TDAmeritradeFeeModel.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 QuantConnect.Securities;
 
namespace QuantConnect.Orders.Fees
{
    /// <summary>
    /// Provides an implementation of <see cref="FeeModel"/> that models TDAmeritrade order fees
    /// </summary>
    public class TDAmeritradeFeeModel : FeeModel
    {
        /// <summary>
        /// Get the fee for this order in quote currency
        /// </summary>
        /// <param name="parameters">A <see cref="OrderFeeParameters"/> object
        /// containing the security and order</param>
        /// <returns>The cost of the order in quote currency</returns>
        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));
        }
    }
}