Open slavakurilyak opened 6 years ago
On May 23, catalyst released an update to improve the commissions calculations in live mode - documented at Live trading
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.
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)
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
Notes
Initial implementation can be found in mean_reversion_simple.py
Catalyst features three different commission models: