tradeProportion = (100,000 - 1,000) / (100,000 + 100,000) = .495
Trade Exchange Rate = (1/100) * ln(.495/.505) + 1.01 - .00025 = 1.00955
Trade Interest Rate (annualized) = 11.46%
Dai sold in exchange for 1,000 1M Dai = 990.5403 Dai
All-In Trading Fee (Dai) = 990.5403 - (1000 / 1.01) = .4403 Dai
All-In Trading Fee (annualized interest rate terms) = .54%