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Here we discussed if the current implementation of the protocol fee should be called PriceImprovement, since price improvement is usually related to either limit price or market price at order creation time, whichever is higher/lower for sell/buy order.
Right now, implementation exist only as an improvement over limit price.
This issue captures work of taking Quote into consideration when calculating protocol fee (PriceImprovement case).
If by any chance we decide not to implement this, before closing this issue we should rename the PriceImprovement to Surplus or LimitPriceImprovement or similar.
The text was updated successfully, but these errors were encountered:
Since we renamed PriceImprovement to Surplus, we now need to add a new variant PriceImprovement which would have also factor and max_volume_factor, but also a quote.
Problem
#2213 (comment)
Here we discussed if the current implementation of the protocol fee should be called
PriceImprovement
, since price improvement is usually related to either limit price or market price at order creation time, whichever is higher/lower for sell/buy order.Right now, implementation exist only as an improvement over limit price.
This issue captures work of taking Quote into consideration when calculating protocol fee (
PriceImprovement
case).If by any chance we decide not to implement this, before closing this issue we should rename the
PriceImprovement
toSurplus
orLimitPriceImprovement
or similar.The text was updated successfully, but these errors were encountered: