infrastructure for comissoin

sysbrokers/broker_contract_commission_data.py

@@ -0,0 +1,20 @@
+
+
+from sysdata.futures.contracts import futuresContractData
+from sysdata.data_blob import dataBlob
+from sysobjects.contracts import futuresContract
+
+from syslogging.logger import *
+
+
+class brokerFuturesContractCommissionData(futuresContractData):
+    def __init__(self, data: dataBlob, log=get_logger("brokerFuturesContractCommissionData")):
+        super().__init__(log=log)
+        self._data = data
+
+    def get_commission_for_contract(self, contract: futuresContract) -> float:
+        raise NotImplementedError
+
+    @property
+    def data(self):
+        return self._data

sysbrokers/broker_factory.py

@@ -7,6 +7,8 @@
 from sysbrokers.IB.ib_orders import ibExecutionStackData
 from sysbrokers.IB.ib_static_data import ibStaticData
 from sysbrokers.IB.ib_fx_handling import ibFxHandlingData
+from sysbrokers.IB.ib_broker_commissions import ibFuturesContractCommissionData
+
 from syscore.objects import resolve_function
 from sysdata.data_blob import dataBlob
 
@@ -43,4 +45,5 @@ def get_ib_class_list():
         ibCapitalData,
         ibFuturesInstrumentData,
         ibFxHandlingData,
+        ibFuturesContractCommissionData
     ]

sysproduction/data/broker.py

@@ -1,5 +1,6 @@
 from copy import copy
 
+from sysbrokers.broker_contract_commission_data import brokerFuturesContractCommissionData
 from sysbrokers.broker_factory import get_broker_class_list
 from sysbrokers.broker_fx_handling import brokerFxHandlingData
 from sysbrokers.broker_static_data import brokerStaticData
@@ -93,11 +94,17 @@ def broker_fx_handling_data(self) -> brokerFxHandlingData:
     def broker_static_data(self) -> brokerStaticData:
         return self.data.broker_static
 
+    @property
+    def broker_futures_contract_commission(self) -> brokerFuturesContractCommissionData:
+        return self.data.broker_futures_contract_commission
+
     @property
     def diag_controls(self) -> diagControlProcess:
         return self._diag_controls
 
     ## Methods
+    def get_commission_for_contract(self, contract: futuresContract) -> float:
+        return self.broker_futures_contract_commission.get_commission_for_contract(contract)
 
     def get_list_of_contract_dates_for_instrument_code(
         self, instrument_code: str, allow_expired: bool = False