public void ReturnsTakerFeeInQuoteCurrency(decimal quantity)
{
//{
// "channel": "fills",
// "type": "update",
// "data": {
// "id": 4199228419,
// "market": "XRP/USDT",
// "future": null,
// "baseCurrency": "XRP",
// "quoteCurrency": "USDT",
// "type": "order",
// "side": "sell",
// "price": 1.07225,
// "size": 10,
// "orderId": 85922585621,
// "time": "2021-10-07T19:25:45.411201+00:00",
// "tradeId": 2084391649,
// "feeRate": 0.0007,
// "fee": 0.00750575,
// "feeCurrency": "USDT",
// "liquidity": "taker"
// }
//}
//{
// "channel": "fills",
// "type": "update",
// "data": {
// "id": 4199574804,
// "market": "XRP/USDT",
// "future": null,
// "baseCurrency": "XRP",
// "quoteCurrency": "USDT",
// "type": "order",
// "side": "buy",
// "price": 1.075725,
// "size": 1,
// "orderId": 85928918834,
// "time": "2021-10-07T20:02:07.116972+00:00",
// "tradeId": 2084563562,
// "feeRate": 0.0007,
// "fee": 0.0007530075,
// "feeCurrency": "USDT",
// "liquidity": "taker"
// }
//}
var fee = _feeModel.GetOrderFee(
new OrderFeeParameters(
_ethusd,
new MarketOrder(_ethusd.Symbol, quantity, DateTime.UtcNow)
)
);
Assert.AreEqual(_ethusd.QuoteCurrency.Symbol, fee.Value.Currency);
// 100 (price) * 0.0007 (taker fee, in quote currency)
Assert.AreEqual(0.07m, fee.Value.Amount);
}
public void ReturnsFeeInQuoteCurrencyInAccountCurrency()
{
var fee = _feeModel.GetOrderFee(
new OrderFeeParameters(
_btcusd,
new MarketOrder(_btcusd.Symbol, 1, DateTime.UtcNow)
)
);
Assert.AreEqual(Currencies.USD, fee.Value.Currency);
// 100 (price) * 0.002 (taker fee)
Assert.AreEqual(0.2m, fee.Value.Amount);
}
/// <summary>
/// Gets the order fee associated with the specified order. This returns the cost
/// of the transaction in the account currency
/// </summary>
/// <param name="model">The fee model</param>
/// <param name="security">The security matching the order</param>
/// <param name="order">The order to compute fees for</param>
/// <returns>The cost of the order in units of the account currency</returns>
public static decimal GetOrderFee(this IFeeModel model, Security security, Order order)
{
var parameters = new OrderFeeParameters(security, order, security.QuoteCurrency.Symbol);
var fee = model.GetOrderFee(parameters);
return(fee.Value.Amount);
}
public void ReturnsFeeInQuoteCurrencyInAccountCurrency()
{
var fee = _feeModel.GetOrderFee(
new OrderFeeParameters(
_sbininr,
new MarketOrder(_sbininr.Symbol, 1, DateTime.Now)
)
);
Assert.AreEqual(Currencies.INR, fee.Value.Currency);
Assert.AreEqual(0.04m, fee.Value.Amount);
}
/// <summary>
/// Gets the order fee associated with the specified order. This returns the cost
/// of the transaction in the account currency
/// </summary>
/// <param name="model">The fee model</param>
/// <param name="security">The security matching the order</param>
/// <param name="order">The order to compute fees for</param>
/// <returns>The cost of the order in units of the account currency</returns>
public static decimal GetOrderFee(this IFeeModel model, Security security, Order order)
{
var parameters = new OrderFeeParameters(security, order);
var fee = model.GetOrderFee(parameters);
if (fee.Value.Currency != security.QuoteCurrency.AccountCurrency)
{
throw new InvalidOperationException("The GetOrderFee extension method is only valid" +
" for fee models returning fees in the account currency");
}
return(fee.Value.Amount);
}
public void ReturnsFeeInQuoteCurrencyInAccountCurrency(decimal quantity)
{
var fee = _feeModel.GetOrderFee(
new OrderFeeParameters(
_btcusd,
new MarketOrder(_btcusd.Symbol, quantity, DateTime.UtcNow)
)
);
if (quantity > 0)
{
Assert.AreEqual("BTC", fee.Value.Currency);
// 1 (quantity) * 0.002 (taker fee)
Assert.AreEqual(0.002m, fee.Value.Amount);
}
else
{
Assert.AreEqual(Currencies.USD, fee.Value.Currency);
// 100 (price) * 0.002 (taker fee)
Assert.AreEqual(0.2m, fee.Value.Amount);
}
}
public void USAEquityMinimumFeeInUSD()
{
var security = SecurityTests.GetSecurity();
security.SetMarketPrice(new Tick(DateTime.UtcNow, security.Symbol, 100, 100));
var fee = _feeModel.GetOrderFee(
new OrderFeeParameters(
security,
new MarketOrder(security.Symbol, 1, DateTime.UtcNow)
)
);
Assert.AreEqual(Currencies.USD, fee.Value.Currency);
Assert.AreEqual(1m, fee.Value.Amount);
}
/// <summary>
/// Default implementation returns 0 for fees.
/// </summary>
/// <param name="security">The security matching the order</param>
/// <param name="order">The order to compute fees for</param>
/// <returns>The cost of the order in units of the account currency</returns>
public virtual decimal GetOrderFee(Security security, Order order)
{
return(_feeModel.GetOrderFee(security, order));
}