diff --git a/pkg/strategy/bollmaker/strategy.go b/pkg/strategy/bollmaker/strategy.go index ca14b74a6..be97db97a 100644 --- a/pkg/strategy/bollmaker/strategy.go +++ b/pkg/strategy/bollmaker/strategy.go @@ -551,6 +551,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se // initial required information s.session = session + s.neutralBoll = s.StandardIndicatorSet.BOLL(s.NeutralBollinger.IntervalWindow, s.NeutralBollinger.BandWidth) s.defaultBoll = s.StandardIndicatorSet.BOLL(s.DefaultBollinger.IntervalWindow, s.DefaultBollinger.BandWidth) @@ -573,6 +574,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se } } + if s.session.MakerFeeRate.Sign() > 0 || s.session.TakerFeeRate.Sign() > 0 { + s.Position.SetExchangeFeeRate(s.session.ExchangeName, types.ExchangeFee{ + MakerFeeRate: s.session.MakerFeeRate, + TakerFeeRate: s.session.TakerFeeRate, + }) + } + if s.ProfitStats == nil { if s.state != nil { // copy profit stats