Implement CommissionModel

[rsmb7z]

Pull Request

This PR introduces an enhancement to the CommissionModel, as outlined in issue #632, maintaining the default behavior while integrating a fixed price model. It further establishes a foundation for developing adapter-specific commission models.

Type of change

• New feature (non-breaking change which adds functionality)

How has this change been tested?

Existing tests passed and new tests added.

[cjdsellers]

Very nicely done, I think we can merge this as is - I appreciate the tests 🙏

[cjdsellers]

Just following up on this.

I've completed a rename of CommissionModel to FeeModel, just because commissions are only one component of a fee model - I left the get_commission method name unchanged though.

I also think you named InstrumentSpecificPercentCommissionModel well, however the direction we're taking the platform will be to take the fees off the instrument definitions - as they are more applicable at the venue listing level.

So I renamed that to MakerTakerFeeModel.

We could expand the FeeModel to include funding rates/fees (or that could be a separate model), but you did a great job of wiring this through, making the next step of removing fees from instruments much easier 🙏.

[rsmb7z]

I've completed a rename of CommissionModel to FeeModel, just because commissions are only one component of a fee model - I left the get_commission method name unchanged though.

Thanks, thats perfectly aligns with broader fee concept. I think we may change the other one too to either FixedFeeModel or ConstantFeeModel.

I also think you named InstrumentSpecificPercentCommissionModel well, however the direction we're taking the platform will be to take the fees off the instrument definitions - as they are more applicable at the venue listing level.

So I renamed that to MakerTakerFeeModel.

Yes at that stage, maker/taker fee would become direct input of the class. Also because this is added when adding the Venue so advanced model can have a lot more complex logic i.e. dynamic rates based on monthly volume etc. I will be adding IB one soon which includes dynamic commission calculation based on Instrument.

[cjdsellers]

I also took your suggestion of renaming FixedCommissionModel to FixedFeeModel, I think its cleaner.

Now on develop from c7c1a9e.