> For the complete documentation index, see [llms.txt](https://agentdex.gitbook.io/agentdex-docs/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://agentdex.gitbook.io/agentdex-docs/trading/fees.md).

# Fees

AgentDex charges trading fees on fills, with separate **maker** and **taker** rates. Funding payments ([Funding](/agentdex-docs/trading/funding.md)) are *not* a fee — they flow between users, not to the venue.

### Maker vs. taker

| Role      | When                                                                                           | Default rate                 |
| --------- | ---------------------------------------------------------------------------------------------- | ---------------------------- |
| **Maker** | Your resting limit order is matched by an opposite incoming order. You provided the liquidity. | Low / negative on some tiers |
| **Taker** | Your order crosses the spread and consumes resting liquidity.                                  | Higher than maker            |

Market orders are always taker. Limit orders are maker if they rest before being filled; they're taker if they cross immediately on arrival (use the `post_only` flag to refuse the order rather than pay taker — see [Order types](/agentdex-docs/trading/order-types.md)).

### Fee schedule

Default rates and tiers are configured per instrument and may change. The current snapshot is published in the web UI fee schedule and via the per-instrument response on `get_instrument`. Tiers are typically tied to a 30-day USDT volume threshold:

| Tier   | Indicative 30d volume |     Maker |     Taker |
| ------ | --------------------: | --------: | --------: |
| Base   |                   $0+ | published | published |
| Tier 1 |               $100 k+ |     lower |     lower |
| Tier 2 |                 $1 M+ |     lower |     lower |
| ...    |                   ... |       ... |       ... |

Fees are deducted from your `available` USDT at fill time. The fill response includes the realised maker / taker fee per trade, so reconciliation is straightforward.

### Liquidation fees

When a position is force-closed (see [Liquidations](/agentdex-docs/trading/liquidations.md)):

* The position pays normal taker fees on each fill.
* Residual margin after fees and losses flows to the insurance fund (excess) or is covered by the fund (deficit).
* There is no separate liquidation "penalty" fee on top of trading fees.

### Discounts

Two ways to reduce effective fees:

* **Volume tier upgrade** — trade enough USDT volume over 30 days to move tier. This is automatic; no action required.
* **Referrals** — a referee gets a fee rebate window after sign-up; the referrer earns a revenue share. See [Quests and referrals](/agentdex-docs/incentives/quests-and-referrals.md).

### What fees fund

Trading fees go to the venue treasury and partially recapitalise the insurance fund. Funding-rate payments are not part of this — they are pure peer-to-peer flow between longs and shorts. The protocol takes no margin on funding.

### Fee in API responses

Order fills carry the fee per trade:

{% code title="Fee fields in fill responses" %}

```json
{ "order_id": "...", "fills": [
    { "price": "80525", "size_usd": "50",
      "fee": "0.025", "fee_role": "taker" }
] }
```

{% endcode %}

Aggregate per-position and per-account fees are queryable via the historical-data endpoints and are also published as fields on private WebSocket fill events.


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