feat: calculate spread-based fees for Scrypt trades#3472
Open
TaprootFreak wants to merge 2 commits intodevelopfrom
Open
feat: calculate spread-based fees for Scrypt trades#3472TaprootFreak wants to merge 2 commits intodevelopfrom
TaprootFreak wants to merge 2 commits intodevelopfrom
Conversation
Scrypt reports feeAmount=0 for all trades, but the real cost is hidden
in the price spread between execution price and market rate. This adds
automatic spread fee calculation using historical asset prices from the
AssetPrice table via getPriceAt().
After deploy, a one-time resync is needed for existing trades:
syncExchanges(new Date('2026-01-19'), ExchangeName.SCRYPT)
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
feeAmount=0for all trades, but the actual cost is the spread between execution price and market rategetPriceAt()during exchange TX syncObject.assignfrom overwriting with DTO'sfeeAmount=0)Details
calculateSpreadFee()method inExchangeTxServiceAssetPricetable for historical market rates at exact trade dateamount × (executionPrice − marketRate)in quote currency, converted to CHFAfter deploy
One-time resync needed for existing ~741 trades:
Test plan
feeAmountandfeeAmountChfpopulated