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QuantConnect.Orders.Fees.InteractiveBrokersFeeModel Class Reference

Provides the default implementation of IFeeModel More...

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

 InteractiveBrokersFeeModel (decimal monthlyForexTradeAmountInUSDollars=0, decimal monthlyOptionsTradeAmountInContracts=0)
 Initializes a new instance of the ImmediateFillModel More...
 
override OrderFee GetOrderFee (OrderFeeParameters parameters)
 Gets the order fee associated with the specified order. This returns the cost of the transaction in the account currency More...
 

Static Protected Member Functions

static decimal GetPotentialOrderPrice (Order order, Security security)
 Approximates the order's price based on the order type More...
 

Detailed Description

Provides the default implementation of IFeeModel

Definition at line 26 of file InteractiveBrokersFeeModel.cs.

Constructor & Destructor Documentation

◆ InteractiveBrokersFeeModel()

QuantConnect.Orders.Fees.InteractiveBrokersFeeModel.InteractiveBrokersFeeModel ( decimal  monthlyForexTradeAmountInUSDollars = 0,
decimal  monthlyOptionsTradeAmountInContracts = 0 
)

Initializes a new instance of the ImmediateFillModel

Parameters
monthlyForexTradeAmountInUSDollarsMonthly FX dollar volume traded
monthlyOptionsTradeAmountInContractsMonthly options contracts traded

Definition at line 51 of file InteractiveBrokersFeeModel.cs.

Member Function Documentation

◆ GetOrderFee()

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

Gets the order fee associated with the specified order. This returns the cost of the transaction in the account currency

Parameters
parametersA OrderFeeParameters object containing the security and order
Returns
The cost of the order in units of the account currency

Reimplemented from QuantConnect.Orders.Fees.FeeModel.

Definition at line 67 of file InteractiveBrokersFeeModel.cs.

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◆ GetPotentialOrderPrice()

static decimal QuantConnect.Orders.Fees.InteractiveBrokersFeeModel.GetPotentialOrderPrice ( Order  order,
Security  security 
)
staticprotected

Approximates the order's price based on the order type

Definition at line 197 of file InteractiveBrokersFeeModel.cs.

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