public override TransactionFillDetails GetTransactionFillDetails(
IOrderSizeBased order, Price price, DateTime settlementDate, IFeeFactory feeFactory,
decimal fillRatio, IExchange exchange)
{
TransactionFillDetails details = base.GetTransactionFillDetails(order, price, settlementDate, feeFactory, fillRatio, exchange);
// accrued interest
if (DoesPayInterest)
{
AccruedInterestDetails calc = AccruedInterest(details.Size, settlementDate, exchange);
if (calc.IsRelevant)
details.AccruedInterest = calc.AccruedInterest.Abs() * (decimal)order.Side * -1M;
}
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;
}
/// <summary>
/// Constructor, creates an aggregated order from a child order
/// </summary>
/// <param name="account">User account</param>
/// <param name="childOrder">Child order</param>
public AggregateSizeOrder(IAccountTypeInternal account, IOrderSizeBased childOrder)
: base(account, childOrder.Value.Clone(0M), childOrder.IsClosure, null, true)
{
base.Side = childOrder.Side;
}
