change volume cut off for sell orders

fhenneke · fhenneke · commit de9ba8417ba9 · 2024-01-25T17:40:54.000+01:00
diff --git a/src/sql/orderbook/batch_rewards.sql b/src/sql/orderbook/batch_rewards.sql
@@ -96,7 +96,7 @@ order_surplus AS (
                                         THEN fp.surplus_factor / (1 - fp.surplus_factor) * surplus
                                     ELSE
                                         LEAST(
-                                            fp.max_volume_factor / (1 - fp.max_volume_factor) * os.buy_amount, -- at most charge a fraction of volume
+                                            fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume
                                             fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
                                         )
                                 END
diff --git a/src/sql/orderbook/order_rewards.sql b/src/sql/orderbook/order_rewards.sql
@@ -80,7 +80,7 @@ order_surplus AS (
                                         THEN fp.surplus_factor / (1 - fp.surplus_factor) * surplus
                                     ELSE
                                         LEAST(
-                                            fp.max_volume_factor / (1 - fp.max_volume_factor) * os.buy_amount, -- at most charge a fraction of volume
+                                            fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume
                                             fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus
                                         )
                                 END

Original file line number	Diff line number	Diff line change
`@@ -96,7 +96,7 @@ order_surplus AS (`
`96`	`96`	`THEN fp.surplus_factor / (1 - fp.surplus_factor) * surplus`
`97`	`97`	`ELSE`
`98`	`98`	`LEAST(`
`99`		`- fp.max_volume_factor / (1 - fp.max_volume_factor) * os.buy_amount, -- at most charge a fraction of volume`
	`99`	`+ fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume`
`100`	`100`	`fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus`
`101`	`101`	`)`
`102`	`102`	`END`
Original file line number	Diff line number	Diff line change
`@@ -80,7 +80,7 @@ order_surplus AS (`
`80`	`80`	`THEN fp.surplus_factor / (1 - fp.surplus_factor) * surplus`
`81`	`81`	`ELSE`
`82`	`82`	`LEAST(`
`83`		`- fp.max_volume_factor / (1 - fp.max_volume_factor) * os.buy_amount, -- at most charge a fraction of volume`
	`83`	`+ fp.max_volume_factor * os.sell_amount * os.buy_amount / (os.sell_amount - os.observed_fee), -- at most charge a fraction of volume`
`84`	`84`	`fp.surplus_factor / (1 - fp.surplus_factor) * surplus -- charge a fraction of surplus`
`85`	`85`	`)`
`86`	`86`	`END`