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reformat
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tylerjthomas9 committed Jun 6, 2023
1 parent 79a764d commit 5b42fa2
Showing 1 changed file with 3 additions and 1 deletion.
4 changes: 3 additions & 1 deletion src/broker/simulated_broker.jl
Original file line number Diff line number Diff line change
Expand Up @@ -186,7 +186,9 @@ function _execute_order(broker::Broker, dt::DateTime, portfolio_id::String, orde
else # sell
price = bid_ask[1]
end
price = broker.slippage_model(order.direction; price, volume, order_quantity=order.quantity)
price = broker.slippage_model(
order.direction; price, volume, order_quantity=order.quantity
)

consideration = round(price * order.quantity; digits=2)
fee = calculate_fee(broker.fee_model, order.quantity, price)
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