# encoding: utf-8 # module QuantConnect.Orders.Fees calls itself Fees # from QuantConnect.Common, Version=2.4.0.0, Culture=neutral, PublicKeyToken=null # by generator 1.145 # no doc # imports import datetime import QuantConnect.Orders import QuantConnect.Orders.Fees import QuantConnect.Securities import System import typing # no functions # classes class FeeModel(System.object, QuantConnect.Orders.Fees.IFeeModel): """ Base class for any order fee model FeeModel() """ def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass class AlphaStreamsFeeModel(QuantConnect.Orders.Fees.FeeModel, QuantConnect.Orders.Fees.IFeeModel): """ Provides an implementation of QuantConnect.Orders.Fees.FeeModel that models order fees that alpha stream clients pay/receive AlphaStreamsFeeModel() """ def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass class BitfinexFeeModel(QuantConnect.Orders.Fees.FeeModel, QuantConnect.Orders.Fees.IFeeModel): """ Provides an implementation of QuantConnect.Orders.Fees.FeeModel that models Bitfinex order fees BitfinexFeeModel() """ def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass MakerFee: Decimal TakerFee: Decimal class ConstantFeeModel(QuantConnect.Orders.Fees.FeeModel, QuantConnect.Orders.Fees.IFeeModel): """ Provides an order fee model that always returns the same order fee. ConstantFeeModel(fee: Decimal, currency: str) """ def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass def __init__(self, fee: float, currency: str) -> QuantConnect.Orders.Fees.ConstantFeeModel: pass class FeeModelExtensions(System.object): """ Provide extension method for QuantConnect.Orders.Fees.IFeeModel to enable backwards compatibility of invocations. """ @staticmethod def GetOrderFee(model: QuantConnect.Orders.Fees.IFeeModel, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> float: pass __all__: list class FxcmFeeModel(QuantConnect.Orders.Fees.FeeModel, QuantConnect.Orders.Fees.IFeeModel): """ Provides an implementation of QuantConnect.Orders.Fees.FeeModel that models FXCM order fees FxcmFeeModel(currency: str) """ def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass def __init__(self, currency: str) -> QuantConnect.Orders.Fees.FxcmFeeModel: pass class GDAXFeeModel(QuantConnect.Orders.Fees.FeeModel, QuantConnect.Orders.Fees.IFeeModel): """ Provides an implementation of QuantConnect.Orders.Fees.FeeModel that models GDAX order fees GDAXFeeModel() """ @staticmethod def GetFeePercentage(utcTime: datetime.datetime, isMaker: bool) -> float: pass def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass class IFeeModel: """ Represents a model the simulates order fees """ def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass class InteractiveBrokersFeeModel(QuantConnect.Orders.Fees.FeeModel, QuantConnect.Orders.Fees.IFeeModel): """ Provides the default implementation of QuantConnect.Orders.Fees.IFeeModel InteractiveBrokersFeeModel(monthlyForexTradeAmountInUSDollars: Decimal, monthlyOptionsTradeAmountInContracts: Decimal) """ def GetOrderFee(self, parameters: QuantConnect.Orders.Fees.OrderFeeParameters) -> QuantConnect.Orders.Fees.OrderFee: pass def __init__(self, monthlyForexTradeAmountInUSDollars: float, monthlyOptionsTradeAmountInContracts: float) -> QuantConnect.Orders.Fees.InteractiveBrokersFeeModel: pass class OrderFee(System.object): """ Defines the result for QuantConnect.Orders.Fees.IFeeModel.GetOrderFee(QuantConnect.Orders.Fees.OrderFeeParameters) OrderFee(orderFee: CashAmount) """ def ToString(self) -> str: pass def __init__(self, orderFee: QuantConnect.Securities.CashAmount) -> QuantConnect.Orders.Fees.OrderFee: pass Value: QuantConnect.Securities.CashAmount Zero: 'OrderFee' class OrderFeeParameters(System.object): """ Defines the parameters for QuantConnect.Orders.Fees.IFeeModel.GetOrderFee(QuantConnect.Orders.Fees.OrderFeeParameters) OrderFeeParameters(security: Security, order: Order) """ def __init__(self, security: QuantConnect.Securities.Security, order: QuantConnect.Orders.Order) -> QuantConnect.Orders.Fees.OrderFeeParameters: pass Order: QuantConnect.Orders.Order Security: QuantConnect.Securities.Security