It will be easier to do in next JForex Client release when new method
IOrder.getCommission()
will be available. Please follow the release information here:
viewforum.php?f=71For now please consider the following way how to calculate your order commission:
package jforex.account;
import java.text.DecimalFormat;
import java.util.SortedMap;
import com.dukascopy.api.Configurable;
import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.Period;
import com.dukascopy.api.RequiresFullAccess;
import com.dukascopy.api.system.ITesterClient;
import com.dukascopy.api.system.TesterFactory;
/**
* The strategy prints out commissions of current Deposit, Equity and Turnorver limits for currencies
* on deposits with Dukascopy Bank. For more details see:
* https://www.dukascopy.com/swiss/english/forex/forex_trading_accounts/commission-policy/
* Also the strategy prints out overnights, for more details see:
* https://www.dukascopy.com/swiss/english/forex/forex_trading_accounts/overnight/
*
* Also the strategy calculates the commission for the given order amount
*/
@RequiresFullAccess
public class CommissionsTPCover implements IStrategy {
@Configurable("Monthly turnover")
public int monthlyTurnover = 10000000;
// 22:00 GMT
@Configurable("Equity at settlment")
public int equityAtSettlment = 250000;
@Configurable("Net deposit")
public int netDeposit = 250000;
@Configurable("Print commission info")
public boolean printCommInfo = true;
private ITesterClient client;
private IConsole console;
private final DecimalFormat df = new DecimalFormat("############");
private final DecimalFormat dfComm = new DecimalFormat("0.000000");
@Override
public void onStart(IContext context) throws JFException {
console = context.getConsole();
try {
client = TesterFactory.getDefaultInstance();
} catch (Exception e) {
console.getErr().println(e);
context.stop();
return;
}
if(printCommInfo){
printCommissions(client.getCommissions().getDepositLimits(), "Deposit limits:");
printCommissions(client.getCommissions().getEquityLimits(), "Equity limits:");
printCommissions(client.getCommissions().getTurnoverLimits(), "Turnover limits:");
}
print("Commission for 1M: " + dfComm.format(getCommission(1)));
print("Commission for 5M: " + dfComm.format(getCommission(5)));
}
private double getCommission(double amount){
//commissions in units per 1 million order (e.g. in USD for 1M order)
double depositComm = getCommission(client.getCommissions().getDepositLimits(), netDeposit);
double equityComm = getCommission(client.getCommissions().getEquityLimits(), equityAtSettlment);
double turnoverComm = getCommission(client.getCommissions().getTurnoverLimits(), monthlyTurnover);
//min commission gets applied
double commInUnits = Math.min(Math.min(depositComm, equityComm),turnoverComm);
print("depositComm="+depositComm+" equityComm="+equityComm+" turnoverComm="+turnoverComm);
//Order amounts are expressed in millions
return (commInUnits / 1000000) * amount;
}
/**
* Get commission by given limit -> commision map. Note the special case for the first
* and the last limit
*
* @param commMap
* @param limit
* @return
*/
private double getCommission(SortedMap<Double, Double> commMap, double limit){
Double[] limitArray = commMap.keySet().toArray(new Double[0]);
Double[] commissionArray = commMap.values().toArray(new Double[0]);
//first limit
if(limitArray[0] > limit){
return commissionArray[0];
}
//second to second to last element
for(int i=1; i < limitArray.length - 1; i++){
if((limit >= limitArray[i] && limit < limitArray[i + 1])){
return commissionArray[i];
}
}
//last limit
return commissionArray[commissionArray.length - 1];
}
private void printCommissions(SortedMap<Double, Double> limitMap, String comment){
print(comment.toUpperCase());
Double firstKey = (Double)limitMap.keySet().toArray()[0];
print("<" + firstKey + " = " + client.getCommissions().getMaxCommission() );
for(Double key : limitMap.keySet()){
print(">=" +df.format(key) + " = " + limitMap.get(key) );
}
}
private void print(Object o){
console.getOut().println(o);
}
@Override
public void onTick(Instrument instrument, ITick tick) throws JFException {}
@Override
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}
@Override
public void onMessage(IMessage message) throws JFException {}
@Override
public void onAccount(IAccount account) throws JFException {}
@Override
public void onStop() throws JFException {}
}
