wehub-resource-sync
49 lines
1.9 KiB
C#
49 lines
1.9 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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/// Provides an implementation of <see cref="FeeModel"/> that models TDAmeritrade order fees
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/// </summary>
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public class TDAmeritradeFeeModel : FeeModel
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{
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/// <summary>
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/// Get the fee for this order in quote currency
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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 quote currency</returns>
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public OrderFee GetOrderFee(OrderFeeParameters parameters)
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{
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var order = parameters.Order;
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var symbolSecurityType = order.Symbol.SecurityType;
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switch(symbolSecurityType)
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{
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case SecurityType.Equity:
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return new OrderFee(new CashAmount(0m, Currencies.USD));
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case SecurityType.Option:
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return new OrderFee(new CashAmount(0.65m * order.AbsoluteQuantity, Currencies.USD));
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};
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throw new System.ArgumentException(Messages.TDAmeritradeFeeModel.UnsupportedSecurityType(symbolSecurityType));
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}
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}
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}
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