Enum Class FeeLeg

java.lang.Object

java.lang.Enum<FeeLeg>

com.wualabs.qtsurfer.engine.strategy.backtest.FeeLeg

All Implemented Interfaces:

Serializable, Comparable<FeeLeg>, Constable

public enum FeeLeg
extends Enum<FeeLeg>

Which leg of the instrument pair a backtest fill's fee is charged on . Orthogonal to the per-side fee RATE (buyFeeRate / sellFeeRate): the rate says how much, the FeeLeg says in which asset.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
BASE	The fee is always charged in the BASE asset on both sides.
QUOTE	The fee is always charged in the QUOTE asset on both sides (amount * price * rate) — the convention for perpetual/derivatives venues (USDT-settled) and for simplified cash-PnL backtests.
RECEIVED	Default.

Method Summary

Modifier and Type	Method	Description
static FeeLeg	valueOf(String name)	Returns the enum constant of this class with the specified name.
static FeeLeg[]	values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods inherited from class Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

RECEIVED

public static final FeeLeg RECEIVED

Default. The fee is charged in the asset the fill receives: a BUY pays its fee in the BASE asset (you receive slightly less base — amount * rate), a SELL in the QUOTE asset (amount * price * rate). This is the everyday spot mechanic (Binance, Coinbase) and the canonical default the conformance fixtures encode.

QUOTE

public static final FeeLeg QUOTE

The fee is always charged in the QUOTE asset on both sides (amount * price * rate) — the convention for perpetual/derivatives venues (USDT-settled) and for simplified cash-PnL backtests.

BASE

public static final FeeLeg BASE

The fee is always charged in the BASE asset on both sides. RESERVED: no real venue charges spot fees this way, so it is not implemented — selecting it throws until a concrete need appears (kept as an enum slot so the contract is closed and forward-compatible).

Method Details

values

public static FeeLeg[] values()

Returns an array containing the constants of this enum class, in the order they are declared.

Returns:

an array containing the constants of this enum class, in the order they are declared

valueOf

public static FeeLeg valueOf(String name)

Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum class has no constant with the specified name

NullPointerException - if the argument is null