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DOC: added commissions info to the live trading page
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AvishaiW committed May 14, 2018
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Expand Up @@ -210,3 +210,20 @@ You can learn more by running the following from the command line:
Here is a complete algorithm for reference:
`Buy Low and Sell High <https://github.com/enigmampc/catalyst/blob/master/catalyst/examples/buy_low_sell_high_live.py>`_
Commissions
^^^^^^^^^^^
In live mode, commissions are taken off according to what is reduced on the
exchange. In some exchanges, the fee is always
reduced from the quote currency where others reduce it from the currency
that was bought. Meaning that when buying ``btc`` using the ``btc_usd`` trading
pair, some exchanges will reduce the fee from the ``usd`` value,
while others will reduce it from the ``btc`` value, which will result in a
lower ``btc`` amount than the one originally specified.
In live Catalyst supports both methods, since the fees are fetched directly
from the exchanges.
Currently, in paper trading and backtest modes the commissions are reduced
**always** from the quote currency defined on the algorithm (we will align
these modes in the future with live mode).

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