Module execution_cost 

Execution cost models: commission (Fixed, Proportional, Tiered, ZeroCommission), SpreadCost, MarketImpact (linear, sqrt, Almgren-Chriss), TotalExecutionCost, ExecutionCostBreakdown.

Responsibility

Execution cost models including commission, bid-ask spread cost, and market impact estimation (linear, square-root, Almgren-Chriss).

Guarantees

• Zero panics on well-formed inputs; computations are pure functions
• f64 is used intentionally for statistical cost estimates (not prices)
• Almgren-Chriss returns (permanent_impact, temporary_impact) as a tuple

Structs

ExecutionCostBreakdown

Breakdown of total execution cost across its components.

MarketImpact

Market impact estimators: linear, square-root, and Almgren-Chriss.

SpreadCost

Bid-ask spread cost estimator.

TotalExecutionCost

Computes the full execution cost breakdown for an order.

Enums

ExecutionCostModel

Commission model variants for execution cost estimation.