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; }