Hi there,
I believe to have a good automated trading strategy which I want to run on different timeframes to test live more extensively. As the amount of trades on lower time frames (below 1h) is quite large I could boost performance by looking for lower fees.

The strategy goes long and short, its programmed for BitMEX so I assumed 7.5 bps per trade so far. Limit orders for which I would get 2,5 bps rebate are not an option unfortunately especially on lower timeframes.

Does someone know of cheaper alternatives? I would even consider not trading the short legs if some exchanges offer no futures / margin loans to go short.

I saw exchanges like Tagz offering 1 bps fee structure (and API) but not sure its reliable / liquid.

Thanks for your insights!