The maker_fee and taker_fee attributes of FuturesContract

[q351941406]

The maker_fee and taker_fee attributes of FuturesContract are fee rates, but if it's a fixed fee (e.g., 10 yuan per contract), the fixed fee needs to be converted into a proportional rate. However, this conversion depends on the price, which cannot be obtained before backtesting. Are there any solutions to this problem?

[faysou]

Yes, you can search the code base for something called FeeModel.

[q351941406]

Yes, you can search the code base for something called FeeModel.

But it can only be used in the lower-level API. The one I used is the higher-level API.

[faysou]

It will be possible in the next release, or if you use the develop branch

[q351941406]

It will be possible in the next release, or if you use the develop branch

That's great! I can wait and hope that the fill_model of BacktestVenueConfig will also be usable in the new version.

[faysou]

Yes I've made all remaining models work with the backtestnode