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resolve_commission

nautilus_binance::futures::websocket::streams::parse_exec

Function resolve_commission 

Source 
pub fn resolve_commission(
    order: &OrderUpdateData,
    last_qty: Quantity,
    last_px: Price,
    taker_fee: Option<Decimal>,
    quote_currency: Option<Currency>,
    bnfcr_currency: Currency,
) -> Result<Money>
Expand description

Resolves the commission for a Binance fill event.

Uses the venue-provided commission fields (N/n) when present. Falls back to estimating taker_fee * qty * price when the venue omits them, matching the Python adapter behavior for exchange-generated fills (liquidation, ADL). Returns zero USDT when neither source is available.

ยงErrors

Returns an error if venue commission or fee fallback values cannot be parsed or converted to Money.