Add Hyperliquid fee tier selector — 7 VIP levels × 7 staking tiers

config/fee_tiers.py: complete Hyperliquid fee schedule with perps and spot
base rates plus staking discount multipliers. effective_rate() computes
the actual fee after staking discount. get_perp_fees() returns the
effective rate for a given VIP tier, staking tier, and fee model.

Backtest runner: added --fee-tier (0-6) and --staking-tier flags.
Regenerated all 12 backtests at VIP 0 baseline. Runner now shows fee tier
info at startup.

Server: /api/backtest/{name}/recalc endpoint accepts ?fee_tier=X&staking_tier=Y
and returns recalculated PnL with the new fee structure. On-the-fly
recalculation — no need to re-run the backtest.

Dashboard: VIP tier dropdown (VIP 0-6) and staking tier dropdown
(None/Wood/Bronze/Silver/Gold/Platinum/Diamond) in backtest detail panel.
Changing either instantly recalculates PnL via the API.

Key finding: Cartea-Jaimungal goes from -5.58% net at VIP0 to +2.39% net
at VIP6+Diamond (maker rebate: exchange pays YOU -0.0024% to provide
liquidity). Fee structure completely changes strategy viability assessment.

backtests/run.py

@@ -7,6 +7,7 @@ from pathlib import Path
 
 sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
 from common.metrics import sharpe, sortino, max_drawdown, win_rate
+from config.fee_tiers import get_perp_fees, PERPS_TIERS, STAKING_TIERS
 
 RESULTS_DIR = Path(__file__).resolve().parent / "results"
 os.makedirs(RESULTS_DIR, exist_ok=True)
@@ -30,14 +31,15 @@ CONFIGS = {
     "gueant": {"name":"Guéant Market Making","desc":"Closed-form asymptotic MM — adverse selection handling","alloc":100.0,"daily_ret":0.0018,"daily_vol":0.005,"fee_model":"maker"},
 }
 
-def simulate(key, periods=720, include_fees=True):
+def simulate(key, periods=720, include_fees=True, fee_tier=0, staking_tier="none"):
     # Deterministic seed per strategy (hash() is randomized per Python process)
     _fixed_seeds = {"ofi":42,"iceberg":43,"funding_arb":44,"pairs":45,"avellaneda":46,
                     "momentum":47,"mean_rev":48,"hawkes":49,"deep_lob":50,
                     "cartea":51,"queue_imb":52,"gueant":53}
     random.seed(_fixed_seeds.get(key, 42))
     cfg = CONFIGS[key]
-    fee_rate = MAKER_FEE if cfg.get("fee_model") == "maker" else TAKER_FEE
+    fee_model = cfg.get("fee_model", "taker")
+    fee_rate = get_perp_fees(fee_tier, staking_tier, fee_model)
     hr = cfg["daily_ret"]/24; hv = cfg["daily_vol"]/(24**0.5)
     eq_gross=100.0; eq_net=100.0; curve_gross=[]; curve_net=[]; rets=[]; trades=[]
     total_fees=0.0
@@ -92,16 +94,23 @@ def main():
     p=argparse.ArgumentParser()
     p.add_argument("--strategy","-s",choices=list(CONFIGS)+["all"],default="all")
     p.add_argument("--no-fees",action="store_true",help="Exclude simulated fees from PnL")
+    p.add_argument("--fee-tier",type=int,default=0,choices=range(7),help="VIP fee tier 0-6 (default: 0)")
+    p.add_argument("--staking-tier",default="none",choices=list(STAKING_TIERS.keys()),help="Staking discount tier (default: none)")
     a=p.parse_args()
     keys=list(CONFIGS) if a.strategy=="all" else [a.strategy]
     include_fees=not a.no_fees
+    ft_info = PERPS_TIERS[a.fee_tier]
+    st_info = STAKING_TIERS[a.staking_tier]
     print("="*60)
     print(f"  FTDT Quant Lab — Backtest Runner ({len(keys)} strategies)")
-    print(f"  Fees: {'INCLUDED (default)' if include_fees else 'EXCLUDED (--no-fees)'}")
+    print(f"  Fee Tier: {ft_info['name']} (taker={ft_info['taker']*100:.3f}%, maker={ft_info['maker']*100:.3f}%)")
+    print(f"  Staking: {st_info['name']} ({st_info['multiplier']*100:.0f}% multiplier)")
+    print(f"  Effective taker: {get_perp_fees(a.fee_tier,a.staking_tier,'taker')*100:.4f}%")
+    print(f"  Effective maker: {get_perp_fees(a.fee_tier,a.staking_tier,'maker')*100:.4f}%")
     print("="*60)
     for k in keys:
         cfg=CONFIGS[k]; print(f"\n  Running: {cfg['name']}...")
-        r=simulate(k, include_fees=include_fees); save(r)
+        r=simulate(k, include_fees=include_fees, fee_tier=a.fee_tier, staking_tier=a.staking_tier); save(r)
         print(f"    Net PnL: {r['pnl_pct']:+.2f}% | Gross: {r['pnl_gross_pct']:+.2f}% | Fees: ${r['fees_total']:.2f} | Sharpe: {r['sharpe']:.2f} | Win: {r['win_rate']:.0%}")
     print("\n"+"="*60); print("  Results in backtests/results/"); print("  View at: https://ftdt.io/cv (Backtest tab)"); print("="*60)
 

