RiskEngine incorrectly denies quote_quantity=True orders

[DeevsDeevs]

Bug Report

Confirmation

Before opening a bug report, please confirm:

• I’ve re-read the relevant sections of the documentation.
• I’ve searched existing issues and discussions to avoid duplicates.
• I’ve reviewed or skimmed the source code (or examples) to confirm the behavior isn’t by design.
• I’ve confirmed the issue is reproducible with the latest version of nautilus_trader.

Expected Behavior

RiskEngine should use already converted quote to base before any checks.

Actual Behavior

When quote_quantity=True, RiskEngine still check expected free balance as if quantity is in base currency.

Steps to Reproduce the Problem

1. Setup LiveNode
2. Set balance to n USDT
3. Try submit order for BTCUSDT-SPOT with minimal order size and quote_quantity=True
4. Enjoy denied orders by RiskEngine

Specifications

• Python version: 3.12
• nautilus_trader version: 1.218

[cjdsellers]

Hi @DeevsDeevs

Thanks for the report, this is now fixed from aa84613.