpoch: number, discountFactor: string, referralSetRunningNotionalTakerVolume: string } } | null> } };
 
 
 export const EstimateFeesDocument = gql`
@@ -43,6 +43,27 @@ export const EstimateFeesDocument = gql`
     }
     totalFeeAmount
   }
+  epoch {
+    id
+  }
+  volumeDiscountStats(partyId: $partyId, pagination: {last: 1}) {
+    edges {
+      node {
+        atEpoch
+        discountFactor
+        runningVolume
+      }
+    }
+  }
+  referralSetStats(partyId: $partyId, pagination: {last: 1}) {
+    edges {
+      node {
+        atEpoch
+        discountFactor
+        referralSetRunningNotionalTakerVolume
+      }
+    }
+  }
 }
     `;
 

libs/deal-ticket/src/hooks/estimate-order.mock.ts

@@ -6,6 +6,15 @@ export const estimateFeesQuery = (
   override?: PartialDeep<EstimateFeesQuery>
 ): EstimateFeesQuery => {
   const defaultResult: EstimateFeesQuery = {
+    epoch: {
+      id: '1',
+    },
+    referralSetStats: {
+      edges: [],
+    },
+    volumeDiscountStats: {
+      edges: [],
+    },
     estimateFees: {
       __typename: 'FeeEstimate',
       totalFeeAmount: '0.0006',

libs/deal-ticket/src/hooks/use-estimate-fees.spec.tsx

@@ -5,6 +5,31 @@ import { Side, OrderTimeInForce, OrderType } from '@vegaprotocol/types';
 import type { EstimateFeesQuery } from './__generated__/EstimateOrder';
 
 const data: EstimateFeesQuery = {
+  epoch: {
+    id: '2',
+  },
+  volumeDiscountStats: {
+    edges: [
+      {
+        node: {
+          atEpoch: 1,
+          discountFactor: '0.1',
+          runningVolume: '100',
+        },
+      },
+    ],
+  },
+  referralSetStats: {
+    edges: [
+      {
+        node: {
+          atEpoch: 1,
+          discountFactor: '0.2',
+          referralSetRunningNotionalTakerVolume: '100',
+        },
+      },
+    ],
+  },
   estimateFees: {
     totalFeeAmount: '120',
     fees: {
@@ -54,6 +79,8 @@ describe('useEstimateFees', () => {
         liquidityFee: '0',
         makerFee: '0',
       },
+      referralDiscountFactor: '0',
+      volumeDiscountFactor: '0',
     });
     expect(mockUseEstimateFeesQuery.mock.lastCall?.[0].skip).toBeTruthy();
   });
@@ -85,6 +112,46 @@ describe('useEstimateFees', () => {
         makerFeeReferralDiscount: '5',
         makerFeeVolumeDiscount: '6',
       },
+      referralDiscountFactor: '0',
+      volumeDiscountFactor: '0',
     });
   });
+
+  it('returns 0 discounts if discount stats are not at the current epoch', () => {
+    const { result } = renderHook(() =>
+      useEstimateFees(
+        {
+          marketId: 'marketId',
+          side: Side.SIDE_BUY,
+          size: '1',
+          price: '1',
+          timeInForce: OrderTimeInForce.TIME_IN_FORCE_FOK,
+          type: OrderType.TYPE_LIMIT,
+        },
+        true
+      )
+    );
+    expect(result.current?.referralDiscountFactor).toEqual('0');
+    expect(result.current?.volumeDiscountFactor).toEqual('0');
+  });
+
+  it('returns discounts', () => {
+    data.epoch.id = '1';
+    const { result } = renderHook(() =>
+      useEstimateFees(
+        {
+          marketId: 'marketId',
+          side: Side.SIDE_BUY,
+          size: '1',
+          price: '1',
+          timeInForce: OrderTimeInForce.TIME_IN_FORCE_FOK,
+          type: OrderType.TYPE_LIMIT,
+        },
+        true
+      )
+    );
+
+    expect(result.current?.referralDiscountFactor).toEqual('0.2');
+    expect(result.current?.volumeDiscountFactor).toEqual('0.1');
+  });
 });

libs/deal-ticket/src/hooks/use-estimate-fees.tsx

@@ -5,39 +5,22 @@ import type { EstimateFeesQuery } from './__generated__/EstimateOrder';
 import { useEstimateFeesQuery } from './__generated__/EstimateOrder';
 
