feat: add maker/taker Fee cost fields to trade message

tardis-dev · Mar 5, 2022 · c8355ec · c8355ec
1 parent 8c4d0d1
commit c8355ec
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Showing 3 changed files with 21 additions and 13 deletions.
diff --git a/README.md b/README.md
@@ -372,7 +372,9 @@ Up to 100 recent trades pushed immediately after successful subscription confirm
       "size": "4.53",
       "eventTimestamp": "2021-12-14T12:32:59.000Z",
       "takerAccount": "AAddgLu9reZCUWW1bNQFaXrCMAtwQpMRvmeusgk4pCM6",
-      "makerAccount": "EpAdzaqV13Es3x4dukfjFoCrKVXnZ7y9Y76whgMHo5qx"
+      "makerAccount": "EpAdzaqV13Es3x4dukfjFoCrKVXnZ7y9Y76whgMHo5qx",
+      "takerFeeCost": 0.04854859999988685,
+      "makerFeeCost": -0.02912915999993211
     }
   ]
 }
@@ -403,13 +405,15 @@ Pushed real-time for each trade as it happens on a DEX (decoded from the `eventQ
   "side": "buy" | "sell",
   "price": string,
   "size": string,
-  "eventTimestamp": string
-  "takerAccount": string
-  "makerAccount": string
-  "takerOrderId": string
-  "makerOrderId": string
-  "takerClientId": string
-  "makerClientId": string
+  "eventTimestamp": string,
+  "takerAccount": string,
+  "makerAccount": string,
+  "takerOrderId": string,
+  "makerOrderId": string,
+  "takerClientId": string,
+  "makerClientId": string,
+  "takerFeeCost": number,
+  "makerFeeCost": number
 }
 ```
 
@@ -432,7 +436,9 @@ Pushed real-time for each trade as it happens on a DEX (decoded from the `eventQ
   "takerOrderId": "169580918269611952651370",
   "makerOrderId": "173897456382859898438567",
   "takerClientId": "864345997654345666",
-  "makerClientId": "7067091222090985486"
+  "makerClientId": "7067091222090985486",
+  "takerFeeCost": 0.04854859999988685,
+  "makerFeeCost": -0.02912915999993211
 }
 ```
 

diff --git a/src/data_mapper.ts b/src/data_mapper.ts
@@ -389,8 +389,6 @@ export class DataMapper {
 
           const makerFillOrderId = matchingMakerFill !== undefined ? matchingMakerFill.orderId : undefined
 
-          const makerFillAccount = matchingMakerFill !== undefined ? matchingMakerFill.account : undefined
-
           if (makerFillOrderId === undefined) {
             logger.log('warn', 'Trade without matching maker fill order', {
               market: this._options.symbol,
@@ -414,11 +412,13 @@ export class DataMapper {
             size: message.size,
             eventTimestamp: message.eventTimestamp,
             takerAccount: message.account,
-            makerAccount: makerFillAccount!,
+            makerAccount: matchingMakerFill?.account!,
             takerOrderId: message.orderId,
             makerOrderId: makerFillOrderId!,
             takerClientId: message.clientId,
-            makerClientId: matchingMakerFill?.clientId!
+            makerClientId: matchingMakerFill?.clientId!,
+            takerFeeCost: message.feeCost,
+            makerFeeCost: matchingMakerFill?.feeCost!
           }
 
           yield this._putInEnvelope(tradeMessage, true)

diff --git a/src/types.ts b/src/types.ts
@@ -64,6 +64,8 @@ export interface Trade extends DataMessage, WithEventTimestamp {
   readonly makerOrderId: string
   readonly takerClientId: string
   readonly makerClientId: string
+  readonly takerFeeCost: number
+  readonly makerFeeCost: number
 }
 
 export interface Fill extends DataMessage, OrderItem {