Fees on Limit Orders on GDAX

I dug around and found that I could do this in C#:

Is there a Python equivalent to this?

"I thought there was no fee associated with GDAX limit orders" (sans PostOnly flag I just wanted to clarify):
Does every limit order count as a market maker? I think that depends on the state of the current order book, better described here:

But...it does seems every GDAX limit order in QC is being marked automatically as PostOnly to attempt and achieve a Maker-Only order as GDAX provides:

I am unsure why fees still appear in our case. One quick fix may be to use a constant fee model, though I am unsure if that is more or less realistic:

self.Securities["BTCUSD"].FeeModel = ConstantFeeTransactionModel(0.0)

According to their syntax it should be like this for Python:

Although I've tried it and it made no difference in my algorithm that repeatedly buys and sells using limit orders. There's no fee either way.

Supposedly the fee model for GDAX is 0.1% for market orders and 0% for anything else (limit, stop) so that should mean that enabling PostType is useless.

Possibly you're pulling margin?

Just to clarify, the GDAX Post-Only option only has effect on limit orders submitted to the live GDAX brokerage: it has no effect in backtesting and when using the live Paper brokerage (in these cases the fee for limit orders will always be zero).

When setting the PostOnly option to true with live GDAX, a limit order that would have been executed as a liquidity taker (paying the taker fees) will be rejected and the algorithm will have to re-submit it.

The default value of PostOnly is false, so if we do not want to risk paying any fees on limit orders, we need to set it to true.

It did make a difference for me in live mode. However, as indicated above, GDAX will reject some limit orders that were sent as post only.

In backtest mode, it makes no difference. 

Thanks everybody. I was able to avoid any fees once I did:

@Ahmad, glad you solved the issue, although the second line should be:

Yeah

Yeah sorry stupid typo ha. But yes so @Stefano, that means that fee-wise there's no point in doing Post Only? It'll be 0% either way as long as it's Limit? I've only been able to try backtesting so far, haven't made it to live.

 Haumed Rahmani Correct, in both backtesting and live Paper brokerage the Post Only flag is not used and limit order will always have zero fees.
 

Guys I've figured it out, none of the above code will work during live trading. Must be

(DefaultOrderProperties is located in self.)

Note: this will fail instead of paying a fee, so you may have to try again. It'll give an error like the following:

The cleanest approach would be to attach an event handler that tries again on fail.

Is there a way to have the trading fee be active during backtesting, similar to what it would be during live trading?  Reading through everything I can find I think the fee is 0.1% and would apply to all trades using the default SetHoldings method, correct?