Futures remove closure fee and rounding#1610
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artdgn merged 3 commits intofutures-implementationfrom Dec 9, 2021
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Warning: This PR is on top of
futures-next-pricebranch (#1609) so should be merged only AFTER that PR is merged. But can be reviewed already.Implements Synthetixio/issues#380
Also removes usage of rounding for decimal operations in futures contracts and tests.
The order fee calculation has been simplified to only consider the direction of the trade w.r.t. the skew before the trade. This makes the code simpler, more efficient, and easier to reason about and test. This means that in the edge-case of a trade that flips the skew - the fee will be charged as if it doesn't. This should be negligible both because this will a rare edge case, and because the difference in that case is very small (whether the full fee is all taker, all maker, or a combination).