[BUG] Filled order fees are not recorded correctly

[Nullably]

Describe the bug

Fees for orders that are filled are not recorded correctly for many connectors, instead of taking fees reported from exchange's API, the connectors call c_get_fee (which estimates fee). This results in incorrect fees stored on trades table (sqlite) and incorrect performance reported on history command.

This mistake was partly due to Binance connector had this bug which other connectors copied the code from. The bug was fixed on 29 December 2020 on Binance connector so connectors created after the date should not get affected.

Connectors which broadcast fee incorrectly on OrderFilledEvent:

• Kucoin
• Binance Perpetual Derivative
• Bifinex
• Coinbase Pro
• Bittrex
• OkEx
• Huobi
• Beaxy
• FTX
• Blocktane
• Coinzoom
• DigiFinex
• Gate.io
• Liquid

┆Issue is synchronized with this Clickup task by Unito

[RC-13]

Updating list of connector with active fee issue:
Bittrex: https://github.com/CoinAlpha/hummingbot/issues/4238
Blocktane: https://github.com/CoinAlpha/hummingbot/issues/4218
Coinzoom: https://github.com/CoinAlpha/hummingbot/issues/4256
Digifinex: https://github.com/CoinAlpha/hummingbot/issues/4255
Gate: https://github.com/CoinAlpha/hummingbot/issues/4223
Liquid: https://github.com/CoinAlpha/hummingbot/issues/4227

[aarmoa]

• Kucoin does not include fee information in the websocket event sent when orders are filled. There is no alternative but to estimate the fee based on the configured fee rate (see https://docs.kucoin.com/#private-order-change-events)

[aarmoa]

OkEx does not provide trades (order fills) events through the websocket. The only alternative for this connector is to estimate fees (see https://www.okex.com/docs/en/#spot_ws-channel)

[aarmoa]

Cooper from Beaxy exchange confirmed that they don't have the possibility for the time being to include fees information in the order update events.

[aarmoa]

Blocktane does not provide fee information in the trade websocket channel. They don't include fee information in the websocket order update channel either. They do have a trades REST api that could be used to retrieve fees, but that would require modifying the current client logic to make this call every time a trade is completed, cancelled or failed.
For the time being we will have to keep estimating fees.

[aarmoa]

Coinzoom does not provide fees information in their order update websocket channel. We have to keep estimating fees for the exchange.

[aarmoa]

Digifinex does not provide fees information in the trades updates websocket endpoint (https://github.com/DigiFinex/api/blob/master/Websocket_API_en.md). It does not provide that information through the REST API interface, making it impossible to stop estimating fees for this exchange.