Contents
Transaction Fees
Supported Models
Introduction
This page describes some of the pre-built fee models in LEAN. For more brokerage-specific fee models, see the brokerage integration documentation pages. If none of these models perform exactly how you want, create a custom fee model.
Constant Model
The ConstantFeeModel applies a constant fee to each order. It's the default fee model of the DefaultBrokerageModel if you trade Forex, CFD, or Crypto assets.
security.SetFeeModel(new ConstantFeeModel(0.05m));
security.SetFeeModel(ConstantFeeModel(0.05))
The following table describes the arguments the model accepts:
| Argument | Data Type | Description | Default Value |
|---|---|---|---|
fee | decimalfloat | The order fee quantity | |
currency | stringstr | The order fee currency | "USD" |
To view the implementation of this model, see the LEAN GitHub repository.
Interactive Brokers Model
The InteractiveBrokersFeeModel models the fees of Interactive Brokers. It's the default fee model of the DefaultBrokerageModel if you trade Equity, Option, Future, or Future Options assets.
security.SetFeeModel(new InteractiveBrokersFeeModel());
security.SetFeeModel(InteractiveBrokersFeeModel())
The following table describes the arguments the model accepts:
| Argument | Data Type | Description | Default Value |
|---|---|---|---|
monthlyForexTradeAmountInUSDollars | decimalfloat | Monthly Forex dollar volume traded | 0 |
monthlyOptionsTradeAmountInContracts | decimalfloat | Monthly Option contracts traded | 0 |
To view the implementation of this model, see the LEAN GitHub repository.
Atreyu Model
The AtreyuFeeModel models the fees of Atreyu Trading. It's the default fee model of the AtreyuBrokerageModel.
security.SetFeeModel(new AtreyuFeeModel());
security.SetFeeModel(AtreyuFeeModel())
The following table describes the arguments the model accepts:
| Argument | Data Type | Description | Default Value |
|---|---|---|---|
feesPerShare | decimal?float/NoneType | The fees per share to apply. If you don't provide a value, it uses 0.0035. | nullNone |
To view the implementation of this model, see the LEAN GitHub repository.
Binance Model
The BinanceFeeModel models the fees of Binance and Binance US. It's the default fee model of the BinanceBrokerageModel and BinanceUSBrokerageModel.
security.SetFeeModel(new BinanceFeeModel());
security.SetFeeModel(BinanceFeeModel())
The following table describes the arguments the model accepts:
| Argument | Data Type | Description | Default Value |
|---|---|---|---|
mFee | decimalfloat | Maker fee value | 0.001 |
tFee | decimalfloat | Taker fee value | 0.001 |
To view the implementation of this model, see the LEAN GitHub repository.
Bitfinex Model
The BitfinexFeeModel models the fees of Bitfinex. It's the default fee model of the BitfinexBrokerageModel.
security.SetFeeModel(new BitfinexFeeModel());
security.SetFeeModel(BitfinexFeeModel())
To view the implementation of this model, see the LEAN GitHub repository.
FTX Model
The FTXFeeModel models the fees of FTX. It's the default fee model of the FTXBrokerageModel.
security.SetFeeModel(new FTXFeeModel());
security.SetFeeModel(FTXFeeModel())
To view the implementation of this model, see the LEAN GitHub repository.
FTX US Model
The FTXUSFeeModel models the fees of FTX. It's the default fee model of the FTXUSBrokerageModel.
security.SetFeeModel(new FTXUSFeeModel());
security.SetFeeModel(FTXUSFeeModel())
To view the implementation of this model, see the LEAN GitHub repository.
GDAX Model
The GDAXFeeModel models the fees of Coinbase Pro. It's the default fee model of the GDAXBrokerageModel.
security.SetFeeModel(new GDAXFeeModel());
security.SetFeeModel(GDAXFeeModel())
To view the implementation of this model, see the LEAN GitHub repository.
Kraken Model
The KrakenFeeModel models the fees of Kraken. It's the default fee model of the KrakenBrokerageModel.
security.SetFeeModel(new KrakenFeeModel());
security.SetFeeModel(KrakenFeeModel())
To view the implementation of this model, see the LEAN GitHub repository.
Samco Model
The SamcoFeeModel models the fees of Samco. It's the default fee model of the SamcoBrokerageModel.
security.SetFeeModel(new SamcoFeeModel());
security.SetFeeModel(SamcoFeeModel())
To view the implementation of this model, see the LEAN GitHub repository.
Zerodha Model
The ZerodhaFeeModel models the fees of Zerodah. It's the default fee model of the ZerodhaBrokerageModel.
security.SetFeeModel(new ZerodhaFeeModel());
security.SetFeeModel(ZerodhaFeeModel())
To view the implementation of this model, see the LEAN GitHub repository.
You can also see our Videos. You can also get in touch with us via Discord.
Did you find this page helpful?
