Phase 0.2: Fee-Modell-Fundament (FeeModel + MarketData.TakerFeeBps + BUY-Fee-Log)
- FeeModel (pure, getestet): Kategorie-Fallback-Bps (Sports 75 / Politics-Finance 100 / Crypto 180 / Geopolitics 0 / Default 100) + FeeUsd(notional, bps). - MarketData.TakerFeeBps (Core) + Migration AddMarketTakerFeeBps (auf MySQL angewendet). Speichert den echten API-Satz, sobald verfuegbar; 0 = Fallback. - CopyTradingEngine loggt beim BUY die erwartete Taker-Fee (TakerFeeBps aus MarketCache, sonst Kategorie-Fallback) -> Akzeptanz "Fee im TradeReasoning". - FeeModelTests (Kategorie-Mapping case-insensitive, FeeUsd, 0-Faelle). 183 Tests gruen. Build/Smoke gruen. OFFEN (API-abhaengig, erst im Zielland verifizierbar): echtes fee_rate_bps-Feld aus der CLOB/Gamma-API lesen; Fee-basierter Edge-Discard; PnL-Fee-Korrektur. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Richard
co-authored by
Claude Opus 4.8
Claude Opus 4.8
parent
395caad11a
commit
cda5b055aa
@@ -15,7 +15,13 @@ namespace PolyTraderSharp.Models
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public string ClobTokenIds { get; set; } = string.Empty;
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public string Outcomes { get; set; } = string.Empty; // e.g. "[\"Yes\", \"No\"]"
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public bool NegRisk { get; set; }
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/// <summary>
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/// Taker-Fee dieses Marktes in Basispunkten (100 = 1,0 %). 0 = keine/unbekannt.
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/// Wird beim Markt-Sync gesetzt (API-Feld bevorzugt, sonst Kategorie-Fallback via FeeModel).
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/// </summary>
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public int TakerFeeBps { get; set; }
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}
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}
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Generated
+313
@@ -0,0 +1,313 @@
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// <auto-generated />
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using System;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.EntityFrameworkCore.Infrastructure;
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using Microsoft.EntityFrameworkCore.Metadata;
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using Microsoft.EntityFrameworkCore.Migrations;
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using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
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using PolyTrader.Core.Persistence.Ef;
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#nullable disable
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namespace PolyTrader.Core.Persistence.Ef.Migrations
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{
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[DbContext(typeof(CoreDbContext))]
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[Migration("20260707155613_AddMarketTakerFeeBps")]
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partial class AddMarketTakerFeeBps
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{
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/// <inheritdoc />
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protected override void BuildTargetModel(ModelBuilder modelBuilder)
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{
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#pragma warning disable 612, 618
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modelBuilder
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.HasAnnotation("ProductVersion", "8.0.13")
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.HasAnnotation("Relational:MaxIdentifierLength", 64);
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MySqlModelBuilderExtensions.AutoIncrementColumns(modelBuilder);
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modelBuilder.Entity("PolyTraderSharp.Models.AccountState", b =>
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{
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b.Property<int>("AccountId")
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.HasColumnType("int");
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b.Property<string>("ApiKey")
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.IsRequired()
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.HasMaxLength(256)
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.HasColumnType("varchar(256)");
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b.Property<string>("ApiPassphrase")
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.IsRequired()
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.HasMaxLength(256)
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.HasColumnType("varchar(256)");
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b.Property<string>("ApiSecret")
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.IsRequired()
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.HasMaxLength(256)
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.HasColumnType("varchar(256)");
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b.Property<decimal>("AvailableBalance")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<bool>("CloseOnlyMode")
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.HasColumnType("tinyint(1)");
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b.Property<bool>("HasOpenLimitOrders")
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.HasColumnType("tinyint(1)");
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b.Property<bool>("IsActive")
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.HasColumnType("tinyint(1)");
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b.Property<bool>("IsDemo")
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.HasColumnType("tinyint(1)");
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b.Property<string>("Name")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<string>("PayoutAddress")
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.IsRequired()
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.HasMaxLength(128)
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.HasColumnType("varchar(128)");
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b.Property<decimal>("PayoutLimitUsd")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("PrivateKey")
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.IsRequired()
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.HasMaxLength(256)
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.HasColumnType("varchar(256)");
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b.Property<decimal>("TotalBalance")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("WalletAddress")
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.IsRequired()
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.HasMaxLength(128)
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.HasColumnType("varchar(128)");
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b.HasKey("AccountId");
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b.ToTable("core_accounts", (string)null);
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});
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modelBuilder.Entity("PolyTraderSharp.Models.MarketData", b =>
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{
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b.Property<string>("Id")
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.HasMaxLength(120)
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.HasColumnType("varchar(120)");
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b.Property<bool>("Active")
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.HasColumnType("tinyint(1)");
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b.Property<string>("Category")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<string>("ClobTokenIds")
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.IsRequired()
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.HasColumnType("text");
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b.Property<bool>("Closed")
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.HasColumnType("tinyint(1)");
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b.Property<string>("ConditionId")
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.IsRequired()
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.HasMaxLength(120)
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.HasColumnType("varchar(120)");
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b.Property<DateTime?>("EndDate")
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.HasColumnType("datetime(6)");
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b.Property<bool>("NegRisk")
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.HasColumnType("tinyint(1)");
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b.Property<string>("Outcomes")
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.IsRequired()
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.HasColumnType("text");
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b.Property<string>("Question")
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.IsRequired()
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.HasMaxLength(1000)
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.HasColumnType("varchar(1000)");
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b.Property<string>("Slug")
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.IsRequired()
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.HasMaxLength(300)
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.HasColumnType("varchar(300)");
