ModifiedFillQuantityOrderFee

QuantConnect.Orders.Fees.ModifiedFillQuantityOrderFee

ModifiedFillQuantityOrderFee(
    order_fee: CashAmount,
    quote_currency: str,
    contract_multiplier: float,
)

Bases: OrderFee

An order fee where the fee quantity has already been subtracted from the filled quantity so instead we subtracted from the quote currency when applied to the portfolio

Initializes a new instance of the ModifiedFillQuantityOrderFee class

Parameters:

Name	Type	Description	Default
order_fee	CashAmount	The order fee	required
quote_currency	str	The associated security quote currency	required
contract_multiplier	float	The associated security contract multiplier	required

value

value: CashAmount

Gets the order fee

ZERO

ZERO: OrderFee = ...

Gets an instance of OrderFee that represents zero.

apply_to_portfolio

apply_to_portfolio(
    portfolio: SecurityPortfolioManager, fill: OrderEvent
) -> None

Applies the order fee to the given portfolio

Parameters:

Name	Type	Description	Default
portfolio	SecurityPortfolioManager	The portfolio instance	required
fill	OrderEvent	The order fill event	required

to_string

to_string() -> str

This is for backward compatibility with old 'decimal' order fee