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. |