Class FixedFeeModel

java.lang.Object

com.wualabs.qtsurfer.engine.strategy.backtest.simulation.FixedFeeModel

All Implemented Interfaces:

FeeModel

public class FixedFeeModel
extends Object
implements FeeModel

The DEFAULT FeeModel: a fixed decimal rate per side, ignoring liquidity . Wraps the existing buyFeeRate/sellFeeRate substrate on BacktestConfig so the default fill path reproduces today's numbers byte-for-byte.

Constructor Summary

Constructors

Constructor	Description
FixedFeeModel(double buyRate, double sellRate)

Method Summary

Modifier and Type	Method	Description
double	rate(FeeContext ctx)	Returns the decimal fee rate to charge for the given fill context.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

FixedFeeModel

public FixedFeeModel(double buyRate,
 double sellRate)

Parameters:

buyRate - decimal fee rate charged on BUY fills

sellRate - decimal fee rate charged on SELL fills

Method Details

rate

public double rate(FeeContext ctx)

Description copied from interface: FeeModel

Returns the decimal fee rate to charge for the given fill context.

Specified by:

rate in interface FeeModel

Parameters:

ctx - the fill context (side, liquidity, price, amount, instrument)

Returns:

the decimal fee rate (e.g. 0.001 = 0.1%)