wehub-resource-sync
77 lines
2.6 KiB
C#
77 lines
2.6 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 ProtoBuf;
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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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/// Defines the result for <see cref="IFeeModel.GetOrderFee"/>
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/// </summary>
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[ProtoContract(SkipConstructor = true)]
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public class OrderFee
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{
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/// <summary>
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/// Gets the order fee
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/// </summary>
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[ProtoMember(1)]
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public CashAmount Value { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="OrderFee"/> class
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/// </summary>
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/// <param name="orderFee">The order fee</param>
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public OrderFee(CashAmount orderFee)
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{
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Value = new CashAmount(
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orderFee.Amount.Normalize(),
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orderFee.Currency);
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}
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/// <summary>
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/// Applies the order fee to the given portfolio
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/// </summary>
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/// <param name="portfolio">The portfolio instance</param>
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/// <param name="fill">The order fill event</param>
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public virtual void ApplyToPortfolio(SecurityPortfolioManager portfolio, OrderEvent fill)
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{
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portfolio.CashBook[Value.Currency].AddAmount(-Value.Amount);
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}
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/// <summary>
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/// This is for backward compatibility with old 'decimal' order fee
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/// </summary>
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public override string ToString()
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{
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return $"{Value.Amount} {Value.Currency}";
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}
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/// <summary>
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/// This is for backward compatibility with old 'decimal' order fee
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/// </summary>
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public static implicit operator decimal(OrderFee m)
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{
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return m.Value.Amount;
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}
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/// <summary>
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/// Gets an instance of <see cref="OrderFee"/> that represents zero.
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/// </summary>
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public static readonly OrderFee Zero =
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new OrderFee(new CashAmount(0, Currencies.NullCurrency));
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}
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}
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