Stefano Raggi
01a0454c57
* Move updating of cashbook for fees out of SecurityPortfolioModel * Update BitfinexBrokerage to handle fees in base currency
49 lines
1.8 KiB
C#
49 lines
1.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using QuantConnect.Securities;
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namespace QuantConnect.Orders.Fees
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{
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/// <summary>
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/// An order fee where the fee quantity has already been subtracted from the filled quantity
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/// </summary>
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/// <remarks>
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/// This type of order fee is returned by some crypto brokerages (e.g. Bitfinex and Binance)
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/// with buy orders with cash accounts.
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/// </remarks>
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public class ModifiedFillQuantityOrderFee : OrderFee
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{
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/// <summary>
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/// Initializes a new instance of the <see cref="ModifiedFillQuantityOrderFee"/> class
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/// </summary>
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/// <param name="orderFee">The order fee</param>
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public ModifiedFillQuantityOrderFee(CashAmount orderFee)
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: base(orderFee)
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{
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}
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/// <summary>
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/// Applies the order fee to the given portfolio
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/// </summary>
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/// <param name="portfolio">The portfolio instance</param>
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/// <param name="fill">The order fill event</param>
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public override void ApplyToPortfolio(SecurityPortfolioManager portfolio, OrderEvent fill)
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{
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// do not apply the fee twice
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}
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}
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}
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