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feat: Fee policies retrievable for all orders in auction #3046

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sunce86 opened this issue Oct 9, 2024 · 0 comments
Open

feat: Fee policies retrievable for all orders in auction #3046

sunce86 opened this issue Oct 9, 2024 · 0 comments

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@sunce86
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sunce86 commented Oct 9, 2024

Problem

The last attempt to save fee policies for all orders in the auction didn't work as expected (see PR: #3011).

We need a more efficient way to store fee policies so that they can be retrieved for each order in each auction.

This is a requirement for Issue #2844.

Suggested solution

@fleupold proposed an incremental approach: store the fee policy for an order the first time it appears in an auction. If the fee policy doesn't change in subsequent auctions, skip saving it again. If it does change, save the updated policy. When retrieving the fee policy for Auction X, search backwards through previous auctions (X, X-1, etc.) until the relevant policy is found.

Alternatives considered

One alternative is to shift fee policy creation to the orderbook and link it directly to order creation. Although this would involve significantly more work, it’s worth investigating how much effort this would actually require before fully committing to the incremental approach.

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