/*
* 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
{
///
/// Provides an implementation of that models RBI order fees
///
public class RBIFeeModel : FeeModel
{
private readonly decimal _feesPerShare;
///
/// Creates a new instance
///
/// The fees per share to apply
/// Default value is $0.005 per share
public RBIFeeModel(decimal? feesPerShare = null)
{
_feesPerShare = feesPerShare ?? 0.005m;
}
///
/// Get the fee for this order in quote currency
///
/// A object
/// containing the security and order
/// The cost of the order in quote currency
public OrderFee GetOrderFee(OrderFeeParameters parameters)
{
return new OrderFee(new CashAmount(_feesPerShare * parameters.Order.AbsoluteQuantity, Currencies.USD));
}
}
}