fix: fee-compare apples-to-apples accuracy (paginated funding, multi-slice, comparable notional) - #2217
Merged
Merged
Conversation
…ns, comparable notional
F1: paginate fetchHlFundingHistory (up to 5 pages × 500) to cover 180d+ windows
F4: multi-slice reconstructGainsPositions — one PositionSlice per size-change period
so pre-increase periods use smaller notional (more accurate HL equiv funding)
F5: track comparableNotionalUsdc (HL-listed coins only) and use it in walletStats
so the HL taker-equiv fee isn't inflated by PONS/Gains-exclusive notional
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
fetchHlFundingHistorynow fetches up to 5 pages × 500 entries, covering 180d+ windows (before it silently stopped at 500 entries / ~167 days)reconstructGainsPositionsnow emits onePositionSliceper size-change period per position instead of one slice using the final post-increase notional for the entire window; pre-increase periods now use the correct (smaller) notionalcomparableNotionalUsdc(HL-listed coins only) andwalletStatsuses it for the Gains→HL sim, so the HL taker-equiv fee isn't inflated by PONS/Gains-exclusive trade volume; Gains-exclusive fees are also subtracted from the Gains actual totalWhat was wrong before
Test plan
npx tsc --noEmit)