fix(trader): stop over-attributing entry fees on partial position closes

The FIFO matcher reduced an open trade's remaining quantity but not its
remaining fee, so each subsequent partial close re-attributed entry fee
that earlier closes had already counted (e.g. open 2.0 with fee 0.4,
two 1.0 closes attributed 0.6 total). Deduct the consumed fee portion
alongside the quantity so attributed fees sum to the fee actually paid.
This commit is contained in:
tinkle-community
2026-06-11 00:45:06 +08:00
parent 41c2625bb2
commit 332ddf61ef
2 changed files with 15 additions and 7 deletions

View File

@@ -143,7 +143,11 @@ func buildClosedPosition(trade TradeRecord, side string, state *positionState) *
weightedSum += ot.Price * matchQty
matchedQty += matchQty
totalEntryFee += ot.Fee * (matchQty / ot.Quantity)
// Attribute the entry fee proportionally and deduct the consumed
// portion from the open trade, so a later partial close cannot
// re-attribute fee that was already counted.
feePortion := ot.Fee * (matchQty / ot.Quantity)
totalEntryFee += feePortion
if entryTime.IsZero() {
entryTime = ot.Time
@@ -151,6 +155,7 @@ func buildClosedPosition(trade TradeRecord, side string, state *positionState) *
remainingQty -= matchQty
ot.Quantity -= matchQty
ot.Fee -= feePortion
// Remove fully consumed open trade
if ot.Quantity <= dustQuantityEpsilon {