v1.0.10 Small order size for ETH perp (#244)

* Small order size for ETH perp * v1.0.10
dydxprotocol · Jul 31, 2020 · 8691b73 · 8691b73
1 parent 592c462
commit 8691b73
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Showing 4 changed files with 22 additions and 2 deletions.
diff --git a/package-lock.json b/package-lock.json
diff --git a/package.json b/package.json
@@ -1,6 +1,6 @@
 {
   "name": "@dydxprotocol/perpetual",
-  "version": "1.0.9",
+  "version": "1.0.10",
   "description": "Ethereum Smart Contracts and TypeScript library used for the dYdX Perpetual Contracts",
   "main": "dist/src/index.js",
   "types": "dist/src/index.d.ts",

diff --git a/src/modules/InverseOrders.ts b/src/modules/InverseOrders.ts
@@ -100,4 +100,21 @@ export class InverseOrders extends Orders {
       positionDelta: isBuy ? positionAmount.negated() : positionAmount,
     };
   }
+
+  public getFeeForOrder(
+    amount: BigNumber,
+    isTaker: boolean = true,
+  ): Fee {
+    if (!isTaker) {
+      return Fee.fromBips('-2.5');
+    }
+
+    // WETH-PUSD: Small order size is 1000 USD.
+    //
+    // TODO: Address fees more generally on a per-market basis.
+    const isSmall = amount.lt('1000e6');
+    return isSmall
+      ? Fee.fromBips('50.0')
+      : Fee.fromBips('7.5');
+  }
 }
diff --git a/src/modules/Orders.ts b/src/modules/Orders.ts
@@ -229,6 +229,9 @@ export class Orders {
       return Fee.fromBips('-2.5');
     }
 
+    // PBTC-USDC: Small order size is 0.5 BTC.
+    //
+    // TODO: Address fees more generally on a per-market basis.
     const isSmall = amount.lt('0.5e8');
     return isSmall
       ? Fee.fromBips('50.0')