Commit Graph

2 Commits

Author SHA1 Message Date
Jhonathan Abreu 5611b5508a Binance crypto futures fee models (#6874)
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* Add Binance Futures and Binance Coin Futures fee models

* Add unit tests

* Add unit tests

* Minor changes

* Peer review

* Peer review
2023-02-09 19:25:27 -03:00
Martin-Molinero f12e8fc08e CryptoFutures adjustments (#6836)
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* CryptoFutures adjustments

- Address reviews of CryptoFutures:
- Add new Slice MarginInterestRates collection
- Add new regression tests asserting funding rate application behaves
  the same no matter the resolution
- Add auxiliary data by type into the security cache
- Revert BuyingPowerModel changes

* Make interest rate application time deterministic
2023-01-05 18:07:01 -03:00