Crypto base currency fees handled correctly (#6166)
frostbyte_neo
发布于
2022-01-28 16:02:58 +00:00
| 2011 次提交 在此版本后已推送到 master
- Binance fees deducted from fill quantity accordengly
- For Binance cash accounts while buying, if fees are from the base
currency of leans virtual position, we need to deduct the fee from the
fill quantity, else we can end with a position bigger that it actually
is and not be able to liquidate
- Refactor solution into a more generic approach solving fees in base
currency at the BrokerageTransactionHandler level, covering all
brokerages that require it. Adding regression algorithm reproducing
issue.
- Update Bitfinex and Binance fee models to correctly reflact reality
- Log fill quantity adjusment once
下载附件