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QuantConnect.Orders.Fees.ExanteFeeModel Class Reference

Provides an implementation of FeeModel that models Exante order fees. According to:

More...

Inheritance diagram for QuantConnect.Orders.Fees.ExanteFeeModel:
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Public Member Functions

 ExanteFeeModel (decimal forexCommissionRate=0.25m)
 Creates a new instance More...
 
override OrderFee GetOrderFee (OrderFeeParameters parameters)
 Gets the order fee associated with the specified order. More...
 

Static Public Attributes

const decimal MarketUsaRate = 0.02m
 Market USA rate More...
 
const decimal DefaultRate = 0.02m
 Default rate More...
 

Detailed Description

Provides an implementation of FeeModel that models Exante order fees. According to:

Definition at line 29 of file ExanteFeeModel.cs.

Constructor & Destructor Documentation

◆ ExanteFeeModel()

QuantConnect.Orders.Fees.ExanteFeeModel.ExanteFeeModel ( decimal  forexCommissionRate = 0.25m)

Creates a new instance

Parameters
forexCommissionRateCommission rate for FX operations

Definition at line 47 of file ExanteFeeModel.cs.

Member Function Documentation

◆ GetOrderFee()

override OrderFee QuantConnect.Orders.Fees.ExanteFeeModel.GetOrderFee ( OrderFeeParameters  parameters)
virtual

Gets the order fee associated with the specified order.

Parameters
parametersA OrderFeeParameters object containing the security and order
Returns
The cost of the order in a CashAmount instance

Reimplemented from QuantConnect.Orders.Fees.FeeModel.

Definition at line 58 of file ExanteFeeModel.cs.

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Member Data Documentation

◆ MarketUsaRate

const decimal QuantConnect.Orders.Fees.ExanteFeeModel.MarketUsaRate = 0.02m
static

Market USA rate

Definition at line 34 of file ExanteFeeModel.cs.

◆ DefaultRate

const decimal QuantConnect.Orders.Fees.ExanteFeeModel.DefaultRate = 0.02m
static

Default rate

Definition at line 39 of file ExanteFeeModel.cs.


The documentation for this class was generated from the following file: