open-economic-quant-research-data / Microstructure /reports /maker_queue_fee_sensitivity.csv
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Add real-data empirical validation across Polymarket CLOB, 785d Binance perp NAV, 312m JKP EM, and 144 L2 scenarios
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execution_tier,fee_bps,adverse_selection_bps,effective_hurdle_bps,fill_probability_assumption,scenarios_gross_positive,scenarios_net_positive,best_scenario_net_edge_bps,median_scenario_net_edge_bps
Retail Taker (Frozen Baseline),4.00,0.00,4.00,1.00,110,0,-1.6148,-3.8555
VIP-9 Taker,1.50,0.00,1.50,1.00,110,9,0.8852,-1.3555
Maker 0bp (Tail-of-Queue),0.00,1.85,1.85,0.42,110,9,0.5352,-1.7055
Maker 0bp (Median-Queue),0.00,1.15,1.15,0.58,110,9,1.2352,-1.0055
Maker 0bp (Front-of-Queue),0.00,0.45,0.45,0.74,110,19,1.9352,-0.3055
Maker Rebate -0.5bp (Median-Queue),-0.50,1.15,0.65,0.58,110,11,1.7352,-0.5055