Struct PercentageFeeModel 

pub struct PercentageFeeModel {
    pub rate: Decimal,
    pub maker_rate: Option<Decimal>,
}

Percentage-of-notional fee model for spot, futures and CFD exchanges.

total_fee = rate * price * quantity.abs() * contract_size

Common for crypto spot/futures exchanges (e.g. Binance 0.1% taker fee).

Why contract_size is applied

The notional a percentage is charged on is the underlying exposure, not the contract count. For Spot the multiplier is Decimal::ONE and the term is inert, but a €25-per-point index CFD at 5000 has a notional of €125,000, not €5,000 — dropping the multiplier would understate the fee by exactly that factor, silently, on every fill. The same applies to any Future or Perpetual whose contract_size is not one.

Contrast PerContractFeeModel, which ignores the multiplier because its fee genuinely is per contract rather than per underlying unit.

Fields

rate: Decimal

Fee rate charged when the fill took liquidity, and when no maker_rate is configured. Typical range is [0, 1]:

• 0.001 = 0.1% (common taker fee)
• 0.0005 = 0.05% (common maker fee)

No validation is performed; values outside [0, 1] are accepted but produce unusual fee amounts.

maker_rate: Option<Decimal>

Fee rate charged when the fill made liquidity. None charges rate on both sides.

Absent by default so a configuration written before this field existed deserialises and prices exactly as it did. Set it to model a venue’s maker schedule — commonly a fraction of the taker rate, and on some venues a rebate, which this represents as a negative rate.

Implementations

impl PercentageFeeModel

pub fn new(rate: Decimal) -> Self

One rate, charged on both sides of the book.

pub fn maker_taker(maker_rate: Decimal, taker_rate: Decimal) -> Self

Distinct maker and taker rates, as a venue’s fee schedule quotes them.

A maker rebate is a negative maker_rate.

pub fn rate_for(&self, liquidity: Liquidity) -> Decimal

The rate charged for liquidity: maker_rate when it is configured and the fill made liquidity, otherwise rate.

Trait Implementations

impl Clone for PercentageFeeModel

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for PercentageFeeModel

impl Debug for PercentageFeeModel

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for PercentageFeeModel

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for PercentageFeeModel

impl FeeModel for PercentageFeeModel

fn compute_fee( &self, price: Decimal, quantity: Decimal, contract_size: Decimal, liquidity: Liquidity, ) -> Decimal

impl Hash for PercentageFeeModel

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for PercentageFeeModel

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

fn clamp_to<R>(self, range: R) -> Self

where Self: Sized, R: ClampBounds<Self>,

🔬This is a nightly-only experimental API. (clamp_to)

Restrict a value to a certain range.

impl PartialEq for PercentageFeeModel

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PartialOrd for PercentageFeeModel

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for PercentageFeeModel

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for PercentageFeeModel