ConstantFeeModel.cs

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