Commission

[slavakurilyak]

Goal

As a developer, I want to set commission structure, so that I can have more accurate strategies based on maker and taker fees.

Consider

• Using catalyst's set_commission method, which defaults to:

catalyst.api.set_commission(self, maker=None, taker=None)

• Watching Eddie Chung's Building a Cryptocurrency Arbitrage Bot - Part 2

Notes

• Initial implementation can be found in mean_reversion_simple.py

• Catalyst features three different commission models:

1. PerShare - Calculates a commission for a transaction based on a per share cost with an optional minimum cost per trade
2. PerTrade - Calculates a commission for a transaction based on a per trade cost
3. PerDollar - Calculates a commission for a transaction based on a per dollar cost

• In Nov 2017, Catalyst reduced the commission values.

Through extensive testing of both back-testing and live-trading modes, we have reduced the commission and slippage values to account for lower volume transactions seen in some of the altcoins.

• In Jan 2018, Catalyst improved the commission model in backtesting.

[slavakurilyak]

On May 23, catalyst released an update to improve the commissions calculations in live mode - documented at Live trading

[bukosabino]

I have added commission values to config.json and I use it on strategy.py:

   "MAKER_COMMISSION": 0.0,
   "TAKER_COMMISSION": 0.0

I think is a better way if we run with 0 commissions to start.

[slavakurilyak]

I think is a better way if we run with 0 commissions to start.

@bukosabino good idea! Igor Kroitor (@kroitor), one of the core developers at @ccxt, says: "It is difficult to know in advance whether your order will be a market taker or maker." (11.7.2 Trading Fees, ccxt documentation)