chore: import upstream snapshot with attribution
This commit is contained in:
@@ -0,0 +1,50 @@
|
||||
/*
|
||||
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
||||
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
||||
*
|
||||
* Licensed under the Apache License, Version 2.0 (the "License");
|
||||
* you may not use this file except in compliance with the License.
|
||||
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
||||
*
|
||||
* Unless required by applicable law or agreed to in writing, software
|
||||
* distributed under the License is distributed on an "AS IS" BASIS,
|
||||
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
* See the License for the specific language governing permissions and
|
||||
* limitations under the License.
|
||||
*
|
||||
*/
|
||||
|
||||
|
||||
using QuantConnect.Securities;
|
||||
|
||||
namespace QuantConnect.Orders.Fees
|
||||
{
|
||||
/// <summary>
|
||||
/// Provides an implementation of <see cref="FeeModel"/> that models Wolverine order fees
|
||||
/// </summary>
|
||||
public class WolverineFeeModel : FeeModel
|
||||
{
|
||||
private readonly decimal _feesPerShare;
|
||||
|
||||
/// <summary>
|
||||
/// Creates a new instance
|
||||
/// </summary>
|
||||
/// <param name="feesPerShare">The fees per share to apply</param>
|
||||
/// <remarks>Default value is $0.005 per share</remarks>
|
||||
public WolverineFeeModel(decimal? feesPerShare = null)
|
||||
{
|
||||
_feesPerShare = feesPerShare ?? 0.005m;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Get the fee for this order in quote currency
|
||||
/// </summary>
|
||||
/// <param name="parameters">A <see cref="OrderFeeParameters"/> object
|
||||
/// containing the security and order</param>
|
||||
/// <returns>The cost of the order in quote currency</returns>
|
||||
public OrderFee GetOrderFee(OrderFeeParameters parameters)
|
||||
{
|
||||
return new OrderFee(new CashAmount(_feesPerShare * parameters.Order.AbsoluteQuantity, Currencies.USD));
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user