ftdt-quant-lab

rams/ftdt-quant-lab

Fork 0

Commit Graph

Author	SHA1	Message	Date
ramseshk	526a40b01e	Rename VIP→Tier, recalculate equity curve on fee tier change 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.	2026-08-04 09:12:07 +00:00
ramseshk	055da97a79	Fix fee tiers to match official Hyperliquid docs Perps tiers 4-6 had wrong volume thresholds, taker rates, and incorrect negative maker rebates (HL only has rebates via staking). Changes (matching https://hyperliquid.gitbook.io/.../trading/fees): Tier 4: $250M→$500M vol, taker 0.025%→0.028% Tier 5: $750M→$2B vol, taker 0.020%→0.026%, maker -0.002%→0.000% Tier 6: $2.5B→$7B vol, taker 0.015%→0.024%, maker -0.004%→0.000% UI dropdown labels updated to match. Chart refresh enhanced with resize+fitContent after recalc for smooth transitions.	2026-08-04 09:04:05 +00:00
ramseshk	0c0d2124ad	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.	2026-08-04 07:26:40 +00:00

Author

SHA1

Message

Date

ramseshk

526a40b01e

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

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.

2026-08-04 09:12:07 +00:00

ramseshk

055da97a79

Fix fee tiers to match official Hyperliquid docs

Perps tiers 4-6 had wrong volume thresholds, taker rates, and
incorrect negative maker rebates (HL only has rebates via staking).

Changes (matching https://hyperliquid.gitbook.io/.../trading/fees):
  Tier 4: $250M→$500M vol, taker 0.025%→0.028%
  Tier 5: $750M→$2B vol, taker 0.020%→0.026%, maker -0.002%→0.000%
  Tier 6: $2.5B→$7B vol, taker 0.015%→0.024%, maker -0.004%→0.000%

UI dropdown labels updated to match. Chart refresh enhanced with
resize+fitContent after recalc for smooth transitions.

2026-08-04 09:04:05 +00:00

ramseshk

0c0d2124ad

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.

2026-08-04 07:26:40 +00:00

3 Commits