Continue Risk Engine in Rust (#2210)

Author: Pushkarm029

nautilus_core/Cargo.lock

@@ -419,10 +419,9 @@ impl OrderEmulator {
         // todo: fix unwrap
         self.check_monitoring(command.strategy_id, command.position_id.unwrap());
 
-        for order in command.order_list.orders {
+        for order in &command.order_list.orders {
             if let Some(parent_order_id) = order.parent_order_id() {
                 let cache = self.cache.borrow();
-                // check this error handling style: todo
                 let parent_order = cache.order(&parent_order_id).ok_or_else(|| {
                     anyhow::anyhow!("Parent order for {} not found", order.client_order_id())
                 })?;

nautilus_core/execution/src/emulator.rs

@@ -19,12 +19,12 @@ use serde::{Deserialize, Serialize};
 
 use crate::{
     accounts::{base::Account, cash::CashAccount, margin::MarginAccount},
-    enums::AccountType,
+    enums::{AccountType, LiquiditySide},
     events::{AccountState, OrderFilled},
     identifiers::AccountId,
     instruments::InstrumentAny,
     position::Position,
-    types::{AccountBalance, Currency, Money},
+    types::{AccountBalance, Currency, Money, Price, Quantity},
 };
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub enum AccountAny {
@@ -107,6 +107,32 @@ impl AccountAny {
             AccountAny::Cash(cash) => cash.calculate_pnls(instrument, fill, position),
         }
     }
+
+    pub fn calculate_commission(
+        &self,
+        instrument: InstrumentAny,
+        last_qty: Quantity,
+        last_px: Price,
+        liquidity_side: LiquiditySide,
+        use_quote_for_inverse: Option<bool>,
+    ) -> anyhow::Result<Money> {
+        match self {
+            AccountAny::Margin(margin) => margin.calculate_commission(
+                instrument,
+                last_qty,
+                last_px,
+                liquidity_side,
+                use_quote_for_inverse,
+            ),
+            AccountAny::Cash(cash) => cash.calculate_commission(
+                instrument,
+                last_qty,
+                last_px,
+                liquidity_side,
+                use_quote_for_inverse,
+            ),
+        }
+    }
 }
 
 impl From<AccountState> for AccountAny {

nautilus_core/model/src/accounts/any.rs

@@ -15,6 +15,7 @@ nautilus-common = { path = "../common" }
 nautilus-core = { path = "../core" }
 nautilus-execution = { path = "../execution" }
 nautilus-model = { path = "../model", features = ["stubs"] }
+nautilus-portfolio = { path = "../portfolio" }
 anyhow = { workspace = true }
 log = { workspace = true }
 pyo3 = { workspace = true, optional = true }