/* * 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 ProtoBuf; using QuantConnect.Securities; namespace QuantConnect.Orders.Fees { /// /// Defines the result for /// [ProtoContract(SkipConstructor = true)] public class OrderFee { /// /// Gets the order fee /// [ProtoMember(1)] public CashAmount Value { get; set; } /// /// Initializes a new instance of the class /// /// The order fee public OrderFee(CashAmount orderFee) { Value = new CashAmount( orderFee.Amount.Normalize(), orderFee.Currency); } /// /// Applies the order fee to the given portfolio /// /// The portfolio instance /// The order fill event public virtual void ApplyToPortfolio(SecurityPortfolioManager portfolio, OrderEvent fill) { portfolio.CashBook[Value.Currency].AddAmount(-Value.Amount); } /// /// This is for backward compatibility with old 'decimal' order fee /// public override string ToString() { return $"{Value.Amount} {Value.Currency}"; } /// /// This is for backward compatibility with old 'decimal' order fee /// public static implicit operator decimal(OrderFee m) { return m.Value.Amount; } /// /// Gets an instance of that represents zero. /// public static readonly OrderFee Zero = new OrderFee(new CashAmount(0, Currencies.NullCurrency)); } }