Optimal fee structure estimate based on trading pair and securities class #736
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timsnyder-sorella
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* yer * wip * wip * proper endpoint * snapshot-downloader * don't delete if full db * better comment * yer * yer * cleanup * cleanup * proper week chunks * change name to avoid conflict
* just experimenting Former-commit-id: b852f8d added curve test Former-commit-id: 64915dd fixed curve test Former-commit-id: 07913c7 add logging Former-commit-id: 389626c add uniswap test Former-commit-id: cb1e279 add uniswap test Former-commit-id: cc34d65 add uniswap test Former-commit-id: cd65440 add uniswap test Former-commit-id: 1b73d11 add uniswap test Former-commit-id: 70c7e68 add uniswap test Former-commit-id: 4c3f566 add uniswap test Former-commit-id: 771190d add uniswap test Former-commit-id: d2479ab add sushiswap test Former-commit-id: ef2d32d add sushiswap test Former-commit-id: 8ad47f1 add sushiswap test Former-commit-id: c1ed1fd add curve test Former-commit-id: 28d60a7 add curve test Former-commit-id: befb981 add curve test Former-commit-id: babe96c add curve test Former-commit-id: 45271a9 add curve test Former-commit-id: 32e41d6 updated commented out tests Former-commit-id: 68a09c8 add curve test Former-commit-id: 3d72db2 add curve test Former-commit-id: fd80790 add curve test Former-commit-id: 32dbdea add curve test Former-commit-id: 4047e69 add curve test Former-commit-id: 62407b5 add curve test Former-commit-id: 31dfcde add curve test Former-commit-id: 508420b add curve test Former-commit-id: 5dcd45d add curve test Former-commit-id: 79e7ce6 add curve test Former-commit-id: c1c96a0 clean up PR Former-commit-id: a4f7359 fix curve test Former-commit-id: 25fba7d address clippy Former-commit-id: 4ebcc98 address clippy Former-commit-id: dab0010 update deps Former-commit-id: 86d4d7e check-build.sh Former-commit-id: 630d414 check-build.sh Former-commit-id: 526ce1e add windows Former-commit-id: f22d6a2 add metapoolv2 plainpool1 test Former-commit-id: 00f9c0f add metapoolv2 plainpool1 test Former-commit-id: 7f14006 add metapoolv2 plainpool1 test Former-commit-id: 54bdfb4 add metapoolv2 tests Former-commit-id: d32be19 add metapoolv2 tests Former-commit-id: c3b2c36 add metapoolv2 tests Former-commit-id: 4c8a2db add metapoolv2 tests Former-commit-id: 44ca6b2 add metapoolv2 tests Former-commit-id: a959690 add metapoolv2 tests Former-commit-id: 6f684a6 add metapoolv2 tests Former-commit-id: 0ce393b add metapoolv2 tests Former-commit-id: 2f99d8d add metapoolv2 tests Former-commit-id: 583a86b add metapoolv2 tests Former-commit-id: e7ad6f8 add metapoolv2 tests Former-commit-id: 82fbade fix query_base_pool to try both methods Former-commit-id: 80cbe30 add curve crvUSD tests Former-commit-id: e5054ed add curve crvUSD tests Former-commit-id: da98d60 clean up curve tests Former-commit-id: 572b8a0 clean up curve tests Former-commit-id: 397da7b check-build.sh Former-commit-id: 4634ebf check-build.sh Former-commit-id: 7a84ae0 check-build.sh Former-commit-id: bfc3c9f ready for review Former-commit-id: 3988345 * cleaned up * remove old fields * fix up tests * fix up tests * fix up tests * fix up tests * fix up tests * fix up tests * fix up tests
* benchmarking quote downloader * better benchmarks * test * test * test * test * benchmarking with par iter for conversion * separated * find matching blocks optimisation * fix index out of bounds * lol forgot * further optimized * test size delta origin * test perf improvements * par is better * test * bench * test * Better cex quotes downloader, can still make faster but cba rn * done
* benchmarking quote downloader * better benchmarks * test * test * test * test * benchmarking with par iter for conversion * separated * find matching blocks optimisation * fix index out of bounds * lol forgot * further optimized * test size delta origin * test perf improvements * par is better * test * bench * test * Better cex quotes downloader, can still make faster but cba rn * done * cleanup to latest rust nightly
* fixo * fixo
* test * test, without order by * test * Made clippy happy, cleaned up spammy logs
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This PR replaces the fee table with a more sophisticated estimate of fees for each exchange. It considers the exchange pair and the securities class (spot vs. derivatives).
Limitations:
Not all token symbols were found in the database, so not all could be recognized. This will default them to a lower rate usually.
There were tons of tokens that didn't have a defined constant for them, and I didn't try to find one for all of them (this affected Kucoin). Let me know if I should try and resolve these.