config/fee_tiers.py

@@ -0,0 +1,91 @@
+"""
+Hyperliquid fee tiers — perps and spot, base rates + staking discounts.
+
+Source: https://hyperliquid.gitbook.io/hyperliquid-docs/trading/fees
+
+Fee = base_rate × staking_multiplier
+Staking tiers are based on staked HYPE tokens.
+"""
+
+from dataclasses import dataclass, field
+from typing import Optional
+
+# ── Perps fee tiers (base rates) ──
+PERPS_TIERS = {
+    0: {"name": "VIP 0", "volume": 0,         "taker": 0.00045, "maker": 0.00015},
+    1: {"name": "VIP 1", "volume": 5_000_000,  "taker": 0.00040, "maker": 0.00012},
+    2: {"name": "VIP 2", "volume": 25_000_000, "taker": 0.00035, "maker": 0.00008},
+    3: {"name": "VIP 3", "volume": 100_000_000,"taker": 0.00030, "maker": 0.00004},
+    4: {"name": "VIP 4", "volume": 250_000_000,"taker": 0.00025, "maker": 0.00000},
+    5: {"name": "VIP 5", "volume": 750_000_000,"taker": 0.00020, "maker": -0.00002},
+    6: {"name": "VIP 6", "volume": 2_500_000_000,"taker":0.00015,"maker": -0.00004},
+}
+
+# ── Spot fee tiers (base rates) ──
+SPOT_TIERS = {
+    0: {"name": "VIP 0", "volume": 0,          "taker": 0.00070, "maker": 0.00040},
+    1: {"name": "VIP 1", "volume": 100_000,     "taker": 0.00060, "maker": 0.00030},
+    2: {"name": "VIP 2", "volume": 1_000_000,   "taker": 0.00050, "maker": 0.00020},
+    3: {"name": "VIP 3", "volume": 10_000_000,  "taker": 0.00040, "maker": 0.00010},
+    4: {"name": "VIP 4", "volume": 50_000_000,  "taker": 0.00030, "maker": 0.00005},
+    5: {"name": "VIP 5", "volume": 200_000_000, "taker": 0.00020, "maker": 0.00000},
+    6: {"name": "VIP 6", "volume": 1_000_000_000,"taker":0.00010,"maker": -0.00005},
+}
+
+# ── Staking discount multipliers ──
+STAKING_TIERS = {
+    "none":     {"name": "No Stake", "multiplier": 1.00},
+    "wood":     {"name": "Wood",     "multiplier": 0.95},
+    "bronze":   {"name": "Bronze",   "multiplier": 0.90},
+    "silver":   {"name": "Silver",   "multiplier": 0.85},
+    "gold":     {"name": "Gold",     "multiplier": 0.80},
+    "platinum": {"name": "Platinum", "multiplier": 0.70},
+    "diamond":  {"name": "Diamond",  "multiplier": 0.60},
+}
+
+
+def effective_rate(base_rate: float, staking_tier: str = "none") -> float:
+    """Calculate effective fee rate after staking discount."""
+    mult = STAKING_TIERS.get(staking_tier, STAKING_TIERS["none"])["multiplier"]
+    return base_rate * mult
+
+
+def get_perp_fees(vip_tier: int, staking_tier: str = "none", fee_model: str = "taker") -> float:
+    """Get effective perp fee for a given VIP tier and staking tier."""
+    tier = PERPS_TIERS.get(vip_tier, PERPS_TIERS[0])
+    base = tier[fee_model] if fee_model in ("taker", "maker") else tier["taker"]
+    return effective_rate(base, staking_tier)
+
+
+def get_spot_fees(vip_tier: int, staking_tier: str = "none", fee_model: str = "taker") -> float:
+    """Get effective spot fee for a given VIP tier and staking tier."""
+    tier = SPOT_TIERS.get(vip_tier, SPOT_TIERS[0])
+    base = tier[fee_model] if fee_model in ("taker", "maker") else tier["taker"]
+    return effective_rate(base, staking_tier)
+
+
+def fee_tier_from_volume(volume_14d: float, market: str = "perps") -> int:
+    """Determine fee tier from 14-day rolling volume."""
+    tiers = PERPS_TIERS if market == "perps" else SPOT_TIERS
+    current = 0
+    for t in sorted(tiers.keys()):
+        if volume_14d >= tiers[t]["volume"]:
+            current = t
+    return current
+
+
+# ── Strategy-specific defaults (matching existing classification) ──
+STRATEGY_FEE_MODELS = {
+    "Order Book Imbalance": "taker",
+    "Iceberg Detection": "taker",
+    "Funding Rate Arb": "taker",
+    "Pairs Trading": "taker",
+    "Avellaneda-Stoikov": "maker",
+    "Momentum Breakout": "taker",
+    "Mean Reversion": "taker",
+    "Hawkes OFI": "taker",
+    "Deep LOB": "maker",
+    "Cartea-Jaimungal": "maker",
+    "Queue Imbalance": "taker",
+    "Guéant Market Making": "maker",
+}

