wehub-resource-sync
51 lines
1.8 KiB
C#
51 lines
1.8 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*
|
|
*/
|
|
|
|
|
|
using QuantConnect.Securities;
|
|
|
|
namespace QuantConnect.Orders.Fees
|
|
{
|
|
/// <summary>
|
|
/// Provides an implementation of <see cref="FeeModel"/> that models Wolverine order fees
|
|
/// </summary>
|
|
public class WolverineFeeModel : FeeModel
|
|
{
|
|
private readonly decimal _feesPerShare;
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
/// <param name="feesPerShare">The fees per share to apply</param>
|
|
/// <remarks>Default value is $0.005 per share</remarks>
|
|
public WolverineFeeModel(decimal? feesPerShare = null)
|
|
{
|
|
_feesPerShare = feesPerShare ?? 0.005m;
|
|
}
|
|
|
|
/// <summary>
|
|
/// Get the fee for this order in quote currency
|
|
/// </summary>
|
|
/// <param name="parameters">A <see cref="OrderFeeParameters"/> object
|
|
/// containing the security and order</param>
|
|
/// <returns>The cost of the order in quote currency</returns>
|
|
public OrderFee GetOrderFee(OrderFeeParameters parameters)
|
|
{
|
|
return new OrderFee(new CashAmount(_feesPerShare * parameters.Order.AbsoluteQuantity, Currencies.USD));
|
|
}
|
|
}
|
|
}
|