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Charge SPXW options the SPXW fee in WebullFeeModel - #9923
Amadeus-22 wants to merge 1 commit into
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Pick the index option fee tier from the option ticker instead of the underlying, which is SPX for SPXW contracts. Closes QuantConnect#9922 Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
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Checked this against the fee model. The new test numbers check out against the constants: 0.50 + 0.50 = 1.00 for one contract under $1, and (0.50 + 0.59) x 4 = 4.36 at $2.00. One suggestion: add an SPX-ticker case beside it, so a regression in either direction is caught. |
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Thanks for checking the numbers and catching the VIXW/NDXP routing too. The SPX-ticker side is already covered by the existing |
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Closing for now but transfering work to the issue comment for review: #9922 (comment) |
Description
WebullFeeModelpicks the index option fee tier from the option ticker (Symbol.ID.Symbol) instead of the underlying, asInteractiveBrokersFeeModeldoes.Related Issue
Closes #9922
Motivation and Context
A real SPXW contract has the SPX index as its underlying, so the
"SPXW"case was never reached and SPXW fills were charged the SPX fee ($0.07 more per contract). VIXW, NDXP and XSP now also resolve by their own ticker; VIXW and NDXP fees are unchanged since they share their pair's rates.Requires Documentation Change
No.
How Has This Been Tested?
GetOrderFeeSpxwOptionOnSpxIndexbuilds an SPXW option on the SPX index (the test helper takes an optional option ticker). It fails on master (1.07 instead of 1.00, 4.64 instead of 4.36) and passes with the fix. All*FeeModelTestspass (452).Types of changes
Checklist
bug-<issue#>-<description>🤖 Generated with Claude Code