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FeeAssetConfig

Struct FeeAssetConfig 

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pub struct FeeAssetConfig(/* private fields */);
Expand description

A third asset the simulated venue charges spot fees in, at a discount, while the account holds enough of it: Binance’s “pay fees with BNB”.

§What a fill pays

The fee is the FeeModelConfig’s fee in quote, less discount, converted to the fee asset at the venue’s price for it: the mid, else the last price, of a spot instrument on the venue pairing the fee asset with the fill’s quote asset, in either direction (BNB/USDT, or the reciprocal of USDT/BNB). Of several, the one first by name. It is taken from the fee asset’s free balance when the fill settles, apart from what the fill exchanges, and the fill reports it in the fee asset, as a live venue does. Nothing is reserved for it while an order rests, since a venue does not hold the fee asset for open orders.

The fee is not rounded to the fee asset’s precision, which this venue does not know, so it can differ from a live venue’s in its last decimals.

§When it falls back

The fill is charged as without this setting, the undiscounted fee under the venue’s SpotFeeAsset rule, when any of these holds:

  • the fee asset’s free balance is short of the fee: the whole fee falls back, none of it is split. A margin account does not lend the fee asset for a fee.
  • the venue holds no positive price for the fee asset in the fill’s quote. A venue with no market feed holds none.
  • the instrument is the fee asset’s own, its base or its quote (BNB/USDT, ETH/BNB). A live venue discounts those too; this one does not.
  • the fill is cash-settled (a CFD), or its fee is zero or negative.

A fill’s fee asset says which happened. With an engine that prices the fee asset, PnL counts a fee charged in it; otherwise a backtest leaves it out, as a live run does.

new refuses a discount outside zero to one, and so does deserialising one. Serialised, the discount is a decimal string ("0.25").

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impl FeeAssetConfig

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pub fn new( asset: AssetNameExchange, discount: Decimal, ) -> Result<Self, FeeAssetConfigError>

Fees charged in asset, at discount off the fee model’s fee: 0.25 for a quarter off.

§Errors

Returns FeeAssetConfigError if discount is below zero or above one.

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pub fn asset(&self) -> &AssetNameExchange

The asset fees are charged in.

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pub fn discount(&self) -> Decimal

The fraction taken off the fee model’s fee: zero for none, one for no fee at all.

Trait Implementations§

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impl Clone for FeeAssetConfig

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for FeeAssetConfig

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

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for FeeAssetConfig

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Eq for FeeAssetConfig

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impl Hash for FeeAssetConfig

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

Feeds this value into the given Hasher. Read more
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fn hash_slice<H>(data: &[Self], state: &mut H)
where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher. Read more
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impl Ord for FeeAssetConfig

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

This method returns an Ordering between self and other. Read more
1.21.0 (const: unstable) · Source§

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

Compares and returns the maximum of two values. Read more
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fn min(self, other: Self) -> Self
where Self: Sized,

Compares and returns the minimum of two values. Read more
1.50.0 (const: unstable) · Source§

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

Restrict a value to a certain interval. Read more
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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. Read more
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impl PartialEq for FeeAssetConfig

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

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

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

Inequality operator !=. Read more
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impl PartialOrd for FeeAssetConfig

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

This method returns an ordering between self and other values if one exists. Read more
1.0.0 (const: unstable) · Source§

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

Tests less than (for self and other) and is used by the < operator. Read more
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fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator. Read more
1.0.0 (const: unstable) · Source§

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

Tests greater than (for self and other) and is used by the > operator. Read more
1.0.0 (const: unstable) · Source§

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

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

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

Serialize this value into the given Serde serializer. Read more
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impl StructuralPartialEq for FeeAssetConfig

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