QuantConnect.Orders.Fees.InteractiveBrokersFeeModel Class Reference

Provides the default implementation of IFeeModel More...

Inheritance diagram for QuantConnect.Orders.Fees.InteractiveBrokersFeeModel:

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

monthlyForexTradeAmountInUSDollars	Monthly FX dollar volume traded
monthlyOptionsTradeAmountInContracts	Monthly options contracts traded

Definition at line 54 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

parameters

A 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 70 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 200 of file InteractiveBrokersFeeModel.cs.

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

• Common/Orders/Fees/InteractiveBrokersFeeModel.cs