When we backtest in future pairs. Many will use defualt 0.02% fee in the backtest. The question is , is it really the true percentage? Many exchnages they mention 0.02% fee for fhe future contracts. But you maybe noticed the concept of MAKER and TAKER. If your role is taker then you will be charged 0.05% ans if you are maker then you will be charged 0.02%. But the question who is maker and taker.
In simple terms you are maker if you add liquidity to the market by placing limit orders which are not going to execute immediately. Means your order will be executed in portions. On the other hand if you place market order then you are withdrawing liquidity from the market and you are executing order immediately.
In my experience, for open deal i chose limit orders and for close deals i use market orders for immediate exit. Because in futures trading even smaller price movements matter. So i use mean of 0.02% and 0.05% which is roughly 0.035% in my backtests. To get closer to real expectations.
And if you are using both market orders for open and close deal then you should use 0.05% fee in the backtest of your futures bot to get results closer real expectations.