An order fee where the fee quantity has already been subtracted from the filled quantity so instead we subtracted from the quote currency when applied to the portfolio More...

Inheritance diagram for QuantConnect.Orders.Fees.ModifiedFillQuantityOrderFee:

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Public Member Functions
	ModifiedFillQuantityOrderFee (CashAmount orderFee, string quoteCurrency, decimal contractMultiplier)
	Initializes a new instance of the ModifiedFillQuantityOrderFee class More...

override void	ApplyToPortfolio (SecurityPortfolioManager portfolio, OrderEvent fill)
	Applies the order fee to the given portfolio More...

Public Member Functions inherited from QuantConnect.Orders.Fees.OrderFee
	OrderFee (CashAmount orderFee)
	Initializes a new instance of the OrderFee class More...

override string	ToString ()
	This is for backward compatibility with old 'decimal' order fee More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Orders.Fees.OrderFee
static implicit	operator decimal (OrderFee m)
	This is for backward compatibility with old 'decimal' order fee More...

Static Public Attributes inherited from QuantConnect.Orders.Fees.OrderFee
static readonly OrderFee	Zero
	Gets an instance of OrderFee that represents zero. More...

Properties inherited from QuantConnect.Orders.Fees.OrderFee
CashAmount	Value `[get, set]`
	Gets the order fee More...

Detailed Description

An order fee where the fee quantity has already been subtracted from the filled quantity so instead we subtracted from the quote currency when applied to the portfolio

This type of order fee is returned by some crypto brokerages (e.g. Bitfinex and Binance) with buy orders with cash accounts.

Definition at line 28 of file ModifiedFillQuantityOrderFee.cs.

Constructor & Destructor Documentation

◆ ModifiedFillQuantityOrderFee()

QuantConnect.Orders.Fees.ModifiedFillQuantityOrderFee.ModifiedFillQuantityOrderFee	(	CashAmount	orderFee,
		string	quoteCurrency,
		decimal	contractMultiplier
	)