From e536b88f1c350c454ebda35bee3e57895257e126 Mon Sep 17 00:00:00 2001 From: Baul Date: Tue, 19 Dec 2017 23:26:32 +0800 Subject: [PATCH] BUG: fixed the commission calc --- catalyst/exchange/exchange_blotter.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/catalyst/exchange/exchange_blotter.py b/catalyst/exchange/exchange_blotter.py index ab8056d2..5af11a2c 100644 --- a/catalyst/exchange/exchange_blotter.py +++ b/catalyst/exchange/exchange_blotter.py @@ -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