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v1.0.9

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@mileswangs mileswangs released this 01 Aug 10:16
· 8 commits to main since this release

Add a binary fee model for prediction markets:

fee = quantity × fee rate × price × (1 - price)

Usage:

asset = (
    BacktestAssetPoly()
    .data(data)
    .binary_fee_model(
        maker_fee_rate=-0.07 * 0.2,
        taker_fee_rate=0.07,
    )
)