chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+namespace QuantConnect.Orders.Fees
+{
+    /// <summary>
+    /// Provides an implementation of <see cref="FeeModel"/> that models FTX order fees
+    /// https://help.ftx.us/hc/en-us/articles/360043579273-Fees
+    /// </summary>
+    public class FTXUSFeeModel : FTXFeeModel
+    {
+        /// <summary>
+        /// Tier 1 maker fees
+        /// </summary>
+        public override decimal MakerFee => 0.001m;
+        
+        /// <summary>
+        /// Tier 1 taker fees
+        /// </summary>
+        public override decimal TakerFee => 0.004m;
+    }
+}