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feat: add instrument-aware fee schedules - #104

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fallblu merged 1 commit into
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feat/instrument-fee-schedules
Aug 22, 2026
Merged

feat: add instrument-aware fee schedules#104
fallblu merged 1 commit into
developfrom
feat/instrument-fee-schedules

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@fallblu

@fallblu fallblu commented Aug 22, 2026

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Summary

  • add deterministic, composable per-instrument fee schedules with named fixed, notional, and per-unit components
  • support maker/taker applicability, explicit rounding, per-fill minimums and caps, rebates, and multi-currency FX conversion
  • attribute fee components through fills, positions, valuations, journals, and strategy messages while preserving frozen v8/v6 contracts
  • publish scenario/journal contract v9 and strategy protocol v7 with regenerated fixtures and documentation

Refs #27

Test plan

  • PATH="$PWD/.venv-schema/bin:$PWD/.venv-docs/bin:$PATH" make check
  • PATH="$PWD/.venv-schema/bin:$PWD/.venv-docs/bin:$PATH" make coverage
  • .venv-schema/bin/python test/validate_contract_conformance.py

@fallblu
fallblu merged commit 05436d6 into develop Aug 22, 2026
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@fallblu
fallblu deleted the feat/instrument-fee-schedules branch August 22, 2026 17:35
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