Add maker_fee and taker_fee params to FuturesContract and OptionsContract __init__()

[naught2020]

Bug Report

maker_fee and taker_fee arguments are missing in instruments init method, FuturesContract and OptionContract fee is always default value Decimal(0).

[cjdsellers]

Thanks for the report @naught2020

One reason this is missing is because we have plans for moving fee and margin related fields off instruments and into FeeModel and the venue config.

We're currently still deciding if it makes sense to add these params for consistency and accept the overhead of wiring this all throughout the platform into Rust - or, proceed with the above refactoring instead.

I'll change this ticket over to an enhancement request as this is a known limitation and not a bug as such.

[stentor2018]

hi! i would like to know if there is any progress about this enhancement?

[cjdsellers]

Hi @stentor2018

This is actually blocked right now pending a refactoring of fee modeling.

We didn't want to spend time adding these parameters everywhere (which takes significant time including through Rust), when we're moving to decoupling this from the instrument definitions.

Thanks for your patience 🙏.

[naught2020]

got it, thanks for your reply! I will keep waiting.

[stefansimik]

Isn't this already solved in latest release 1.208.0 Beta?

[cjdsellers]

Thanks @stefansimik

This one can be closed as completed.