Provides an implementation of FeeModel that models GDAX order fees More...

Inheritance diagram for QuantConnect.Orders.Fees.GDAXFeeModel:

Additional Inherited Members
Public Member Functions inherited from QuantConnect.Orders.Fees.CoinbaseFeeModel
	CoinbaseFeeModel (decimal makerFee=MakerAdvanced1, decimal takerFee=TakerAdvanced1)
	Create Coinbase Fee model setting fee values More...

override OrderFee	GetOrderFee (OrderFeeParameters parameters)
	Get the fee for this order in quote currency More...

Static Public Attributes inherited from QuantConnect.Orders.Fees.CoinbaseFeeModel
const decimal	MakerAdvanced1 = 0.006m
	Level Advanced 1 maker fee Tab "Fee tiers" on More...

const decimal	TakerAdvanced1 = 0.008m
	Level Advanced 1 taker fee Tab "Fee tiers" on More...

const decimal	MakerStablePairs = 0m
	Stable Pairs maker fee Tab "Stable pairs" on More...

const decimal	TakerStableParis = 0.00001m
	Stable Pairs taker fee Tab "Stable pairs" on More...

Static Protected Member Functions inherited from QuantConnect.Orders.Fees.CoinbaseFeeModel
static decimal	GetFeePercentage (DateTime utcTime, bool isMaker, bool isStableCoin, decimal makerFee, decimal takerFee)
	Returns the maker/taker fee percentage effective at the requested date. More...

Detailed Description

Provides an implementation of FeeModel that models GDAX order fees

Definition at line 24 of file GDAXFeeModel.cs.

The documentation for this class was generated from the following file:

Additional Inherited Members