/*
* 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
{
///
/// Provides an order fee model that always returns the same order fee.
///
public class ConstantFeeModel : FeeModel
{
private readonly decimal _fee;
private readonly string _currency;
///
/// Initializes a new instance of the class with the specified
///
/// The constant order fee used by the model
/// The currency of the order fee
public ConstantFeeModel(decimal fee, string currency = "USD")
{
_fee = Math.Abs(fee);
_currency = currency;
}
///
/// Returns the constant fee for the model in units of the account currency
///
/// A object
/// containing the security and order
/// The cost of the order in units of the account currency
public override OrderFee GetOrderFee(OrderFeeParameters parameters)
{
return new OrderFee(new CashAmount(_fee, _currency));
}
}
}