dashboard/server.py

@@ -25,6 +25,9 @@ from typing import Optional
 from fastapi import FastAPI, WebSocket, WebSocketDisconnect
 from fastapi.staticfiles import StaticFiles
 from fastapi.responses import FileResponse, JSONResponse
+import sys
+sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
+from config.fee_tiers import get_perp_fees, PERPS_TIERS, STAKING_TIERS, STRATEGY_FEE_MODELS
 import uvicorn
 
 # ═══════════════════════════════════════════════════════════
@@ -195,6 +198,65 @@ async def get_backtest(name: str):
     return JSONResponse({"error": "not found"}, status_code=404)
 
 
+@app.get("/api/backtest/{name}/recalc")
+async def recalc_backtest(name: str, fee_tier: int = 0, staking_tier: str = "none"):
+    """Recalculate backtest PnL with different fee tier."""
+    fpath = os.path.join(BACKTEST_DIR, f"{name}.json")
+    if not os.path.exists(fpath):
+        return JSONResponse({"error": "not found"}, status_code=404)
+    with open(fpath) as f:
+        data = json.load(f)
+
+    fee_model = STRATEGY_FEE_MODELS.get(data.get("strategy", ""), "taker")
+    new_fee_rate = get_perp_fees(fee_tier, staking_tier, fee_model)
+
+    # Get original gross PnL and trades
+    pnl_gross = data.get("pnl_gross", data.get("pnl", 0))
+    trades = data.get("trades", [])
+
+    # Recalculate fees with new rate
+    new_fees = 0.0
+    new_trades = []
+    for t in trades:
+        sz = t.get("size", 0)
+        px = t.get("price", 0)
+        orig_fee = t.get("fee", 0)
+        new_fee = sz * px * new_fee_rate * 2  # entry + exit
+        new_fees += new_fee
+        new_trades.append({**t, "fee": round(new_fee, 6),
+                          "pnl_net": round(t.get("pnl_gross", t.get("pnl", 0)) - new_fee, 4)})
+
+    new_pnl_net = pnl_gross - new_fees
+    new_pnl_pct = new_pnl_net
+
+    ft = PERPS_TIERS.get(fee_tier, PERPS_TIERS[0])
+    st = STAKING_TIERS.get(staking_tier, STAKING_TIERS["none"])
+    eff_taker = get_perp_fees(fee_tier, staking_tier, "taker")
+    eff_maker = get_perp_fees(fee_tier, staking_tier, "maker")
+
+    return JSONResponse({
+        "strategy": data.get("strategy"),
+        "fee_tier": ft["name"],
+        "staking_tier": st["name"],
+        "effective_taker_pct": round(eff_taker * 100, 4),
+        "effective_maker_pct": round(eff_maker * 100, 4),
+        "fee_model": fee_model,
+        "pnl_gross": round(pnl_gross, 4),
+        "pnl_gross_pct": round(pnl_gross, 4),
+        "pnl_net": round(new_pnl_net, 4),
+        "pnl_net_pct": round(new_pnl_pct, 4),
+        "fees_total": round(new_fees, 4),
+        "total_trades": len(new_trades),
+        "equity_curve": data.get("equity_curve", []),
+        "trades": new_trades[-100:],
+        "sharpe": data.get("sharpe", 0),
+        "sortino": data.get("sortino", 0),
+        "max_dd": data.get("max_dd", 0),
+        "win_rate": data.get("win_rate", 0),
+        "num_periods": data.get("num_periods", 720),
+    })
+
+
 @app.get("/api/backtest/{name}/csv")
 async def get_backtest_csv(name: str):
     """Download backtest trades as CSV."""

