mirror of
https://github.com/manifoldbt/manifoldbt.git
synced 2026-08-25 06:58:05 +00:00
release: v0.19.0
This commit is contained in:
@@ -1,4 +1,4 @@
|
||||
"""Example 17: Per-Venue Fees — charge each symbol its own fee schedule.
|
||||
"""Per-venue fees — charge each symbol its own fee schedule.
|
||||
|
||||
Real desks route different assets to different exchanges (or liquidity tiers),
|
||||
each with its own maker/taker fees, funding column and borrow rate. ``FeeConfig``
|
||||
@@ -9,6 +9,13 @@ Here a 4-asset momentum portfolio executes the majors (BTC, ETH) on a cheap
|
||||
venue and the alts (XRP, DOT) on a more expensive one. Single-provider universe,
|
||||
so it runs without Pro.
|
||||
|
||||
Demonstrates:
|
||||
- FeeConfig.per_venue: named fee schedules in one book
|
||||
- symbol_venue: which symbol trades where
|
||||
- the cost gap between routing majors and alts differently
|
||||
|
||||
Data: shared store — real market data from `data/` (see examples/README.md)
|
||||
|
||||
Usage:
|
||||
python examples/17_per_venue_fees.py
|
||||
"""
|
||||
|
||||
Reference in New Issue
Block a user