public TransactionFillDetails GetTransactionFillDetails(
IOrderAmountBased order, Price price, DateTime settlementDate, IFeeFactory feeFactory,
decimal fillRatio, IExchange exchange)
{
decimal serviceChargePercentageforOrder = getServiceChargePercentage(order, exchange);
TransactionFillDetails details = null;
if (IsCommissionLinear)
{
Money amount = order.Amount * fillRatio;
Money serviceCharge = null;
if (serviceChargePercentageforOrder != 0M)
{
Money newAmount = amount * (decimal)(1M / (1M + serviceChargePercentageforOrder));
serviceCharge = (amount.Abs() - newAmount.Abs());
amount = newAmount;
}
// Calculate Commission
Money commission = null;
// if the trade fills the Order completely -> take the Commission from the Order
if (fillRatio == 1M)
commission = order.Commission;
// Convert amount when necessary
if (!amount.Underlying.Equals(price.Underlying) && !price.Underlying.IsObsoleteCurrency)
amount = amount.Convert(order.ExRate, price.Underlying);
InstrumentSize size = amount.CalculateSize(price);
details = new TransactionFillDetails(size, amount, null, serviceCharge, serviceChargePercentageforOrder, commission, order.GrossAmount, order.Side);
}
else
{
// Do the goalseek
ICommClient client;
ICommRule rule = feeFactory.GetRelevantCommRule(order.Account, this, order.Side,
order.ActionType, settlementDate, true, out client);
for (int i = 4; i > 0; i--)
{
details = getTransactionFillDetailsAmountBasedOrderByGoalSeek(
order, settlementDate, price, exchange,
rule, client, serviceChargePercentageforOrder, i);
if (details.IsOK && !details.IsDiff)
break;
}
if (!details.IsOK || details.IsDiff)
throw new ApplicationException("Not possible to calculate the trade amounts, probably a commission rule applied with a minimum amount.");
}
if (details != null)
details.SetSign(order.Side);
return details;
}
public virtual TransactionFillDetails GetTransactionFillDetails(
IOrderSizeBased order, Price price, DateTime settlementDate, IFeeFactory feeFactory,
decimal fillRatio, IExchange exchange)
{
Money serviceCharge = null;
Money commission = null;
decimal serviceChargePercentageforOrder = getServiceChargePercentage(order, exchange);
// Use the Value of the child order -> difference will go to Crumble account
InstrumentSize size = order.Value * fillRatio;
Money amount = size.CalculateAmount(price);
if (serviceChargePercentageforOrder != 0M)
serviceCharge = (amount * serviceChargePercentageforOrder).Abs().Negate();
TransactionFillDetails details = new TransactionFillDetails(size, amount, null, serviceCharge, serviceChargePercentageforOrder, commission, order.GrossAmount, order.Side);
details.SetSign(order.Side);
return details;
}