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Change trade fee

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This commit is contained in:
Sik Yoon 2024-05-25 02:49:14 +09:00
parent ddd690fd66
commit a0a9f254e1
1 changed files with 5 additions and 3 deletions
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8
src/future/table_mgmt.rs
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@ -175,7 +175,9 @@ async fn update_repeat_task(
if !price.is_zero() { if !price.is_zero() {
let mut update_values: Vec<(String, String)> = Vec::new(); let mut update_values: Vec<(String, String)> = Vec::new();
// to get quote_commission_precision // to get quote_commission_precision
let trade_fee = decimal_div(futures_trade_fee.maker_fee_percent, dec!(100)); let entry_trade_fee_ratio = decimal_div(futures_trade_fee.maker_fee_percent, dec!(100));
let exit_trade_fee_ratio = decimal_div(futures_trade_fee.taker_fee_percent, dec!(100));
let trade_fee = decimal_div(futures_trade_fee.taker_fee_percent, dec!(100));
let lot_step_size = exchange_info_map.get(&element.symbol).unwrap().stepsize; let lot_step_size = exchange_info_map.get(&element.symbol).unwrap().stepsize;
let quote_precision = exchange_info_map let quote_precision = exchange_info_map
.get(&element.symbol) .get(&element.symbol)
@ -186,8 +188,8 @@ async fn update_repeat_task(
RoundingStrategy::ToZero, RoundingStrategy::ToZero,
); );
let entry_trade_fee = decimal_mul(decimal_mul(position_size, element.entry_price), trade_fee); let entry_trade_fee = decimal_mul(decimal_mul(position_size, element.entry_price), entry_trade_fee_ratio);
let exit_trade_fee = decimal_mul(decimal_mul(position_size, price), trade_fee); let exit_trade_fee = decimal_mul(decimal_mul(position_size, price), exit_trade_fee_ratio);
let fee_total = decimal_add(entry_trade_fee, exit_trade_fee); let fee_total = decimal_add(entry_trade_fee, exit_trade_fee);
let initial_margin = decimal_add(decimal_mul(position_size, element.entry_price), entry_trade_fee); let initial_margin = decimal_add(decimal_mul(position_size, element.entry_price), entry_trade_fee);
let mut unrealized_pnl = Decimal::new(0, 8); let mut unrealized_pnl = Decimal::new(0, 8);