nautilus_model::stubs

Function calculate_commission

Source 
pub fn calculate_commission(
    instrument: &InstrumentAny,
    last_qty: Quantity,
    last_px: Price,
    use_quote_for_inverse: Option<bool>,
) -> Money
Expand description

Calculate commission for testing.

ยงPanics

This function panics if:

  • The liquidity side is NoLiquiditySide.
  • instrument.maker_fee() or instrument.taker_fee() cannot be converted to f64.