public virtual FIXCommissionData GetCommissionData(FIXExecutionReport report)
{
FIXCommissionData data = new FIXCommissionData();
data.CommType = FIXCommType.ToFIX(this.fCommType);
data.Commission = this.fCommission;
if (this.fMinCommission != 0.0)
{
double num;
switch (this.fCommType)
{
case CommType.PerShare:
num = this.fCommission * report.CumQty;
break;
case CommType.Percent:
num = this.fCommission * report.CumQty * report.AvgPx;
break;
case CommType.Absolute:
num = this.fCommission;
break;
default:
throw new NotSupportedException("");
}
if (num < this.fMinCommission)
{
data.CommType = '3';
data.Commission = this.fMinCommission;
}
}
return data;
}
public FIXCommissionDataEventArgs(FIXCommissionData CommissionData)
{
this.RabUm7TTtm = CommissionData;
}
public FIXCommissionDataEventArgs(FIXCommissionData CommissionData)
{
this.RabUm7TTtm = CommissionData;
}