/* * 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 { /// /// Represents a model the simulates order fees /// /// Please use as the base class for /// any implementations of public interface IFeeModel { /// /// Gets the order fee associated with the specified order. /// /// A object /// containing the security and order /// The cost of the order in a instance OrderFee GetOrderFee(OrderFeeParameters parameters); } /// /// Provide extension method for to enable /// backwards compatibility of invocations. /// public static class FeeModelExtensions { /// /// Gets the order fee associated with the specified order. This returns the cost /// of the transaction in the account currency /// /// The fee model /// The security matching the order /// The order to compute fees for /// The cost of the order in units of the account currency public static decimal GetOrderFee(this IFeeModel model, Security security, Order order) { var parameters = new OrderFeeParameters(security, order); var fee = model.GetOrderFee(parameters); return fee.Value.Amount; } } }