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Merge branch 'commissioncalc' of https://github.com/inevity/catalyst into inevity-commissioncalc

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Frederic Fortier
2017-12-19 13:35:37 -05:00
parent dcefca6038 e536b88f1c
commit 6bfd76ffc7
1 changed files with 6 additions and 4 deletions
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catalyst/exchange/exchange_blotter.py
+6 -4
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@@ -60,10 +60,12 @@ class TradingPairFeeSchedule(CommissionModel):
maker = self.maker if self.maker is not None else asset.maker
taker = self.taker if self.taker is not None else asset.taker
multiplier = maker \
if ((order.amount > 0 and order.limit < transaction.price)
or (order.amount < 0 and order.limit > transaction.price)) \
and order.limit_reached else taker
multiplier = taker
if order.limit is not None:
multiplier = maker \
if ((order.amount > 0 and order.limit < transaction.price)
or (order.amount < 0 and order.limit > transaction.price)) \
and order.limit_reached else taker
# Assuming just the taker fee for now
fee = cost * multiplier