 const divideByTwo = (n: string) => (BigInt(n) / BigInt(2)).toString();
-export const sumFeesDiscounts = (
-  fees: EstimateFeesQuery['estimateFees']['fees']
-) => {
-  const volume = (
-    BigInt(fees.makerFeeVolumeDiscount || '0') +
-    BigInt(fees.infrastructureFeeVolumeDiscount || '0') +
-    BigInt(fees.liquidityFeeVolumeDiscount || '0')
-  ).toString();
-  const referral = (
-    BigInt(fees.makerFeeReferralDiscount || '0') +
-    BigInt(fees.infrastructureFeeReferralDiscount || '0') +
-    BigInt(fees.liquidityFeeReferralDiscount || '0')
-  ).toString();
-  return {
-    volume,
-    referral,
-    total: (BigInt(volume) + BigInt(referral)).toString(),
-  };
-};
-
-export const sumFees = (fees: EstimateFeesQuery['estimateFees']['fees']) =>
-  (
-    BigInt(fees.makerFee || '0') +
-    BigInt(fees.infrastructureFee || '0') +
-    BigInt(fees.liquidityFee || '0')
-  ).toString();
 
 export const useEstimateFees = (
   order?: OrderSubmissionBody['orderSubmission'],
   isMarketInAuction?: boolean
-): EstimateFeesQuery['estimateFees'] | undefined => {
+):
+  | (EstimateFeesQuery['estimateFees'] & {
+      referralDiscountFactor: string;
+      volumeDiscountFactor: string;
+    })
+  | undefined => {
   const { pubKey } = useVegaWallet();
-  const { data } = useEstimateFeesQuery({
+  const {
+    data: currentData,
+    previousData,
+    loading,
+  } = useEstimateFeesQuery({
     variables: order && {
       marketId: order.marketId,
       partyId: pubKey || '',
@@ -50,8 +33,21 @@ export const useEstimateFees = (
     fetchPolicy: 'no-cache',
     skip: !pubKey || !order?.size || !order?.price || order.postOnly,
   });
+  const data = loading ? currentData || previousData : currentData;
+  const volumeDiscountFactor =
+    (data?.volumeDiscountStats.edges[0]?.node.atEpoch.toString() ===
+      data?.epoch.id &&
+      data?.volumeDiscountStats.edges[0]?.node.discountFactor) ||
+    '0';
+  const referralDiscountFactor =
+    (data?.referralSetStats.edges[0]?.node.atEpoch.toString() ===
+      data?.epoch.id &&
+      data?.referralSetStats.edges[0]?.node.discountFactor) ||
+    '0';
   if (order?.postOnly) {
     return {
+      volumeDiscountFactor,
+      referralDiscountFactor,
       totalFeeAmount: '0',
       fees: {
         infrastructureFee: '0',
@@ -60,8 +56,13 @@ export const useEstimateFees = (
       },
     };
   }
-  return isMarketInAuction && data?.estimateFees
+  if (!data?.estimateFees) {
+    return undefined;
+  }
+  return isMarketInAuction
     ? {
+        volumeDiscountFactor,
+        referralDiscountFactor,
         totalFeeAmount: divideByTwo(data.estimateFees.totalFeeAmount),
         fees: {
           infrastructureFee: divideByTwo(
@@ -91,5 +92,9 @@ export const useEstimateFees = (
             divideByTwo(data.estimateFees.fees.makerFeeVolumeDiscount),
         },
       }
-    : data?.estimateFees;
+    : {
+        volumeDiscountFactor,
+        referralDiscountFactor,
+        ...data.estimateFees,
+      };
 };

libs/funding-payments/src/lib/funding-payments-data-provider.ts

@@ -43,7 +43,7 @@ export const fundingPaymentsProvider = makeDataProvider<
   pagination: {
     getPageInfo,
     append,
-    first: 100,
+    first: 1000,
   },
 });
 

libs/funding-payments/src/lib/funding-payments-manager.tsx

@@ -1,10 +1,11 @@
 import type { AgGridReact } from 'ag-grid-react';
-import { useRef } from 'react';
+import { useCallback, useRef, useState } from 'react';
 import { t } from '@vegaprotocol/i18n';
 import { FundingPaymentsTable } from './funding-payments-table';
 import type { useDataGridEvents } from '@vegaprotocol/datagrid';
 import { useDataProvider } from '@vegaprotocol/data-provider';
 import { fundingPaymentsWithMarketProvider } from './funding-payments-data-provider';
+import { TradingButton as Button } from '@vegaprotocol/ui-toolkit';
 
