wehub-resource-sync
89 lines
3.2 KiB
C#
89 lines
3.2 KiB
C#
/*
|
|
* 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.
|
|
*/
|
|
|
|
using QuantConnect.Util;
|
|
|
|
namespace QuantConnect.Orders.Fees
|
|
{
|
|
/// <summary>
|
|
/// Provides an implementation of <see cref="FeeModel"/> that models Binance Futures order fees
|
|
/// </summary>
|
|
public class BinanceFuturesFeeModel : BinanceFeeModel
|
|
{
|
|
/// <summary>
|
|
/// Tier 1 USDT maker fees
|
|
/// https://www.binance.com/en/fee/futureFee
|
|
/// </summary>
|
|
public const decimal MakerTier1USDTFee = 0.0002m;
|
|
|
|
/// <summary>
|
|
/// Tier 1 USDT taker fees
|
|
/// https://www.binance.com/en/fee/futureFee
|
|
/// </summary>
|
|
public const decimal TakerTier1USDTFee = 0.0004m;
|
|
|
|
/// <summary>
|
|
/// Tier 1 BUSD maker fees
|
|
/// https://www.binance.com/en/fee/futureFee
|
|
/// </summary>
|
|
public const decimal MakerTier1BUSDFee = 0.00012m;
|
|
|
|
/// <summary>
|
|
/// Tier 1 BUSD taker fees
|
|
/// https://www.binance.com/en/fee/futureFee
|
|
/// </summary>
|
|
public const decimal TakerTier1BUSDFee = 0.00036m;
|
|
|
|
private decimal _makerUsdtFee;
|
|
private decimal _takerUsdtFee;
|
|
private decimal _makerBusdFee;
|
|
private decimal _takerBusdFee;
|
|
|
|
/// <summary>
|
|
/// Creates Binance Futures fee model setting fees values
|
|
/// </summary>
|
|
/// <param name="mUsdtFee">Maker fee value for USDT pair contracts</param>
|
|
/// <param name="tUsdtFee">Taker fee value for USDT pair contracts</param>
|
|
/// <param name="mBusdFee">Maker fee value for BUSD pair contracts</param>
|
|
/// <param name="tBusdFee">Taker fee value for BUSD pair contracts</param>
|
|
public BinanceFuturesFeeModel(decimal mUsdtFee = MakerTier1USDTFee, decimal tUsdtFee = TakerTier1USDTFee,
|
|
decimal mBusdFee = MakerTier1BUSDFee, decimal tBusdFee = TakerTier1BUSDFee)
|
|
: base(-1, -1)
|
|
{
|
|
_makerUsdtFee = mUsdtFee;
|
|
_takerUsdtFee = tUsdtFee;
|
|
_makerBusdFee = mBusdFee;
|
|
_takerBusdFee = tBusdFee;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Gets the fee for the given order
|
|
/// </summary>
|
|
protected override decimal GetFee(Order order)
|
|
{
|
|
CurrencyPairUtil.DecomposeCurrencyPair(order.Symbol, out var _, out var quoteCurrency);
|
|
var makerFee = _makerUsdtFee;
|
|
var takerFee = _takerUsdtFee;
|
|
if (quoteCurrency == "BUSD")
|
|
{
|
|
makerFee = _makerBusdFee;
|
|
takerFee = _takerBusdFee;
|
|
}
|
|
|
|
return GetFee(order, makerFee, takerFee);
|
|
}
|
|
}
|
|
}
|