1. The Impact of Exchange Fees on Scalping
On leveraged contracts, exchange fees are assessed on the total position notional value, not just your allocated margin. At 20x leverage, a 0.05% taker entry fee and 0.05% taker exit fee equals 2.0% of your collateral balance in roundtrip friction.
2. Mathematical Breakeven Formula
To exit a position with zero net loss after accounting for two-way maker and taker exchange fees:
Long Breakeven
P_be = Entry * (1 + fee_in) / (1 - fee_out)
Short Breakeven
P_be = Entry * (1 - fee_in) / (1 + fee_out)