Add market fee discount to protocol (backport #3130)

[mergify]

Changelist

This PR implements a Market Fee Discount feature that allows governance to configure flexible fee discount periods for specific markets/CLOB pairs. During an active discount period, fees can be reduced by any percentage (from 0% to 100% of normal fees) for designated markets during specified time periods.

Detailed tech spec

Key Changes:

• Proto definitions for PerMarketFeeDiscountParams message with charge_ppm field for flexible discount percentages
• State management functions to get/set/list market fee discounts by CLOB pair
• Governance message handler (MsgSetMarketFeeDiscountParams) with validation for time ranges, CLOB pair existence, and charge_ppm limits
• gRPC query handlers to retrieve market fee discount configurations
• Fee calculation integration: GetPerpetualFeePpm() now checks for active fee discounts and applies proportional discount based on charge_ppm
• CLOB module updates: Pass clobPairId to fee calculation function
• TypeScript client codegen for indexer integration

Breaking Changes:

• GetPerpetualFeePpm() signature updated to include clobPairId parameter (all callers updated in this PR)

Example Governance Proposal

{
  "messages": [{
    "@type": "/dydxprotocol.feetiers.MsgSetMarketFeeDiscountParamss",
    "authority": "dydx10d07y265gmmuvt4z0w9aw880jnsr700jnmapky",
    "params": [{
      "clob_pair_id": 1,
       "start_time": "2024-07-31T00:00:00Z",
       "end_time": "2024-08-07T00:00:00Z", 
      "charge_ppm": 0
    }]
  }],
  "title": "Free Trading Week for ETH-USD"
}

Test Plan

Unit Tests

• ✅ Fee discount with charge_ppm = 0 returns zero fees (100% discount)
• ✅ Fee discount with charge_ppm = 500000 returns 50% of normal fees
• ✅ Fee discount with charge_ppm = 1000000 returns normal fees (no discount)
• ✅ Expired discounts do not affect fees (normal tier fees apply)
• ✅ Discounts are market-specific (only affect configured CLOB pairs)
• ✅ Discount applies proportionally to both maker and taker fees
• ✅ Discount applies to maker rebates (negative fees reduced proportionally)
• ✅ Validation rejects charge_ppm > 1000000
• ✅ Validation rejects invalid time ranges, non-existent CLOB pairs, excessive durations
• ✅ Query handlers return correct data for single/all market fee discount lookups

Manual Testing on Staging

1. Place Order WITHOUT Fee Discount
   Fill Result (BEFORE discount):

{
  "id": "6fba0e3e-bf39-54f2-9ac2-b316d25c1fe8",
  "side": "BUY",
  "liquidity": "TAKER",
  "type": "LIMIT",
  "market": "BTC-USD",
  "marketType": "PERPETUAL",
  "price": "107442",
  "size": "0.0001",
  "fee": "0.005373",
  "affiliateRevShare": "0",
  "createdAt": "2025-10-17T16:15:55.617Z",
  "createdAtHeight": "61353",
  "orderId": "4e9d5278-22f3-5902-bba1-d70853fd9c70",
  "clientMetadata": "0",
  "subaccountNumber": 0
}

2. Submit and Pass Governance Proposal for BTC-USD

{
  "messages": [
    {
      "@type": "/dydxprotocol.feetiers.MsgSetMarketFeeDiscountParams",
      "authority": "dydx10d07y265gmmuvt4z0w9aw880jnsr700jnmapky",
      "params": [
        {
          "clob_pair_id": 0,
          "start_time": "2025-10-01T00:00:00Z",
          "end_time": "2025-10-31T00:00:00Z",
          "charge_ppm": 0
        }
      ]
    }
  ],
  "deposit": "20000000adv4tnt",
  "metadata": "",
  "title": "Test Fee Discount Campaign - 100% Off BTC-USD",
  "summary": "Testing 100% fee discount (free trading) for CLOB pair 0 (BTC-USD)",
  "expedited": true
}

3. Verify Proposal Applied

$ ./build/dydxprotocold query feetiers get-market-fee-discount-params
params:
- charge_ppm: 0
  clob_pair_id: 0
  end_time_unix: "1767139200"
  start_time_unix: "1759363200"

4. Place Order WITH Fee Discount

{
  "id": "86a13a26-8bb9-558c-aee3-966bedfc2b8d",
  "side": "BUY",
  "liquidity": "TAKER",
  "type": "LIMIT",
  "market": "BTC-USD",
  "marketType": "PERPETUAL",
  "price": "107382",
  "size": "0.0001",
  "fee": "0",
  "affiliateRevShare": "0",
  "createdAt": "2025-10-17T16:20:41.758Z",
  "createdAtHeight": "61613",
  "orderId": "4e9d5278-22f3-5902-bba1-d70853fd9c70",
  "clientMetadata": "0",
  "subaccountNumber": 0
}

Author/Reviewer Checklist

• If this PR has changes that result in a different app state given the same prior state and transaction list, manually add the state-breaking label.
• If the PR has breaking postgres changes to the indexer add the indexer-postgres-breaking label.
• If this PR isn't state-breaking but has changes that modify behavior in PrepareProposal or ProcessProposal, manually add the label proposal-breaking.
• If this PR is one of many that implement a specific feature, manually label them all feature:[feature-name].
• If you wish to for mergify-bot to automatically create a PR to backport your change to a release branch, manually add the label backport/[branch-name].
• Manually add any of the following labels: refactor, chore, bug.

