/// <summary>
/// The method used by <b>Transaction</b> classes to calculate their attached fees.
/// </summary>
/// <param name="transaction">The transaction for which the fee is calculated.</param>
/// <returns>The value of the fee.</returns>
public Commission CalculateCommission(ITransactionOrder transaction)
{
if (transaction == null)
throw new ApplicationException("It is not possible to calculate the commission when the transaction is null.");
IOrder order = transaction.Order;
if (transaction.TransactionType == TransactionTypes.Execution ||
(transaction.AccountA.AccountType != AccountTypes.Customer && transaction.AccountB.AccountType != AccountTypes.Customer))
return null;
Money total = (transaction.CounterValueSize * -1);
ICurrency commCur = transaction.TradedInstrument.CurrencyNominal;
// Commission on the order is 0
if (order.DoNotChargeCommission || order.Commission == null || (order.Commission != null && order.Commission.IsZero))
return null;
//else if (order.Commission != null && order.Commission.IsZero)
// return new CommValueDetails(new Money(0m, commCur), "");
// AmountBased Order -> use commission from the order
if (order.IsAmountBased)
{
Money orderAmount = order.Amount;
Money diff;
Money serviceCharge = transaction.ServiceCharge;
// convert to transaction currency
if (!orderAmount.Underlying.Equals(total.Underlying))
orderAmount = orderAmount.Convert(order.ExRate, (ICurrency)total.Underlying);
// deduct serviceCharge
orderAmount = MoneyMath.AdjustAmountForServiceCharge(orderAmount, serviceCharge, order.Side, MathOperator.Subtract);
diff = orderAmount - total.GetMoney();
// if the trade fills the Order completely -> take the Commission from the Order
if (orderAmount.Equals(total) || diff.IsWithinTolerance(0.01M))
{
//if (convert)
//{
// Commission convCommDetails = new Commission(order.CommissionDetails, (ICurrency)total.Underlying, order.ExRate);
// Money commConv = convCommDetails.Amount;
// No more 2 cent differences
//if (order.MoneyOrder != null && session != null)
//{
// IList transactions = getMonetaryTransactions(order.MoneyOrder);
// if (transactions != null && transactions.Count == 1)
// {
// Money tradeAmount = order.MoneyOrder.Transactions[0].ValueSize.GetMoney();
// if (tradeAmount.Underlying.Equals(commConv.Underlying))
// {
// Money diffTx = tradeAmount + (transaction.CounterValueSize + commConv + transaction.ServiceCharge);
// if (diffTx.IsNotZero && diffTx.Abs().IsWithinTolerance(0.02M))
// convCommDetails.BreakupLines.GetItemByType(CommissionBreakupTypes.Commission).Amount -= diffTx;
// }
// }
//}
// return convCommDetails;
//}
//else
return new Commission(order.CommissionDetails);
}
}
if (order.Transactions != null && order.Transactions.Count > 0)
total += (order.Transactions.TotalCounterValueSize * -1);
CommClient client = new CommClient(transaction, total);
Commission commdetails = CalculateCommission(client);
Money commission = commdetails.Amount;
//// convert the commission to instrument currency
//if (!total.Underlying.Equals(commission.Underlying))
// commission = commission.Convert(transaction.Order.ExRate, commCur);
if (order.Transactions != null && order.Transactions.Count > 0)
commission -= order.Transactions.TotalCommission;
return new Commission(CommissionBreakupTypes.Commission, commission, commdetails.CommissionInfo);
}
public ICommRule GetRelevantCommRule(IAccountTypeInternal account, IInstrument instrument,
Side side, OrderActionTypes actiontype, DateTime transactionDate, bool isAmountBased,
out ICommClient client)
{
client = new CommClient(account, instrument, side, actiontype, transactionDate, !isAmountBased,
null, null, null, null, false);
return GetRelevantCommRule(client);
}
/// <summary>
/// The method used by <b>Order</b> classes to calculate their attached fees.
/// </summary>
/// <param name="order">The order for which the fee is calculated.</param>
/// <returns>The value of the fee.</returns>
public Commission CalculateCommission(IOrder order)
{
CommClient client = new CommClient(order);
if (!order.IsAggregateOrder)
{
if (order.IsAmountBased && ((IOrderAmountBased)order).IsValueInclComm &&
order.RequestedInstrument.IsTradeable && !((ITradeableInstrument)order.RequestedInstrument).IsCommissionLinear)
{
ITradeableInstrument instrument = (ITradeableInstrument)order.RequestedInstrument;
IExchange exchange = instrument.DefaultExchange ?? instrument.HomeExchange;
TransactionFillDetails details = instrument.GetTransactionFillDetails(order,
instrument.CurrentPrice.Price,
instrument.GetSettlementDate(order.CreationDate.Date, exchange),
this, order.ExRate, exchange);
return new Commission(details.Commission, "Commission determined by goalseek -> " + details.ToString());
}
else
{
return CalculateCommission(client);
}
}
else
return null;
}
