wehub-resource-sync
132 lines
4.9 KiB
C#
132 lines
4.9 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 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 Public.com.
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/// </summary>
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/// <see href="https://public.com/disclosures/fee-schedule"/>
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/// <remarks>
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/// Equity trades are free during regular market hours and $2.99 per trade during extended hours.
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/// Options on stocks and ETFs are free; index options cost $0.50 per contract.
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/// Crypto trades carry a fee that depends on the order amount in USD.
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/// The model uses the regular member tier and does not detect OTC stocks.
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/// </remarks>
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public class PublicFeeModel : FeeModel
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{
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/// <summary>
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/// Flat per-trade fee for US-listed equity trades placed during extended market hours.
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/// </summary>
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private const decimal _extendedHoursEquityFee = 2.99m;
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/// <summary>
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/// Per-contract fee for index options (regular member tier).
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/// </summary>
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private const decimal _indexOptionContractFee = 0.50m;
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/// <summary>
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/// Crypto fee charged on orders above the flat-tier range: 1.25% of the order amount.
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/// </summary>
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private const decimal _cryptoPercentFee = 0.0125m;
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/// <summary>
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/// Gets the order fee for a given security and order.
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/// </summary>
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/// <param name="parameters">The parameters including the security and order details.</param>
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/// <returns>A <see cref="OrderFee"/> in USD for the order.</returns>
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public override OrderFee GetOrderFee(OrderFeeParameters parameters)
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{
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var order = parameters.Order;
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var security = parameters.Security;
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decimal fee;
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switch (security.Type)
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{
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case SecurityType.Equity:
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fee = GetEquityFee(security, order);
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break;
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case SecurityType.IndexOption:
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fee = order.AbsoluteQuantity * _indexOptionContractFee;
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break;
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case SecurityType.Crypto:
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fee = GetCryptoFee(security, order);
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break;
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default:
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// Options on stocks and ETFs are commission-free on Public.com.
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return OrderFee.Zero;
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}
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return new OrderFee(new CashAmount(fee, Currencies.USD));
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}
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/// <summary>
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/// Returns the equity fee: free during regular market hours, a flat fee during extended hours.
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/// </summary>
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/// <param name="security">The traded security.</param>
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/// <param name="order">The order, whose time decides whether the trade is during regular hours.</param>
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/// <returns>The equity fee in USD.</returns>
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private static decimal GetEquityFee(Security security, Order order)
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{
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var localOrderTime = order.Time.ConvertFromUtc(security.Exchange.TimeZone);
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var isRegularHours = security.Exchange.Hours.IsOpen(localOrderTime, extendedMarketHours: false);
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return isRegularHours ? 0m : _extendedHoursEquityFee;
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}
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/// <summary>
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/// Returns the crypto fee for the order, tiered by the order amount in USD.
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/// </summary>
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/// <param name="security">The traded security.</param>
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/// <param name="order">The order being placed.</param>
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/// <returns>The crypto fee in USD.</returns>
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private static decimal GetCryptoFee(Security security, Order order)
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{
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var orderAmount = security.Price * security.SymbolProperties.ContractMultiplier * order.AbsoluteQuantity;
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if (orderAmount <= 10m)
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{
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return 0.49m;
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}
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if (orderAmount <= 25m)
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{
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return 0.69m;
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}
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if (orderAmount <= 50m)
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{
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return 1.19m;
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}
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if (orderAmount <= 100m)
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{
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return 1.69m;
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}
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if (orderAmount <= 250m)
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{
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return 3.29m;
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}
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if (orderAmount <= 500m)
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{
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return 6.29m;
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}
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return orderAmount * _cryptoPercentFee;
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}
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}
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}
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