Hi,

I see many examples illustrating how to add transaction fees as a fixed
cost (per unit). I am wondering if there is any example of how to write
customized cost function? I don't see any to my best knowledge besides
pennyPerStock.

I would like to describe cost in bps for example. In my mktdata, I always
have current price. Therefore, my cost is (bps/10000) * price * quantity.
Any simple example would be appreciated. Then I can go wild myself. Thank
you.

Robert

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