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I'm trading Crypto
I've been search for this for most of the day now, and I'm not finding a clear example.
Is there a way to set the fee to be based on the order amount in USD.
I see how to set a specific amount, but Gdax charges .0025 USD per transaction. So I need it to change per transaction, and not always be set to 4 cents.
Securities[ticker].FeeModel = new ConstantFeeTransactionModel(0.04m);
string tickersString ="BTCUSD,ETHUSD,LTCUSD";
public override void Initialize()
{
SetStartDate(2018, 1, 1);
SetEndDate(2018, 1, 25);
SetCash(10000);
string[] tickers = tickersString.Split(new string[1] { "," }, StringSplitOptions.RemoveEmptyEntries);
foreach (string ticker in tickers)
{
Symbol symbol = QuantConnect.Symbol.Create(ticker, SecurityType.Crypto, Market.GDAX);
AddCrypto(symbol, resolution);
Securities[ticker].FeeModel = new ConstantFeeTransactionModel(0.04m);
StockData stockData=new StockData();
stockData.Ticker=ticker;
stockData.emaOfChanges1Indicator = new ExponentialMovingAverage(emaOfChanges1Length);
stockData.emaOfChanges2Indicator = new ExponentialMovingAverage(emaOfChanges2Length);
stockDatas.Add(stockData);
}
}
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