public void ReturnsSameFeesForStableCoinsWithoutPairs()
{
IFeeModel feeModel = new BinanceFeeModel();
var tz = TimeZones.NewYork;
// Use a StableCoin without pair in Binance
Security usdcusd = new Crypto(
SecurityExchangeHours.AlwaysOpen(tz),
new Cash("USD", 0, 10),
new SubscriptionDataConfig(typeof(TradeBar), Symbol.Create("USDCUSD", SecurityType.Crypto, Market.Binance), Resolution.Minute, tz, tz, true, false, false),
new SymbolProperties("USDCUSD", "USD", 1, 0.01m, 0.00000001m, string.Empty),
ErrorCurrencyConverter.Instance,
RegisteredSecurityDataTypesProvider.Null
);
usdcusd.SetMarketPrice(new Tick(DateTime.UtcNow, usdcusd.Symbol, 100, 100));
var time = new DateTime(2019, 2, 1);
var stableCoinFee = feeModel.GetOrderFee(
new OrderFeeParameters(
usdcusd,
new MarketOrder(usdcusd.Symbol, 1, time)
)
);
var normalPairFee = feeModel.GetOrderFee(
new OrderFeeParameters(
Security,
new MarketOrder(Security.Symbol, 1, time)
)
);
Assert.AreEqual(normalPairFee.Value.Amount, stableCoinFee.Value.Amount);
}
public void ReturnLongOrderTakerFees(OrderTestParameters parameters)
{
IFeeModel feeModel = new BinanceFeeModel();
var order = parameters.CreateLongOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : HighPrice;
var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));
Assert.AreEqual(
BinanceFeeModel.TakerTier1Fee * price * Math.Abs(Quantity),
fee.Value.Amount);
Assert.AreEqual("USDT", fee.Value.Currency);
}
public void ReturnShortOrderCustomTakerFees(decimal mFee, decimal tFee, OrderTestParameters parameters)
{
IFeeModel feeModel = new BinanceFeeModel(mFee, tFee);
var order = parameters.CreateShortOrder(Quantity);
var price = order.Type == OrderType.Limit ? ((LimitOrder)order).LimitPrice : LowPrice;
var fee = feeModel.GetOrderFee(new OrderFeeParameters(Security, order));
Assert.AreEqual(
tFee * price * Math.Abs(Quantity),
fee.Value.Amount);
Assert.AreEqual("USDT", fee.Value.Currency);
}
