feat: uni-directional trading pair taker fee support (sqs ingester) (backport #8690) #8691
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…8690) * bidirectional taker fee support on sqs * lint * Removed outdated comment in ingest/sqs/pools/transformer/taker_fee.go Co-authored-by: Matt, Park <[email protected]> --------- Co-authored-by: Matt, Park <[email protected]> (cherry picked from commit 9d103ce)
PaddyMc
approved these changes
Sep 12, 2024
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This commit builds on the work done in PR 8344, but specifically on the data ingester for SQS.
Now, the taker fee can be set independently for each trade direction. For example, in a trading pair (A, B), the taker fee for A → B can be P, while the fee for B → A can be Q. With this change, there’s no need to lexicographically sort the pair denominations before storing or retrieving taker fee data. Instead, the taker fee map will now contain two separate entries: one for the pair (A, B) with value P, and another for the pair (B, A) with value Q.
Additionally, adjustments have been made to the sqs-side logic, For more details, refer to PR 510.
Tested in v26 with the following scenario:
make sqs-update-mainnet-statein sqs project to capture updated taker fee data for step 5.This is an automatic backport of pull request #8690 done by [Mergify](https://mergify.com).