fee on short selling

API Futures API
1

I have a question about fee and order side. I know, that the fee is paid in the base asset for buys and quote asset for sells. For example, if I have a zero position of BTC on my account and

  • If I go long and buy 1xBTCUSDT, then my positionSize=longPosition=1-fee (the fee is paid by the base asset BTC). If I close my long position (= sell), then the commission is paid by the quote asset USDT. The commission is substracted from the positionSize.

If I go short, how will the fee be paid? Is the following assumption true?:

  • If I go short and sell 1xBTCUSDT, then my positionSize=shortPosition=1 (and not 1-fee) (the fee is paid by the quote asset USDT). If I close my short position (= buy), then the commission is paid by the base asset BTC. This means, if I go short (= sell, then buy), the commission is NOT substracted from the positionSize. Am I right?
2

please find the details of how to calculate futures fee. Binance Futures Fee Structure & Fee Calculations | Binance

3

@dino thanks. One general question. Looking at the examples of this link, I can see:

How to calculate the commission for coin-margined contracts?

a) For Buy “1BTC BTCUSDT”, the fee is payed in BTC (0.00003959 BTC)
b) For Sell “10 BTCUSD 0925”, the fee is payed BTC (0.00001351 BTC)

Do I pay the fee for coin-margined contracts always with the base asset?