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GDAXFeeModel

QuantConnect.Orders.Fees.GDAXFeeModel

GDAXFeeModel(
    maker_fee: float = ..., taker_fee: float = ...
)

Bases: CoinbaseFeeModel

Provides an implementation of FeeModel that models GDAX order fees

GDAXFeeModel is deprecated. Use CoinbaseFeeModel instead.

Create Coinbase Fee model setting fee values

Parameters:

Name Type Description Default
maker_fee float

Maker fee value

...
taker_fee float

Taker fee value

...

MAKER_ADVANCED_1

MAKER_ADVANCED_1: float = 0.006

Level Advanced 1 maker fee Tab "Fee tiers" on https://www.coinbase.com/advanced-fees

TAKER_ADVANCED_1

TAKER_ADVANCED_1: float = 0.008

Level Advanced 1 taker fee Tab "Fee tiers" on https://www.coinbase.com/advanced-fees

MAKER_STABLE_PAIRS

MAKER_STABLE_PAIRS: float = 0

Stable Pairs maker fee Tab "Stable pairs" on https://www.coinbase.com/advanced-fees

TAKER_STABLE_PARIS

TAKER_STABLE_PARIS: float = 1e-05

Stable Pairs taker fee Tab "Stable pairs" on https://www.coinbase.com/advanced-fees

get_order_fee

get_order_fee(parameters: OrderFeeParameters) -> OrderFee

Get the fee for this order in quote currency

Parameters:

Name Type Description Default
parameters OrderFeeParameters

A OrderFeeParameters object containing the security and order

required

Returns:

Type Description
OrderFee

The cost of the order in quote currency.

get_fee_percentage

get_fee_percentage(
    utc_time: Union[datetime, date],
    is_maker: bool,
    is_stable_coin: bool,
    maker_fee: float,
    taker_fee: float,
) -> float

Returns the maker/taker fee percentage effective at the requested date.

This codeEntityType is protected.

Parameters:

Name Type Description Default
utc_time Union[datetime, date]

The date/time requested (UTC)

required
is_maker bool

true if the maker percentage fee is requested, false otherwise

required
is_stable_coin bool

true if the order security symbol is a StableCoin, false otherwise

required
maker_fee float

maker fee amount

required
taker_fee float

taker fee amount

required

Returns:

Type Description
float

The fee percentage.