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").
Implementations§
Source§impl FeeAssetConfig
impl FeeAssetConfig
Sourcepub fn new(
asset: AssetNameExchange,
discount: Decimal,
) -> Result<Self, FeeAssetConfigError>
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.
Sourcepub fn asset(&self) -> &AssetNameExchange
pub fn asset(&self) -> &AssetNameExchange
The asset fees are charged in.
Trait Implementations§
Source§impl Clone for FeeAssetConfig
impl Clone for FeeAssetConfig
Source§impl Debug for FeeAssetConfig
impl Debug for FeeAssetConfig
Source§impl<'de> Deserialize<'de> for FeeAssetConfig
impl<'de> Deserialize<'de> for FeeAssetConfig
Source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
impl Eq for FeeAssetConfig
Source§impl Hash for FeeAssetConfig
impl Hash for FeeAssetConfig
Source§impl Ord for FeeAssetConfig
impl Ord for FeeAssetConfig
1.21.0 (const: unstable) · Source§fn max(self, other: Self) -> Selfwhere
Self: Sized,
fn max(self, other: Self) -> Selfwhere
Self: Sized,
1.21.0 (const: unstable) · Source§fn min(self, other: Self) -> Selfwhere
Self: Sized,
fn min(self, other: Self) -> Selfwhere
Self: Sized,
Source§impl PartialEq for FeeAssetConfig
impl PartialEq for FeeAssetConfig
Source§impl PartialOrd for FeeAssetConfig
impl PartialOrd for FeeAssetConfig
Source§impl Serialize for FeeAssetConfig
impl Serialize for FeeAssetConfig
impl StructuralPartialEq for FeeAssetConfig
Auto Trait Implementations§
impl Freeze for FeeAssetConfig
impl RefUnwindSafe for FeeAssetConfig
impl Send for FeeAssetConfig
impl Sync for FeeAssetConfig
impl Unpin for FeeAssetConfig
impl UnsafeUnpin for FeeAssetConfig
impl UnwindSafe for FeeAssetConfig
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