QuantConnect.Orders.Fees.CoinbaseFeeModel Class Reference

Represents a fee model specific to Coinbase. This class extends the base fee model. More...

Inheritance diagram for QuantConnect.Orders.Fees.CoinbaseFeeModel:

Public Member Functions
	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
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
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

Represents a fee model specific to Coinbase. This class extends the base fee model.

Definition at line 25 of file CoinbaseFeeModel.cs.

Constructor & Destructor Documentation

CoinbaseFeeModel()

QuantConnect.Orders.Fees.CoinbaseFeeModel.CoinbaseFeeModel	(	decimal	makerFee = MakerAdvanced1,
		decimal	takerFee = TakerAdvanced1
	)

Create Coinbase Fee model setting fee values

Parameters

makerFee	Maker fee value
takerFee	Taker fee value

By default: use Level Advanced 1 fees

Definition at line 61 of file CoinbaseFeeModel.cs.

Member Function Documentation

GetOrderFee()

override OrderFee QuantConnect.Orders.Fees.CoinbaseFeeModel.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 73 of file CoinbaseFeeModel.cs.

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GetFeePercentage()

static decimal QuantConnect.Orders.Fees.CoinbaseFeeModel.GetFeePercentage ( DateTime  utcTime, bool  isMaker, bool  isStableCoin, decimal  makerFee, decimal  takerFee  )

staticprotected

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

Parameters

utcTime	The date/time requested (UTC)
isMaker	true if the maker percentage fee is requested, false otherwise
isStableCoin	true if the order security symbol is a StableCoin, false otherwise
makerFee	maker fee amount
takerFee	taker fee amount

Returns

The fee percentage

Definition at line 112 of file CoinbaseFeeModel.cs.

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Member Data Documentation

MakerAdvanced1

const decimal QuantConnect.Orders.Fees.CoinbaseFeeModel.MakerAdvanced1 = 0.006m

static

Level Advanced 1 maker fee Tab "Fee tiers" on

Definition at line 31 of file CoinbaseFeeModel.cs.

TakerAdvanced1

const decimal QuantConnect.Orders.Fees.CoinbaseFeeModel.TakerAdvanced1 = 0.008m

static

Level Advanced 1 taker fee Tab "Fee tiers" on

Definition at line 37 of file CoinbaseFeeModel.cs.

MakerStablePairs

const decimal QuantConnect.Orders.Fees.CoinbaseFeeModel.MakerStablePairs = 0m

static

Stable Pairs maker fee Tab "Stable pairs" on

Definition at line 43 of file CoinbaseFeeModel.cs.

TakerStableParis

const decimal QuantConnect.Orders.Fees.CoinbaseFeeModel.TakerStableParis = 0.00001m

static

Stable Pairs taker fee Tab "Stable pairs" on

Definition at line 49 of file CoinbaseFeeModel.cs.

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

• Common/Orders/Fees/CoinbaseFeeModel.cs