/*
* 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
{
///
/// Provides an implementation of that models Binance Futures order fees
///
public class BinanceFuturesFeeModel : BinanceFeeModel
{
///
/// Tier 1 USDT maker fees
/// https://www.binance.com/en/fee/futureFee
///
public const decimal MakerTier1USDTFee = 0.0002m;
///
/// Tier 1 USDT taker fees
/// https://www.binance.com/en/fee/futureFee
///
public const decimal TakerTier1USDTFee = 0.0004m;
///
/// Tier 1 BUSD maker fees
/// https://www.binance.com/en/fee/futureFee
///
public const decimal MakerTier1BUSDFee = 0.00012m;
///
/// Tier 1 BUSD taker fees
/// https://www.binance.com/en/fee/futureFee
///
public const decimal TakerTier1BUSDFee = 0.00036m;
private decimal _makerUsdtFee;
private decimal _takerUsdtFee;
private decimal _makerBusdFee;
private decimal _takerBusdFee;
///
/// Creates Binance Futures fee model setting fees values
///
/// Maker fee value for USDT pair contracts
/// Taker fee value for USDT pair contracts
/// Maker fee value for BUSD pair contracts
/// Taker fee value for BUSD pair contracts
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;
}
///
/// Gets the fee for the given order
///
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);
}
}
}