Commissions calculations for CryptoExchange about nautilus_trader

[cjdsellers]

Good pickup. This is the block of code relating to the issue;

        # Calculate potential PnL
        cdef Money pnl = None
        if position is not None and position.entry != order.side:
            # Calculate PnL
            pnl = position.calculate_pnl(
                avg_open=position.avg_open,
                avg_close=fill_price,
                quantity=order.quantity,
            )

        cdef Currency currency  # Settlement currency
        if self.default_currency is not None:  # Single-asset account
            currency = self.default_currency
            if pnl is None:
                pnl = Money(0, currency)

            if commission.currency != currency:
                # Calculate exchange rate to account currency
                xrate = self.get_xrate(
                    from_currency=commission.currency,
                    to_currency=currency,
                    price_type=PriceType.BID if order.side is OrderSide.SELL else PriceType.ASK,
                )

                # Convert to account currency
                commission = Money(commission * xrate, currency)
                pnl = Money(pnl * xrate, currency)

            total_commissions = self.total_commissions.get(currency, Decimal()) + commission
            self.total_commissions[currency] = Money(total_commissions, currency)

            # Final PnL
            pnl = Money(pnl - commission, self.default_currency)
        else:
            currency = instrument.settlement_currency
            if pnl is None:
                pnl = Money(0, currency)

The problem is where for a multi-asset account, when a position is not being reduced the commission is not being added to the pnl for the fill.

So the final else block should be;

        else:
            currency = instrument.settlement_currency
            if pnl is None:
                pnl = commission

I've made that change and will be on develop in the next push.

[jpmediadev]

I've made that change and will be on develop in the next push.

Thank you!