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Phase 0.2: Fee-Modell-Fundament (FeeModel + MarketData.TakerFeeBps + BUY-Fee-Log)

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- 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
2026-07-07 17:58:59 +02:00
co-authored by Claude Opus 4.8
parent 395caad11a
commit cda5b055aa
7 changed files with 445 additions and 1 deletions
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src/PolyTrader.Modules.CopyTrading/Services/CopyTradingEngine.cs
+8
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@@ -396,6 +396,14 @@ namespace PolyTraderSharp.Services
exactShares = exact.shares;
exactUsdc = exact.usdc;
// Phase 0.2: erwartete Taker-Fee transparent loggen (API-Satz bevorzugt,
// sonst Kategorie-Fallback). Wird im Zielland gegen echte API-Fees verifiziert.
int feeBps = _state.MarketCache.TryGetValue(signal.TokenId, out var feeMd)
? (feeMd.TakerFeeBps > 0 ? feeMd.TakerFeeBps : FeeModel.FallbackBps(feeMd.Category))
: FeeModel.FallbackBps(null);
decimal expectedFee = FeeModel.FeeUsd(exactUsdc, feeBps);
_logger.TradeReasoning($"💸 [FEE] {account.Name} | {signal.MarketQuestion}: erwartete Taker-Fee ~${expectedFee:F4} ({feeBps} bps auf ${exactUsdc:F2}).");
}
else if (signal.Side == "SELL")
{