 interface FundingPaymentsManagerProps {
   partyId: string;
@@ -20,7 +21,17 @@ export const FundingPaymentsManager = ({
   gridProps,
 }: FundingPaymentsManagerProps) => {
   const gridRef = useRef<AgGridReact | null>(null);
-  const { data, error } = useDataProvider({
+  const [hasDisplayedRow, setHasDisplayedRow] = useState<boolean | undefined>(
+    undefined
+  );
+  const { onFilterChanged, ...props } = gridProps || {};
+  const onRowDataUpdated = useCallback(
+    ({ api }: { api: AgGridReact['api'] }) => {
+      setHasDisplayedRow(!!api.getDisplayedRowCount());
+    },
+    []
+  );
+  const { data, error, load, pageInfo } = useDataProvider({
     dataProvider: fundingPaymentsWithMarketProvider,
     update: ({ data }) => {
       if (data?.length && gridRef.current?.api) {
@@ -33,12 +44,43 @@ export const FundingPaymentsManager = ({
   });
 
   return (
-    <FundingPaymentsTable
-      ref={gridRef}
-      rowData={data}
-      onMarketClick={onMarketClick}
-      overlayNoRowsTemplate={error ? error.message : t('No funding payments')}
-      {...gridProps}
-    />
+    <div className="flex flex-col h-full">
+      <FundingPaymentsTable
+        ref={gridRef}
+        rowData={data}
+        onMarketClick={onMarketClick}
+        onFilterChanged={(event) => {
+          onRowDataUpdated(event);
+          onFilterChanged(event);
+        }}
+        onRowDataUpdated={onRowDataUpdated}
+        overlayNoRowsTemplate={error ? error.message : t('No funding payments')}
+        {...props}
+      />
+      <div className="flex justify-between border-t border-default p-1 items-center">
+        <div className="text-xs">
+          {t(
+            'Depending on data node retention you may not be able see the "full" history'
+          )}
+        </div>
+        <div className="flex text-xs items-center">
+          {data?.length && !pageInfo?.hasNextPage
+            ? t('all %s items loaded', [data.length.toString()])
+            : t('%s items loaded', [
+                data?.length ? data.length.toString() : ' ',
+              ])}
+          {pageInfo?.hasNextPage ? (
+            <Button size="extra-small" className="ml-1" onClick={() => load()}>
+              {t('Load more')}
+            </Button>
+          ) : null}
+        </div>
+        {data?.length && hasDisplayedRow === false ? (
+          <div className="absolute top-1/2 left-1/2 transform -translate-x-1/2 -translate-y-1/2 text-xs">
+            {t('No funding payments matching selected filters')}
+          </div>
+        ) : null}
+      </div>
+    </div>
   );
 };

libs/liquidity/src/lib/MarketLiquidity.graphql

@@ -20,6 +20,19 @@ fragment LiquidityProvisionFields on LiquidityProvision {
   status
 }
 
+query PaidFees($marketId: ID) {
+  paidLiquidityFees(marketId: $marketId) {
+    edges {
+      node {
+        marketId
+        assetId
+        epoch
+        totalFeesPaid
+      }
+    }
+  }
+}
+
 query LiquidityProvisions($marketId: ID!) {
   market(id: $marketId) {
     liquiditySLAParameters {

libs/liquidity/src/lib/__generated__/MarketLiquidity.ts

@@ -5,6 +5,13 @@ import * as Apollo from '@apollo/client';
 const defaultOptions = {} as const;
 export type LiquidityProvisionFieldsFragment = { __typename?: 'LiquidityProvision', id: string, createdAt: any, updatedAt?: any | null, commitmentAmount: string, fee: string, status: Types.LiquidityProvisionStatus, party: { __typename?: 'Party', id: string, accountsConnection?: { __typename?: 'AccountsConnection', edges?: Array<{ __typename?: 'AccountEdge', node: { __typename?: 'AccountBalance', type: Types.AccountType, balance: string } } | null> | null } | null } };
 
