Presumably the buyer would always pay the fee?, otherwise setting sale prices would be awkward and it would be impossible for new players to get their first credits.

Would it work like this?:

(using an example cost of 0.01 credit per unit per room, which still seems too high for some resources eg: energy)

Alice creates buy order : 100 power for 1 credit each

Bob sees that order and sells 100 power to it from 5 rooms away, he receives : 100 * (1 - 0.01 * 5) credits

in the transaction Alice pays 100 credits, 95 of which go to Bob and 5 of which are sunk into the market.

or with sell orders:

Bob creates a sell order: 100 power for 0.95 credits each

Alice sees this order and buys 100 power from it from 5 rooms away, she pays 100 * (0.95 + 0.01 * 5) credits

That's the only way I can think of that a credit transaction fee could work, it would change market orders so that the cost is the same regardless of whether selling to a buy order or creating a sell order, (other than order creation fee), which would be a significant change compared to the current system where the order creator pays a credit fee and the order completer pays an energy fee.

pros:

unifies market transactions to using a single currency (credits) instead of the two currently used (credits and energy)

simplifies the market somewhat, since it would no longer be necessary to calculate the effective cost of a deal due to energy fees, can just calculate the actual cost

cons:

breaking change

neutral:

cost of transactions no longer tied to the value of energy.

makes cost of market transactions symmetrical.

side note: 

an idea to allow a more global market while still applying some cost to it might be to have a power creeps special ability be to complete a market order with resources in their inventory, (since this would allow high level players to send a "trader" power creep towards the best price and pay lower fees at the cost of the cpu used to get the power creep there), they wouldn't be able to create orders just complete existing ones.