feat: Hyperliquid fee schedule — all tiers, staking, maker rebates

config/fee_tiers.py — complete rewrite:
  - 7 perps fee tiers (T0-T6) matching HL docs:
    T0: 0.045/0.015% → T6: 0.024/0.000%
  - 7 spot fee tiers (T0-T6):
    T0: 0.070/0.040% → T6: 0.025/0.000%
  - 7 staking tiers (none → diamond):
    multiplier 1.00 → 0.60 (40% discount)
  - 3 maker rebate tiers (>0.5%, >1.5%, >3% maker ratio)
    extra -0.001% to -0.003% on positive maker rates
  - compute_trade_fees() — per-trade fee breakdown
  - fee_tier_from_volume(), staking_tier_from_hype()
  - STRATEGY_FEE_MODELS: maker/taker classification per strategy

backtests/vbt_runner.py:
  - Accept vip_tier, staking_tier, maker_rebate_tier at init
  - Auto-detect fee model per strategy (maker vs taker)
  - compute_trade_fees() for per-trade fee calculation
  - Include fee_info in result JSON

dashboard/server.py:
  - /api/vbt/run accepts fee_tier/aking_tier/maker_rebate params
  - Trade normalization uses proper HL fee schedule per strategy
  - /api/vbt/result/{filename}/recalc — recalc trades with new tiers
  - /api/vbt/fee_tiers — get full fee schedule as JSON

dashboard/static/vbt.html:
  - Fee tier selector (T0-T6) + staking tier selector
  - Auto-recalculate on tier change when a result is selected
  - Fee rate shown in trade log header (e.g. 0.045%)
This commit is contained in:
ramseshk
2026-08-07 15:44:43 +08:00
parent 9d817ac2fa
commit 0162e83138
4 changed files with 311 additions and 65 deletions
+38 -2
View File
@@ -118,6 +118,26 @@ select:focus{outline:none;border-color:#555}
<option value="trades">Trades</option>
</select>
</div>
<div class="row" style="margin-top:2px">
<select id="fee-tier" style="flex:0.6" onchange="recalcIfSelected()">
<option value="0" selected>T0 (Base 0.045%/0.015%)</option>
<option value="1">T1 (>$5M 0.040/0.012)</option>
<option value="2">T2 (>$25M 0.035/0.008)</option>
<option value="3">T3 (>$100M 0.030/0.004)</option>
<option value="4">T4 (>$500M 0.028/0.000)</option>
<option value="5">T5 (>$2B 0.026/0.000)</option>
<option value="6">T6 (>$7B 0.024/0.000)</option>
</select>
<select id="staking-tier" style="flex:0.4" onchange="recalcIfSelected()">
<option value="none">No Stake</option>
<option value="wood">Wood (-5%)</option>
<option value="bronze">Bronze (-10%)</option>
<option value="silver">Silver (-15%)</option>
<option value="gold">Gold (-20%)</option>
<option value="platinum">Platinum (-30%)</option>
<option value="diamond">Diamond (-40%)</option>
</select>
</div>
<div class="row">
<select id="run-strategy">
<option value="pairs">Pairs Trading</option>
@@ -259,7 +279,8 @@ function renderDetail(r){
const assetBadge = t.asset ? '<span style="font-size:9px;color:#03A9F4;background:#0d1f2b;border:1px solid #1a3a4a;border-radius:2px;padding:0 4px;margin-left:4px">'+t.asset+'</span>' : '';
return '<tr><td style="color:#777;font-size:10px">'+String(t.time||'').substring(0,19)+'</td><td class="'+(String(t.side||'').includes('BUY')?'pos':'neg')+'">'+String(t.side||'')+assetBadge+'</td><td>'+Number(t.size||0).toFixed(6)+'</td><td>$'+Number(t.entry_px||0).toFixed(1)+'</td><td>$'+Number(t.exit_px||0).toFixed(1)+'</td><td class="neg" style="font-size:10px">$'+fee.toFixed(6)+'</td><td class="'+pnlCls+'">$'+pnl_net.toFixed(4)+'</td><td style="font-size:10px">'+String(t.duration||'')+'</td></tr>';
}).join('');
trades_html='<div class="chart-box full"><div style="display:flex;justify-content:space-between;align-items:center"><h4>Trade Log ('+trades.length+' trades)</h4></div><div class="trade-scroll"><table class="trades-table"><thead><tr><th>Time</th><th>Side</th><th>Size</th><th>Entry</th><th>Exit</th><th>Fee</th><th>PnL (net)</th><th>Duration</th></tr></thead><tbody>'+rows+'</tbody></table></div></div>';
const feeRate = trades[0]?.fee_rate_pct ? ' · '+trades[0].fee_rate_pct+'%' : '';
trades_html='<div class="chart-box full"><div style="display:flex;justify-content:space-between;align-items:center"><h4>Trade Log ('+trades.length+' trades'+feeRate+')</h4></div><div class="trade-scroll"><table class="trades-table"><thead><tr><th>Time</th><th>Side</th><th>Size</th><th>Entry</th><th>Exit</th><th>Fee</th><th>PnL (net)</th><th>Duration</th></tr></thead><tbody>'+rows+'</tbody></table></div></div>';
}
document.getElementById('content').innerHTML=
@@ -307,11 +328,26 @@ function exportJSON(){if(!currentResult)return;const blob=new Blob([JSON.stringi
function exportCSV(){if(!currentFilename)return;const a=document.createElement('a');a.href=API+'/api/vbt/result/'+encodeURIComponent(currentFilename)+'/csv';a.download=currentFilename.replace('.json','')+'_trades.csv';a.click();}
async function recalcIfSelected(){
if(!currentFilename)return;
const feeTier=document.getElementById('fee-tier').value;
const staking=document.getElementById('staking-tier').value;
const makerRebate=0;
try{
const url=API+'/api/vbt/result/'+encodeURIComponent(currentFilename)+'/recalc?fee_tier='+feeTier+'&staking_tier='+staking+'&maker_rebate='+makerRebate;
const r=await(await fetch(url)).json();
if(r.error){return;}
currentResult=r;renderDetail(r);
}catch(e){/* ignore */}
}
async function runNewBacktest(){
const strat=document.getElementById('run-strategy').value;
const interval=document.getElementById('run-interval').value;
const limit=document.getElementById('run-limit').value;
const coin=document.getElementById('run-coin').value;
const feeTier=document.getElementById('fee-tier').value;
const staking=document.getElementById('staking-tier').value;
const btn=document.getElementById('btn-run');
const status=document.getElementById('run-status');
const orig=btn.textContent;btn.textContent='⏳ Running...';btn.disabled=true;
@@ -322,7 +358,7 @@ async function runNewBacktest(){
status.innerHTML='<div class="run-status">Running '+strat+' '+interval+'... '+elapsed+'s</div><div class="progress-bar" style="width:'+Math.min(elapsed*10,95)+'%"></div>';
},1000);
try{
let url=API+'/api/vbt/run?strategy='+strat+'&interval='+interval+'&limit='+limit;
let url=API+'/api/vbt/run?strategy='+strat+'&interval='+interval+'&limit='+limit+'&fee_tier='+feeTier+'&staking_tier='+staking;
if(coin)url+='&coin='+coin;
const resp=await fetch(url);
const data=await resp.json();