wehub-resource-sync
65 lines
2.4 KiB
C#
65 lines
2.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using QuantConnect.Securities;
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namespace QuantConnect.Orders.Fees
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{
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/// <summary>
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/// Represents a fee model specific to Charles Schwab.
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/// </summary>
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/// <see href="https://www.schwab.com/pricing"/>
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public class CharlesSchwabFeeModel : FeeModel
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{
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/// <summary>
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/// The exchange processing fee for standard option securities.
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/// </summary>
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private const decimal _optionIndexFee = 1m;
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/// <summary>
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/// Represents the fee associated with equity options transactions (per contract).
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/// </summary>
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private const decimal _optionFee = 0.65m;
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/// <summary>
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/// Calculates the order fee based on the security type and order parameters.
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/// </summary>
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/// <param name="parameters">The parameters for the order fee calculation, which include security and order details.</param>
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/// <returns>
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/// An <see cref="OrderFee"/> instance representing the calculated order fee.
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/// </returns>
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/// <exception cref="ArgumentNullException">
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/// Thrown when <paramref name="parameters"/> is <c>null</c>.
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/// </exception>
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public override OrderFee GetOrderFee(OrderFeeParameters parameters)
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{
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if (parameters.Security.Type.IsOption())
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{
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var feeRate = parameters.Security.Type switch
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{
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SecurityType.IndexOption => _optionIndexFee,
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SecurityType.Option => _optionFee,
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_ => 0m
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};
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return new OrderFee(new CashAmount(parameters.Order.AbsoluteQuantity * feeRate, Currencies.USD));
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}
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return OrderFee.Zero;
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}
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}
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}
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