+export type PaidFeesQueryVariables = Types.Exact<{
+  marketId?: Types.InputMaybe<Types.Scalars['ID']>;
+}>;
+
+
+export type PaidFeesQuery = { __typename?: 'Query', paidLiquidityFees?: { __typename?: 'PaidLiquidityFeesConnection', edges: Array<{ __typename?: 'PaidLiquidityFeesEdge', node: { __typename?: 'PaidLiquidityFees', marketId: string, assetId: string, epoch: number, totalFeesPaid: string } } | null> } | null };
+
 export type LiquidityProvisionsQueryVariables = Types.Exact<{
   marketId: Types.Scalars['ID'];
 }>;
@@ -79,6 +86,48 @@ export const LiquidityProviderFieldsFragmentDoc = gql`
 }
     ${LiquidityProviderFeeShareFieldsFragmentDoc}
 ${LiquidityProviderSLAFieldsFragmentDoc}`;
+export const PaidFeesDocument = gql`
+    query PaidFees($marketId: ID) {
+  paidLiquidityFees(marketId: $marketId) {
+    edges {
+      node {
+        marketId
+        assetId
+        epoch
+        totalFeesPaid
+      }
+    }
+  }
+}
+    `;
+
+/**
+ * __usePaidFeesQuery__
+ *
+ * To run a query within a React component, call `usePaidFeesQuery` and pass it any options that fit your needs.
+ * When your component renders, `usePaidFeesQuery` returns an object from Apollo Client that contains loading, error, and data properties
+ * you can use to render your UI.
+ *
+ * @param baseOptions options that will be passed into the query, supported options are listed on: https://www.apollographql.com/docs/react/api/react-hooks/#options;
+ *
+ * @example
+ * const { data, loading, error } = usePaidFeesQuery({
+ *   variables: {
+ *      marketId: // value for 'marketId'
+ *   },
+ * });
+ */
+export function usePaidFeesQuery(baseOptions?: Apollo.QueryHookOptions<PaidFeesQuery, PaidFeesQueryVariables>) {
+        const options = {...defaultOptions, ...baseOptions}
+        return Apollo.useQuery<PaidFeesQuery, PaidFeesQueryVariables>(PaidFeesDocument, options);
+      }
+export function usePaidFeesLazyQuery(baseOptions?: Apollo.LazyQueryHookOptions<PaidFeesQuery, PaidFeesQueryVariables>) {
+          const options = {...defaultOptions, ...baseOptions}
+          return Apollo.useLazyQuery<PaidFeesQuery, PaidFeesQueryVariables>(PaidFeesDocument, options);
+        }
+export type PaidFeesQueryHookResult = ReturnType<typeof usePaidFeesQuery>;
+export type PaidFeesLazyQueryHookResult = ReturnType<typeof usePaidFeesLazyQuery>;
+export type PaidFeesQueryResult = Apollo.QueryResult<PaidFeesQuery, PaidFeesQueryVariables>;
 export const LiquidityProvisionsDocument = gql`
     query LiquidityProvisions($marketId: ID!) {
   market(id: $marketId) {

libs/markets/src/lib/market-utils.spec.tsx

@@ -3,6 +3,7 @@ import type { Market, MarketMaybeWithDataAndCandles } from './markets-provider';
 import {
   calcTradedFactor,
   filterAndSortMarkets,
+  sumFeesFactors,
   totalFeesFactorsPercentage,
 } from './market-utils';
 const { MarketState, MarketTradingMode } = Schema;
@@ -132,3 +133,15 @@ describe('calcTradedFactor', () => {
     expect(fa > fb).toBeTruthy();
   });
 });
+
+describe('sumFeesFactors', () => {
+  it('does not result in flop errors', () => {
+    expect(
+      sumFeesFactors({
+        makerFee: '0.1',
+        infrastructureFee: '0.2',
+        liquidityFee: '0.3',
+      })
+    ).toEqual(0.6);
+  });
+});

libs/markets/src/lib/market-utils.ts

@@ -50,16 +50,19 @@ export const getQuoteName = (market: Partial<Market>) => {
 };
 
 export const sumFeesFactors = (fees: Market['fees']['factors']) => {
-  return fees
-    ? new BigNumber(fees.makerFee)
-        .plus(fees.liquidityFee)
-        .plus(fees.infrastructureFee)
-    : undefined;
+  if (!fees) return;
+
+  return new BigNumber(fees.makerFee)
+    .plus(fees.liquidityFee)
+    .plus(fees.infrastructureFee)
+    .toNumber();
 };
 
 export const totalFeesFactorsPercentage = (fees: Market['fees']['factors']) => {
   const total = fees && sumFeesFactors(fees);
-  return total ? formatNumberPercentage(total.times(100)) : undefined;
+  return total
+    ? formatNumberPercentage(new BigNumber(total).times(100))
+    : undefined;
 };
 
 export const filterAndSortMarkets = (markets: MarketMaybeWithData[]) => {