MRPNL

Maker-Taker Fees

A two-sided fee model where liquidity providers (makers) earn rebates and liquidity takers pay fees.

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Formula

Net fee = Taker fee − Maker rebate (both in $/share or bps)

The maker-taker model is the dominant fee structure for electronic exchanges in equities, futures, and crypto. Exchanges charge takers a fee for immediately consuming liquidity and pay makers a rebate for posting resting orders.

The result: posting limit orders is cheaper (often negative cost after rebate) than crossing the spread with a market order. Sophisticated participants route orders to maximize maker rebates — a practice called rebate arbitrage.

Critics argue maker-taker distorts order routing incentives: brokers may route to exchanges paying higher rebates rather than to venues offering the best prices for clients.

#fees#execution#microstructure

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