scrtlabs
Clean up API and docs about commissions.
This isn't an issue but a recommendation. The api and docs for the commission models are confusing for the crypto markets, as they are ported directly from zipline. Virtually all of the crypto exchanges I know of charge a percentage of the total quote currency used when buying/selling an asset (so 0.1% of the BTC value for an alt/btc pair, or usd value for btc/usd pair).
Yet the catalyst api has things like catalyst.finance.commission.PerShare which I believe charges a fee on a "per share" basis. This has basically no meaning in crypto, so why is it included? I can only imagine it confusing people. The other commission models are catalyst.finance.commission.PerTrade and catalyst.finance.commission.PerDollar . I still don't know which one to use but in reality there should only be one choice that charges a maker/taker percentage based on quote currency. I assume PerDollar is basically what i want? So for 0.1% maker/taker i would set the comission to PerDollar with 0.001?
Also, i can't find any information on what is the default commission actually is? Or how to set a new one? Would just be nice if this was better tailored to the crypto markets.
Ok so after some source code digging I can see that the default commission is an undocumented CommissionModel TradingPairFeeSchedule in exchange_blotter.py. There are other undocumented commission models that seem more geared towards crypto. Really then these should just be included in the docs and those other non relevant models removed.