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b.Property<int>("TakerFeeBps")
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.HasColumnType("int");
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b.HasKey("Id");
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b.ToTable("core_markets", (string)null);
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});
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modelBuilder.Entity("PolyTraderSharp.Models.Position", b =>
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{
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b.Property<int>("AccountId")
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.HasColumnType("int");
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b.Property<bool>("IsDemo")
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.HasColumnType("tinyint(1)");
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b.Property<string>("TokenId")
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.HasMaxLength(120)
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.HasColumnType("varchar(120)");
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b.Property<decimal>("AmountUsd")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("ConditionId")
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.IsRequired()
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.HasMaxLength(120)
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.HasColumnType("varchar(120)");
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b.Property<decimal>("CurrentPrice")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("CurrentValueUsd")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("EntryPrice")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<DateTime?>("ExpiryDate")
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.HasColumnType("datetime(6)");
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b.Property<string>("MarketQuestion")
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.IsRequired()
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.HasMaxLength(1000)
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.HasColumnType("varchar(1000)");
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b.Property<string>("MarketSlug")
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.IsRequired()
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.HasMaxLength(300)
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.HasColumnType("varchar(300)");
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b.Property<DateTime>("OpenedAt")
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.HasColumnType("datetime(6)");
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b.Property<string>("Outcome")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<string>("Side")
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.IsRequired()
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.HasMaxLength(10)
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.HasColumnType("varchar(10)");
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b.Property<decimal>("Size")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("SourceTraderAddress")
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.IsRequired()
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.HasMaxLength(128)
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.HasColumnType("varchar(128)");
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b.Property<int>("SourceTraderId")
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.HasColumnType("int");
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b.Property<string>("SourceTraderName")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.HasKey("AccountId", "IsDemo", "TokenId");
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b.ToTable("core_positions", (string)null);
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});
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modelBuilder.Entity("PolyTraderSharp.Models.TradeRecord", b =>
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{
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b.Property<string>("Id")
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.HasMaxLength(64)
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.HasColumnType("varchar(64)");
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b.Property<int>("AccountId")
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.HasColumnType("int");
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b.Property<DateTime>("ClosedAt")
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.HasColumnType("datetime(6)");
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b.Property<decimal>("EntryPrice")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("ExitPrice")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("ExitReason")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<bool>("IsDemo")
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.HasColumnType("tinyint(1)");
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b.Property<string>("MarketQuestion")
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.IsRequired()
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.HasMaxLength(1000)
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.HasColumnType("varchar(1000)");
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b.Property<string>("ModuleName")
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.IsRequired()
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.HasMaxLength(64)
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.HasColumnType("varchar(64)");
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b.Property<DateTime>("OpenedAt")
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.HasColumnType("datetime(6)");
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b.Property<string>("Outcome")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<decimal>("PnlPercent")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("RealizedPnl")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("Side")
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.IsRequired()
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.HasMaxLength(10)
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.HasColumnType("varchar(10)");
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b.Property<decimal>("Size")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("TokenId")
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.IsRequired()
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.HasMaxLength(120)
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.HasColumnType("varchar(120)");
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b.HasKey("Id");
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b.HasIndex("AccountId");
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b.HasIndex("ClosedAt");
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b.HasIndex("ModuleName");
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b.ToTable("core_trade_log", (string)null);
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});
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#pragma warning restore 612, 618
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}
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}
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}
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@@ -0,0 +1,29 @@
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using Microsoft.EntityFrameworkCore.Migrations;
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#nullable disable
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namespace PolyTrader.Core.Persistence.Ef.Migrations
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{
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/// <inheritdoc />
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public partial class AddMarketTakerFeeBps : Migration
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{
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/// <inheritdoc />
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protected override void Up(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.AddColumn<int>(
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name: "TakerFeeBps",
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table: "core_markets",
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type: "int",
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nullable: false,
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defaultValue: 0);
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}
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/// <inheritdoc />
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protected override void Down(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.DropColumn(
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name: "TakerFeeBps",
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table: "core_markets");
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}
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}
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}
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@@ -137,6 +137,9 @@ namespace PolyTrader.Core.Persistence.Ef.Migrations
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.HasMaxLength(300)
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.HasColumnType("varchar(300)");
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b.Property<int>("TakerFeeBps")
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.HasColumnType("int");
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b.HasKey("Id");
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b.ToTable("core_markets", (string)null);
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