rams/ftdt-quant-lab
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Rename VIP→Tier, recalculate equity curve on fee tier change

Browse Source 
Renamed all "VIP N" to "Tier N" in config, server, and HTML dropdowns.

Added recalc_equity_curve() that rebuilds the equity curve with new
fee rates. Previously the equity curve was passed through unchanged
when switching tiers, so the chart visually stayed identical even
though PnL numbers changed. Now each tier produces its own curve.

Example OBI historical: Tier 0 equity ends at 141.5, Tier 6 at 149.7 —
the chart visibly shifts up as fees drop from 4.5bp to 2.4bp taker.
This commit is contained in:
ramseshk
2026-08-04 09:12:07 +00:00
parent 055da97a79
commit 526a40b01e
3 changed files with 55 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files
config/fee_tiers.py
+14 -14
View File
@@ -12,24 +12,24 @@ 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": 500_000_000, "taker": 0.00028, "maker": 0.00000},
5: {"name": "VIP 5", "volume": 2_000_000_000, "taker": 0.00026, "maker": 0.00000},
6: {"name": "VIP 6", "volume": 7_000_000_000, "taker": 0.00024, "maker": 0.00000},
0: {"name": "Tier 0", "volume": 0, "taker": 0.00045, "maker": 0.00015},
1: {"name": "Tier 1", "volume": 5_000_000, "taker": 0.00040, "maker": 0.00012},
2: {"name": "Tier 2", "volume": 25_000_000, "taker": 0.00035, "maker": 0.00008},
3: {"name": "Tier 3", "volume": 100_000_000,"taker": 0.00030, "maker": 0.00004},
4: {"name": "Tier 4", "volume": 500_000_000, "taker": 0.00028, "maker": 0.00000},
5: {"name": "Tier 5", "volume": 2_000_000_000, "taker": 0.00026, "maker": 0.00000},
6: {"name": "Tier 6", "volume": 7_000_000_000, "taker": 0.00024, "maker": 0.00000},
}
# ── 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},
0: {"name": "Tier 0", "volume": 0, "taker": 0.00070, "maker": 0.00040},
1: {"name": "Tier 1", "volume": 100_000, "taker": 0.00060, "maker": 0.00030},
2: {"name": "Tier 2", "volume": 1_000_000, "taker": 0.00050, "maker": 0.00020},
3: {"name": "Tier 3", "volume": 10_000_000, "taker": 0.00040, "maker": 0.00010},
4: {"name": "Tier 4", "volume": 50_000_000, "taker": 0.00030, "maker": 0.00005},
5: {"name": "Tier 5", "volume": 200_000_000, "taker": 0.00020, "maker": 0.00000},
6: {"name": "Tier 6", "volume": 1_000_000_000,"taker":0.00010,"maker": -0.00005},
}
# ── Staking discount multipliers ──