Trader A (Maker fee: 0.02%; Taker fee: 0.03%) bought 100 contracts of call options (notional is 1 BTC): If trader A is the taker when order filled, so the Trading fee = Min(0.03% × 0.01 × 1 × 100, 7% × 0.05 × 0.01 × 1 × 100) = 0.0003 BTC; If trader A is the maker when order filled, so the Trading fee = Min(0.02% × 0.01 × 1 × 100, 7% × 0.05 × 0.01 × 1 × 100) = 0.0002 BTC.

To estimate Grid Profits for the order group shown: Assume the same notional for buy and sell For calculation purposes, we align the quantity on both sides of the trade using the executed sell amount, which is 0.00005216 BTC.