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Fees

client.fees returns the spot fee rates in force for an account target, one row per listed market. It is authenticated and account-scoped (account / sub_account_id). These are the live effective rates, not a guaranteed quote of every future fill: the completed user trade owns the exact charge.

Get spot fee rates

await client.wait_for_catalogs()
rates = await client.fees.get_spot_fee_rates(
    symbol_id=client.catalogs.symbol_id_for_symbol("BTC-USDT"),  # optional: int or list of ints
)
for rate in rates.fee_rates:
    print(rate.symbol, rate.maker_fee_rate_percent, rate.taker_fee_rate_percent, rate.vip_tier)
    print(rate.reserve_fee_rate_percent, rate.post_only_reserve_fee_rate_percent)
    if rate.next_change_at is not None:
        print("refetch at", rate.next_change_at)

Rates are decimal percentage strings with no percent sign. Parse them with Decimal or integer arithmetic, never binary floats.

SpotFeeRate

  • symbol_id / symbol: Market; symbol is filled from the catalog
  • maker_fee_rate_percent: Effective maker rate; negative is a rebate
  • taker_fee_rate_percent: Effective taker rate
  • vip_tier: VIP tier used to resolve these rates
  • reserve_fee_rate_percent: Rate a new order reserves its quote fee at
  • post_only_reserve_fee_rate_percent: Same, for a new post-only limit order
  • next_change_at: Next scheduled change, or None
  • breakdown: Components of the effective rates, or None

The reserve rate is the highest maker or taker rate of every VIP tier under the fee schedule in force on the market, so it is at least the effective rates and discounts never lower it. The post-only reserve rate is the same from maker rates only.

next_change_at is a timezone-aware UTC datetime, the earliest time a fee schedule, discount, VIP tier, or fee policy starts or ends. Refetch rates at that time: the rates can change then, or stay the same.

Size a buy

A buy limit order that pays its fee in the quote Asset is sized with reserve_fee_rate_percent, or with post_only_reserve_fee_rate_percent for a post-only order. A buy sized by a quote amount (max_quote_debit) reserves at the lower of the reserve and taker rates. Fills charge the effective rate, and the rest of the reserve is released as the order fills or ends.

Work in integer quote units of 10^-18, whatever the quote Asset's own decimals. The order reserves N + F: N is its price times its quantity, rounded up, and F is N times the rate, rounded up. It has sufficient quote balance when N + F is at most the asset's available balance. Other order validation and market limits still apply. The SDK has no helper for this.

More on the model: Fees and VIP.

Breakdown

breakdown is a SpotFeeRateBreakdown. Optional components may be None, and absent account discounts decode as an empty list.

  • tier_maker_fee_rate_percent / tier_taker_fee_rate_percent: rates of the account's VIP tier, before the market multiplier and discounts.
  • market_multiplier: SpotFeeMultiplier in force on this market, with maker_multiplier_percent, taker_multiplier_percent, effective_from, and effective_to.
  • account_discounts: list of SpotFeeDiscount in force, with maker_discount_percent, taker_discount_percent, all_markets, effective_from, and effective_to.
  • referral_discount: a SpotFeeDiscount, when one is in force.
Address book Saved destinations and whitelist views. API keys List, get, subscribe, and generate local API key material (no create on API-key SDKs). Auth Auth service helpers including nested profile access. Balances Read ledger balances and history, see reserved amounts, and stream live balance updates. Candles Read and stream public spot OHLCV candles via market data (candles alias). Catalog Spot and Zipper catalog hydration, symbol lookups, and quantity scales used by decimal order writes. Chain helpers On-chain Funding → Trading and Funding withdraw helpers. Chain analytics Chain analytics read APIs. Client configuration Constructor options, URLs, catalogs, wire format, and from_env behavior. Deposit Create and list per-account chain deposit addresses for funding your Polyester account. Errors Python SDK error types, MFA auth codes, realtime overflow, and retry guidance. Guard signer Guard signer approval helpers. Heatmap L2 order book heatmap reads. Internal transfers Move trading balances between Polyester accounts without touching a chain. Layout Layout collaboration APIs (not on the Python client). Lifecycle Deposit/withdraw lifecycle flows and subscribe. Market overview List and subscribe to per-market stats with optional snapshot-then-stream merge. Order book Depth snapshots and a stateful live order book that reconstructs the book for you. Orders Place, modify, cancel, batch, and stream spot orders, with optional attached take-profit, stop-loss, and trailing-stop risk. Policies Realtime API-key and subaccount-policy updates. Polychart Polychart collaboration APIs (not on the Python client). Profile Profile identity reads and subscribe helpers. Public trades Public trade tape reads and subscribe via market data. Realtime Shared Centrifugo WebSocket client, subscription contract, handshake-before-return, and fail-closed overflow. Social verification Social verification APIs (reference-only). Subaccounts Subaccount reads, members, invites, activity. User trades List and stream your private spot fills (not the public tape). Transfers Transfer history reads. Triggers Create, manage, pause/resume, and stream standalone automations that place a child order when a market condition fires. Whiteboard Whiteboard collaboration APIs (not on the Python client). Withdrawals Trading withdraw intents to funding or external chain destinations (signed payload). Zipper Deposit/withdraw config and related Zipper reads.
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