/*
* 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 System;
using QuantConnect.Securities;
namespace QuantConnect.Orders.Fees
{
///
/// Represents a fee model specific to Charles Schwab.
///
///
public class CharlesSchwabFeeModel : FeeModel
{
///
/// The exchange processing fee for standard option securities.
///
private const decimal _optionIndexFee = 1m;
///
/// Represents the fee associated with equity options transactions (per contract).
///
private const decimal _optionFee = 0.65m;
///
/// Calculates the order fee based on the security type and order parameters.
///
/// The parameters for the order fee calculation, which include security and order details.
///
/// An instance representing the calculated order fee.
///
///
/// Thrown when is null.
///
public override OrderFee GetOrderFee(OrderFeeParameters parameters)
{
if (parameters.Security.Type.IsOption())
{
var feeRate = parameters.Security.Type switch
{
SecurityType.IndexOption => _optionIndexFee,
SecurityType.Option => _optionFee,
_ => 0m
};
return new OrderFee(new CashAmount(parameters.Order.AbsoluteQuantity * feeRate, Currencies.USD));
}
return OrderFee.Zero;
}
}
}