Summary by CodeRabbit

• New Features

  • Per-market fee discounts: new messages/tx to set discounts, gRPC/LCD queries to fetch one or all market discounts, and a CLI command to view them.

• Improvements

  • Fee computation now applies per-market discounts to taker/maker fees.

• Tests

  • Added unit and integration tests for validation, keeper logic, RPC/CLI queries, message handling, and fee computation.

• Chores

  • CI workflows updated to trigger on the new branch.

---

This is an automatic backport of pull request #3130 done by [Mergify](https://mergify.com).

[mergify]

Cherry-pick of 33a4abb has failed:

On branch mergify/bp/release/protocol/v9.x/pr-3130
Your branch is up to date with 'origin/release/protocol/v9.x'.

You are currently cherry-picking commit 33a4abb2.
  (fix conflicts and run "git cherry-pick --continue")
  (use "git cherry-pick --skip" to skip this patch)
  (use "git cherry-pick --abort" to cancel the cherry-pick operation)

Changes to be committed:
	modified:   indexer/packages/v4-protos/src/codegen/dydxprotocol/bundle.ts
	new file:   indexer/packages/v4-protos/src/codegen/dydxprotocol/feetiers/per_market_fee_discount.ts
	modified:   indexer/packages/v4-protos/src/codegen/dydxprotocol/feetiers/query.lcd.ts
	modified:   indexer/packages/v4-protos/src/codegen/dydxprotocol/feetiers/query.rpc.Query.ts
	modified:   indexer/packages/v4-protos/src/codegen/dydxprotocol/feetiers/query.ts
	modified:   indexer/packages/v4-protos/src/codegen/dydxprotocol/feetiers/tx.rpc.msg.ts
	modified:   indexer/packages/v4-protos/src/codegen/dydxprotocol/feetiers/tx.ts
	modified:   indexer/packages/v4-protos/src/codegen/gogoproto/bundle.ts
	modified:   indexer/packages/v4-protos/src/codegen/google/bundle.ts
	new file:   proto/dydxprotocol/feetiers/per_market_fee_discount.proto
	modified:   proto/dydxprotocol/feetiers/query.proto
	modified:   proto/dydxprotocol/feetiers/tx.proto
	modified:   protocol/app/msgs/all_msgs.go
	modified:   protocol/app/msgs/internal_msgs.go
	modified:   protocol/app/msgs/internal_msgs_test.go
	modified:   protocol/lib/ante/internal_msg.go
	modified:   protocol/x/feetiers/client/cli/query.go
	modified:   protocol/x/feetiers/client/cli/query_test.go
	modified:   protocol/x/feetiers/keeper/grpc_query.go
	modified:   protocol/x/feetiers/keeper/grpc_query_test.go
	modified:   protocol/x/feetiers/keeper/msg_server.go
	modified:   protocol/x/feetiers/keeper/msg_server_test.go
	new file:   protocol/x/feetiers/keeper/per_market_fee_discount.go
	new file:   protocol/x/feetiers/keeper/per_market_fee_discount_test.go
	modified:   protocol/x/feetiers/types/errors.go
	modified:   protocol/x/feetiers/types/keys.go
	new file:   protocol/x/feetiers/types/per_market_fee_discount.go
	new file:   protocol/x/feetiers/types/per_market_fee_discount.pb.go
	new file:   protocol/x/feetiers/types/per_market_fee_discount_test.go
	modified:   protocol/x/feetiers/types/query.pb.go
	modified:   protocol/x/feetiers/types/query.pb.gw.go
	modified:   protocol/x/feetiers/types/tx.pb.go

Unmerged paths:
  (use "git add <file>..." to mark resolution)
	both modified:   protocol/x/clob/keeper/mev.go
	both modified:   protocol/x/clob/keeper/orders.go
	both modified:   protocol/x/clob/keeper/process_single_match.go
	both modified:   protocol/x/clob/types/expected_keepers.go
	both modified:   protocol/x/feetiers/keeper/keeper.go
	both modified:   protocol/x/feetiers/keeper/keeper_test.go
	both modified:   protocol/x/feetiers/types/types.go
	both modified:   protocol/x/vault/keeper/vault_test.go

To fix up this pull request, you can check it out locally. See documentation: https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/checking-out-pull-requests-locally

[coderabbitai]

Important

Review skipped

Bot user detected.

To trigger a single review, invoke the @coderabbitai review command.

You can disable this status message by setting the reviews.review_status to false in the CodeRabbit configuration file.

---

_{Comment @coderabbitai help to get the list of available commands and usage tips.}