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

Inheritance diagram for QuantConnect.Orders.Fees.BitfinexFeeModel:

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

Static Public Attributes
const decimal	MakerFee = 0.001m
	Tier 1 maker fees Maker fees are paid when you add liquidity to our order book by placing a limit order under the ticker price for buy and above the ticker price for sell. https://www.bitfinex.com/fees More...

const decimal	TakerFee = 0.002m
	Tier 1 taker fees Taker fees are paid when you remove liquidity from our order book by placing any order that is executed against an order of the order book. Note: If you place a hidden order, you will always pay the taker fee. If you place a limit order that hits a hidden order, you will always pay the maker fee. https://www.bitfinex.com/fees More...

Detailed Description

Provides an implementation of FeeModel that models Bitfinex order fees

Definition at line 24 of file BitfinexFeeModel.cs.

Member Function Documentation

◆ GetOrderFee()

override OrderFee QuantConnect.Orders.Fees.BitfinexFeeModel.GetOrderFee ( OrderFeeParameters parameters )

virtual

Get the fee for this order in quote currency

Parameters

parameters A OrderFeeParameters object containing the security and order

Returns: The cost of the order in quote currency

Reimplemented from QuantConnect.Orders.Fees.FeeModel.

Definition at line 46 of file BitfinexFeeModel.cs.

Here is the call graph for this function:

Member Data Documentation

◆ MakerFee

const decimal QuantConnect.Orders.Fees.BitfinexFeeModel.MakerFee = 0.001m

static

Tier 1 maker fees Maker fees are paid when you add liquidity to our order book by placing a limit order under the ticker price for buy and above the ticker price for sell. https://www.bitfinex.com/fees

Definition at line 31 of file BitfinexFeeModel.cs.

◆ TakerFee

const decimal QuantConnect.Orders.Fees.BitfinexFeeModel.TakerFee = 0.002m

static

Tier 1 taker fees Taker fees are paid when you remove liquidity from our order book by placing any order that is executed against an order of the order book. Note: If you place a hidden order, you will always pay the taker fee. If you place a limit order that hits a hidden order, you will always pay the maker fee. https://www.bitfinex.com/fees

Definition at line 38 of file BitfinexFeeModel.cs.

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

Common/Orders/Fees/BitfinexFeeModel.cs