Files
ftdt-quant-lab/backtests
ramseshk 0162e83138 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%)
2026-08-07 15:44:43 +08:00
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