wehub-resource-sync
58 lines
2.4 KiB
C#
58 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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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 model the simulates order fees
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/// </summary>
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/// <remarks>Please use <see cref="FeeModel"/> as the base class for
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/// any implementations of <see cref="IFeeModel"/></remarks>
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public interface IFeeModel
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{
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/// <summary>
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/// Gets the order fee associated with the specified order.
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/// </summary>
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/// <param name="parameters">A <see cref="OrderFeeParameters"/> object
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/// containing the security and order</param>
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/// <returns>The cost of the order in a <see cref="CashAmount"/> instance</returns>
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OrderFee GetOrderFee(OrderFeeParameters parameters);
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}
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/// <summary>
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/// Provide extension method for <see cref="IFeeModel"/> to enable
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/// backwards compatibility of invocations.
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/// </summary>
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public static class FeeModelExtensions
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{
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/// <summary>
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/// Gets the order fee associated with the specified order. This returns the cost
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/// of the transaction in the account currency
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/// </summary>
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/// <param name="model">The fee model</param>
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/// <param name="security">The security matching the order</param>
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/// <param name="order">The order to compute fees for</param>
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/// <returns>The cost of the order in units of the account currency</returns>
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public static decimal GetOrderFee(this IFeeModel model, Security security, Order order)
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{
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var parameters = new OrderFeeParameters(security, order);
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var fee = model.GetOrderFee(parameters);
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return fee.Value.Amount;
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}
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}
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} |