/* * 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 TDAmeritrade order fees /// public class TDAmeritradeFeeModel : FeeModel { /// /// 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) { var order = parameters.Order; var symbolSecurityType = order.Symbol.SecurityType; switch(symbolSecurityType) { case SecurityType.Equity: return new OrderFee(new CashAmount(0m, Currencies.USD)); case SecurityType.Option: return new OrderFee(new CashAmount(0.65m * order.AbsoluteQuantity, Currencies.USD)); }; throw new System.ArgumentException(Messages.TDAmeritradeFeeModel.UnsupportedSecurityType(symbolSecurityType)); } } }