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nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester
https://nautilustrader.io
GNU Lesser General Public License v3.0
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Add maker_fee and taker_fee params to FuturesConract and OptionContract __init__() #1717

Open naught2020 opened 2 weeks ago

naught2020 commented 2 weeks ago

Bug Report

maker_fee and taker_fee arguments are missing in instruments init method, FuturesContract and OptionContract fee is always default value Decimal(0).

cjdsellers commented 1 week ago

Thanks for the report @naught2020

One reason this is missing is because we have plans for moving fee and margin related fields off instruments and into FeeModel and the venue config.

We're currently still deciding if it makes sense to add these params for consistency and accept the overhead of wiring this all throughout the platform into Rust - or, proceed with the above refactoring instead.

I'll change this ticket over to an enhancement request as this is a known limitation and not a bug as such.