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>
2026-07-17 15:12:52 +08:00
parent d5e6132b13
commit 2269bc51ff
13 changed files with 307 additions and 20 deletions
@@ -43,4 +43,5 @@ def test_infer_initial_position_from_live():


 def test_reward_at_tp_long():
-    assert roll_ui.reward_at_tp_usdt("long", 100.0, 110.0, 2.0) == 20.0
+    # 毛利 20, 双边费 (200+220)*0.0005=0.21 → 净 19.79
+    assert abs(roll_ui.reward_at_tp_usdt("long", 100.0, 110.0, 2.0) - 19.79) < 1e-6