API Reference

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API Reference / CostModel

Interface: CostModel

Defined in: src/backtest/types.ts:144

Methods

slippage()?

optional slippage(rawPrice, direction, quantity): number

Defined in: src/backtest/types.ts:146

Returns the adjusted fill price (not a delta) for a fill going direction.

Parameters

rawPrice

number

direction

FillDirection

quantity

number

Returns

number

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fees()?

optional fees(fillPrice, quantity): number

Defined in: src/backtest/types.ts:148

Charged on both the entry and the exit leg; summed into ClosedTrade.fees.

Parameters

fillPrice

number

quantity

number

Returns

number