Deduct round-trip taker fees from estimated perp PnL.
Unify hub/instance TP profit, calc_pnl, and push/accounting to net of 0.05% per side; leave exchange floating PnL unchanged. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -88,7 +88,8 @@ class HubCalculatorLibTests(unittest.TestCase):
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self.assertEqual(data["first_contracts"], 10.0)
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self.assertEqual(len(data["rows"]), 1)
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self.assertEqual(data["rows"][0]["loss_at_sl_u"], 50.0)
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self.assertEqual(data["rows"][0]["profit_at_tp_u"], 200.0)
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# 毛利 200 − 双边费 (1000+1200)*0.0005=1.1 → 198.9
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self.assertEqual(data["rows"][0]["profit_at_tp_u"], 198.9)
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@patch("lib.hub.hub_calculator_lib._resolve_market", return_value=_mock_resolve())
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def test_roll_calculator_chain_two_legs(self, _mock):
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