How to use two CommissionInfo inside a strategy?

soulmachine

Some exchanges have different maker fee and taker fee, for example, BitMEX BTC taker fee is 0.075% and maker fee is -0.025%, I can add two CommissionInfo with the following code:

cerebro.broker.addcommissioninfo(CommissionInfoFractional(commission=0.0075), name='taker')
cerebro.broker.addcommissioninfo(CommissionInfoFractional(commission=-0.0025), name='maker')

And in my strategy class I can retrieve them back:

taker_comm = self.broker.comminfo['taker']
maker_comm = self.broker.comminfo['maker']

print(taker_comm.params.commission)
print(maker_comm.params.commission)

How can I use the two ComissionInfo instances in self.buy() and self.sell()? Thanks!

run-out

I believe using name in this way means the name of the dataline. You should look at creating a custom commission scheme.

soulmachine

@run-out You're right, the strategy retrieves the CommissionInfo instance at this line https://github.com/mementum/backtrader/blob/master/backtrader/strategy.py#L1315 :

comminfo = self.broker.getcommissioninfo(data)

So it uses the data name.

Since data has only one name, so it's not possible to apply multiple commission fees?

vladisld

@soulmachine said in How to use two CommissionInfo inside a strategy?:

Since data has only one name, so it's not possible to apply multiple commission fees?

You're probably right. AFAIK a single commission could be specified per data name or default. As @run-out correctly mentioned - you may develop your custom commission scheme.