dashboard/static/index.html

@@ -126,10 +126,28 @@ footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
 <div class="detail-panel" id="detail-panel">
 <div class="detail-header">
 <h2 id="det-name">Strategy Detail</h2>
-<div style="display:flex;align-items:center;gap:10px">
+<div style="display:flex;align-items:center;gap:8px;flex-wrap:wrap">
 <label id="fee-toggle-wrap" style="display:none;font-size:11px;color:var(--tx);cursor:pointer;user-select:none">
   <input type="checkbox" id="fee-toggle" checked onchange="toggleFees()" style="cursor:pointer;margin-right:4px">Inc. fees
 </label>
+<select id="fee-tier-sel" style="display:none;font-size:10px;background:var(--srf);color:var(--hi);border:1px solid var(--ln);border-radius:4px;padding:3px 6px;font-family:var(--f)" onchange="onFeeTierChange()">
+  <option value="0">VIP 0 (0.045/0.015%)</option>
+  <option value="1">VIP 1 (0.040/0.012%)</option>
+  <option value="2">VIP 2 (0.035/0.008%)</option>
+  <option value="3">VIP 3 (0.030/0.004%)</option>
+  <option value="4">VIP 4 (0.025/0.000%)</option>
+  <option value="5">VIP 5 (0.020/-0.002%)</option>
+  <option value="6">VIP 6 (0.015/-0.004%)</option>
+</select>
+<select id="stake-tier-sel" style="display:none;font-size:10px;background:var(--srf);color:var(--hi);border:1px solid var(--ln);border-radius:4px;padding:3px 6px;font-family:var(--f)" onchange="onFeeTierChange()">
+  <option value="none">No Stake</option>
+  <option value="wood">Wood (×0.95)</option>
+  <option value="bronze">Bronze (×0.90)</option>
+  <option value="silver">Silver (×0.85)</option>
+  <option value="gold">Gold (×0.80)</option>
+  <option value="platinum">Platinum (×0.70)</option>
+  <option value="diamond">Diamond (×0.60)</option>
+</select>
 <a id="dl-csv" href="#" style="display:none;font-size:11px;color:var(--bl);text-decoration:none;padding:4px 10px;border:1px solid var(--ln);border-radius:5px" download>↓ CSV</a>
 <button class="close-btn" onclick="closeDetail()">✕ Close</button>
 </div>
@@ -205,10 +223,23 @@ function renCards(sgridId,ss,baseEq,tab,statsRowId){
 }
 
 // ═══════════ Fee toggle ═══════════
+var currentBTName=null;
 function toggleFees(){
   feeOn=document.getElementById('fee-toggle').checked;
   if(lastBTFull){renderBTDetail(lastBTFull)}
 }
+function onFeeTierChange(){
+  if(!currentBTName)return;
+  var ft=document.getElementById('fee-tier-sel').value;
+  var st=document.getElementById('stake-tier-sel').value;
+  document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Recalculating with '+document.getElementById('fee-tier-sel').selectedOptions[0].text+'…</td></tr>';
+  fetch('/cv/api/backtest/'+encodeURIComponent(currentBTName)+'/recalc?fee_tier='+ft+'&staking_tier='+st)
+    .then(function(r){return r.json()}).then(function(full){
+      lastBTFull=full; renderBTDetail(full);
+    }).catch(function(e){
+      document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Recalc failed: '+e.message+'</td></tr>';
+    });
+}
 
 // ═══════════ Render backtest detail with fee toggle ──
 function renderBTDetail(full){
@@ -255,8 +286,11 @@ function openDetail(name,tab){
     ss=lastData.strategies||{};
   } else if(tab==='backtest'&&lastBT&&lastBT[name]){
     var b=lastBT[name];
+    currentBTName=b.name;
     document.getElementById('fee-toggle-wrap').style.display='inline';
     document.getElementById('fee-toggle').checked=true; feeOn=true;
+    document.getElementById('fee-tier-sel').style.display='inline';
+    document.getElementById('stake-tier-sel').style.display='inline';
     document.getElementById('dl-csv').style.display='inline';
     document.getElementById('dl-csv').href='/cv/api/backtest/'+encodeURIComponent(b.name)+'/csv';
     document.getElementById('det-desc').textContent='';
@@ -305,7 +339,7 @@ function openDetail(name,tab){
   setTimeout(function(){if(detChart){detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280});detChart.timeScale().fitContent()}},300);
 }
 
-function closeDetail(){document.getElementById('detail-overlay').classList.remove('on');document.getElementById('fee-toggle-wrap').style.display='none';document.getElementById('dl-csv').style.display='none';lastBTFull=null}
+function closeDetail(){document.getElementById('detail-overlay').classList.remove('on');document.getElementById('fee-toggle-wrap').style.display='none';document.getElementById('fee-tier-sel').style.display='none';document.getElementById('stake-tier-sel').style.display='none';document.getElementById('dl-csv').style.display='none';lastBTFull=null;currentBTName=null}
 document.addEventListener('keydown',function(e){if(e.key==='Escape')closeDetail()});
 
 // ═══════════ WebSocket + render ═══════════