Respect commissions in jq buy sizing

2026-04-21 18:47:26 -07:00
parent 5be836423a
commit 20af824545
2 changed files with 6 additions and 4 deletions
--- a/crates/fidc-core/src/broker.rs
+++ b/crates/fidc-core/src/broker.rs
@@ -1004,7 +1004,8 @@ where
                quantity = quantity.saturating_sub(lot);
                continue;
            }
-            if gross <= cash + 1e-6 {
+            let cost = self.cost_model.calculate(OrderSide::Buy, gross);
+            if gross + cost.total() <= cash + 1e-6 {
                return quantity;
            }
            quantity = quantity.saturating_sub(lot);