wehub-resource-sync
103 lines
4.3 KiB
C#
103 lines
4.3 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 TradeStation.
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/// </summary>
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/// <see href="https://www.tradestation.com/pricing"/>
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/// <remarks>
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/// It is $0 for domestic and $5 for international clients for normal equities trades up to 10,000 shares, then $0.005 per share after.
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/// Options are $0.60 per contract, per side, and an extra $1 for index options
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/// </remarks>
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public class TradeStationFeeModel : FeeModel
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{
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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 _equityOptionFee = 0.6m;
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/// <summary>
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/// Represents the fee associated with index options transactions (per contract).
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/// </summary>
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private const decimal _indexOptionFee = 1m;
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/// <summary>
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/// Represents the fee associated with futures transactions (per contract, per side).
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/// </summary>
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private const decimal _futuresFee = 1.5m;
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/// <summary>
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/// Gets the commission per trade based on the residency status of the entity or person.
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/// </summary>
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private decimal CommissionPerTrade => USResident ? 0m : 5.0m;
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/// <summary>
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/// Gets or sets a value indicating whether the entity or person is a resident of the United States.
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/// </summary>
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/// <value>
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/// <c>true</c> if the entity or person is a US resident; otherwise, <c>false</c>.
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/// </value>
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public bool USResident { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="TradeStationFeeModel"/> class.
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/// </summary>
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/// <param name="usResident">
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/// A boolean value indicating whether the entity or person is a US resident.
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/// Default is <c>true</c>.
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/// </param>
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public TradeStationFeeModel(bool usResident = true)
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{
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USResident = usResident;
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}
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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 == null)
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{
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throw new ArgumentNullException(nameof(parameters), "Order fee parameters cannot be null.");
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}
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switch (parameters.Security.Type)
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{
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case SecurityType.Option:
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return new OrderFee(new CashAmount(CommissionPerTrade + parameters.Order.AbsoluteQuantity * _equityOptionFee, Currencies.USD));
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case SecurityType.IndexOption:
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return new OrderFee(new CashAmount(CommissionPerTrade + parameters.Order.AbsoluteQuantity * _indexOptionFee, Currencies.USD));
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case SecurityType.Future:
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return new OrderFee(new CashAmount(parameters.Order.AbsoluteQuantity * _futuresFee, Currencies.USD));
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default:
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return new OrderFee(new CashAmount(CommissionPerTrade, Currencies.USD));
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}
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}
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}
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}
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