Dynamically calculate fees

[DeviaVir]

Based on API calls to exchanges (some API's can tell you the fee beforehand), instead of having them hardcoded. Should also result in better sims.

[nickvanalst]

A few idea's for this:

Quickfix: make the fee a option in the bot, so that users can set it them self.

more permanent:
Make the exchanges add a function to return a fee based on selector. Then in the exchange it can have the fee hardcoded, or dynamic if the exchange supports it.

[carlos8f]

For sims: As I understand it, dynamic fees would take into account the user's trailing trade volume on the exchange, at the time of the query. Which when queried once at the start of the sim, would not reflect accurately through the duration of the sim, as the trailing trade volume wouldn't be possible through one API call. It would also make one user's sims different than other's, leading to unreproducible sim results. I'm more inclined to hard-code the max fee for taker and maker as it's doing now, and have an override --fee flag for manually injecting a fee.

For live trading, the fee depends on whether it's a maker or taker order, and sometimes that's not predictable beforehand. If not predictable, the max taker fee can be used to calculate order size before ordering (we aren't doing that yet and we probably should). So what would dynamic fee query really accomplish? Maybe making the order size a tiny bit more accurate? Please correct me if I'm wrong.