Files
quantconnect--lean/Algorithm.CSharp
Martin-Molinero c4a2d6eef4
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Crypto base currency fees handled correctly (#6166)
* 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

- 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
2022-01-28 13:02:58 -03:00
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2022-01-12 12:10:20 -03:00